Covers the basics of linear regression, OLS method, predicted values, residuals, matrix notation, goodness-of-fit, hypothesis testing, and confidence intervals.
Covers Generalized Linear Models, likelihood, deviance, link functions, sampling methods, Poisson regression, over-dispersion, and alternative regression models.
Introduces the Generalized Method of Moments (GMM), a versatile approach for estimation based on moment restrictions, with applications in asset pricing models.