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Note for Econometric Analysis

Main References

  • Kim, Dukpa. (2024). "Econometric Analysis" (2024 Spring) ECON 518, Department of Economics, Korea University.
  • Davidson and MacKinnon. (2021). "Econometric Theory and Methods", Oxford University Press, New York.

Basic Econometric Theory

  1. Geometry of Least Squares Estimator
  2. Properties of Least Squared Estimator
  3. Finite Sample Results
  4. Restricted Least Squares
  5. Normal Distribution Theory
  6. Inferences in Linear Regression
  7. Convergence of Random Variables
  8. Asymptotics
  9. Asymptotic Results in Basic Linear Model
  10. Maximum Likelihood Estimation
  11. Classical Tests in MLE
  12. Generalized Least Squares
  13. Instrumental Variables
  14. Generalized Method of Moments
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📑Note for Econometric Analysis