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Related lectures (31)

Linear Regression Basics Log in to Mediaspace to watch this video

Covers the basics of linear regression, including OLS, heteroskedasticity, autocorrelation, instrumental variables, Maximum Likelihood Estimation, time series analysis, and practical advice.

Linear Regression Basics Log in to Mediaspace to watch this video

Covers the basics of linear regression, instrumental variables, heteroskedasticity, autocorrelation, and Maximum Likelihood Estimation.

Multivariate Time Series: Cointegration & Forecasting Log in to Mediaspace to watch this video

Explores multivariate time series analysis, cointegration, forecasting with ARMA models, and practical applications in interest rates analysis.

Generalized Method of Moments (GMM)Log in to Mediaspace to watch this video

Introduces the Generalized Method of Moments (GMM), a versatile approach for estimation based on moment restrictions, with applications in asset pricing models.

Linear Regression: Multicollinearity, Outliers, Model Specification Log in to Mediaspace to watch this video

Covers multicollinearity, outliers, model specification, and practical strategies in linear regression.

Course Overview & Introduction to OLS Log in to Mediaspace to watch this video

Introduces the FIN-403 Econometrics course, emphasizing practical application of standard econometric models like Ordinary Least Squares (OLS) in economic and financial contexts.

Implicit Function Theorem Log in to Mediaspace to watch this video

Covers the Implicit Function Theorem for functions of two variables and explores graphical representations and tangent lines.

Multi-linear regression Log in to Mediaspace to watch this video

Covers the concept of multi-linear regression and the least squares method for model fitting.

Implicit Functions Theorem Corrections Log in to Mediaspace to watch this video

Addresses corrections to the implicit functions theorem proof and clarifies the role of specific variables.

Variance Reduction Techniques Log in to Mediaspace to watch this video

Covers variance reduction techniques in stochastic simulation to improve output quantity estimation accuracy.

House Price Regressions: Exploring OLS Assumptions Log in to Mediaspace to watch this video

Explores OLS regressions for house prices, covering outliers, influential observations, model specification, and selection strategies.

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