Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Home

Lecture

Generalized Method of Moments (GMM)

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (38)

Regression: Simple and Multiple Linear Log in to Mediaspace to watch this video

Covers simple and multiple linear regression, including least squares estimation and model diagnostics.

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.

Heteroskedasticity and Autocorrelation Log in to Mediaspace to watch this video

Explores heteroskedasticity and autocorrelation in econometrics, covering implications, applications, testing methods, and hypothesis testing consequences.

Linear Regression: Ozone Data Analysis Log in to Mediaspace to watch this video

Explores linear regression analysis of ozone data using statistical models.

Linear Regression: Beyond the Basics Log in to Mediaspace to watch this video

Explores advanced concepts in linear regression models, including multicollinearity, hypothesis testing, and handling outliers.

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.

Linear Regression Model Log in to Mediaspace to watch this video

Explores the linear regression model, OLS properties, hypothesis testing, interpretation, transformations, and practical considerations.

Elements of Statistics: Probability, Distributions, and Estimation Log in to Mediaspace to watch this video

Covers probability theory, distributions, and estimation in statistics, emphasizing accuracy, precision, and resolution of measurements.

Linear Regression: Model Adjustment and Parameter Estimation Log in to Mediaspace to watch this video

Explains the decomposition of total sum of squares, model adjustment, and parameter estimation in linear regression.

Linear Regression: Basics and Estimation Log in to Mediaspace to watch this video

Covers the basics of linear regression and how to solve estimation problems using least squares and matrix notation.

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.

Supervised Learning in Asset Pricing Log in to Mediaspace to watch this video

Explores supervised learning in asset pricing, focusing on stock return prediction challenges and model assessment.

Linear Regression: Least Squares and Normal Equations Log in to Mediaspace to watch this video

Explores linear regression through least squares and normal equations, emphasizing the importance of minimizing errors for accurate predictions.

Estimation Methods: Point Estimate and Maximum Likelihood Log in to Mediaspace to watch this video

Discusses different estimators and how to choose between them, emphasizing calculation and properties.

Inference and Mixed Models Log in to Mediaspace to watch this video

Covers point estimation, confidence intervals, and hypothesis testing for smooth functions using mixed models and spline smoothing.

Partial Differential Equations Log in to Mediaspace to watch this video

Introduces partial differential equations, covering derivatives, special cases, transformations, and the Jacobian matrix.

Modeling Neurobiological Signals: Spikes & Firing Rate Log in to Mediaspace to watch this video

Explores modeling neurobiological signals, focusing on spikes, firing rate, multiple state neurons, and parameter estimation.

Statistical Analysis: Data Exploration and Inference Log in to Mediaspace to watch this video

Covers statistical analysis, emphasizing data exploration and inference to quantify uncertainty and draw conclusions.

Page 2 of 2