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Topics and Assignments in Econometrics We Talk About the Fundamentals of Econometrics

Heteroskedasticity, Autocorrelation, and Multicollinearity in Time-Series Econometrics:

  • Gauss-Markov assumptions for the Classical Linear Regression Model (CLRM) and Ordinary Least Squares (OLS) estimation
  • For Vector Autoregression (VAR) Panel Data Econometric Analysis, Unit Root Testing and Stationarity in ARIMA Models and Forecasting Cointegration and Error Correction Models

  • Comparing Fixed Effects and Random Effects Models
  • Differences in Differences Analysis (DID)
  • Root and Cointegration Tests for Panel Units in Models of Dynamic Panel Data (GMM) Applied Econometrics and Microeconometrics
  • Binary Choice Models: Treatment Effects of Logit and Probit Instrumental Variables for Causal Inference and Estimation (IV)
  • Models of Heckman and Tobit Selection
  • Machine Learning and Econometrics
  • Big Data Applications of Neural Networks and Deep Learning for Economic Research Lasso & Ridge Regression Tasks Particular to the Bayesian Econometrics Software
  • STATA: Regression, Panel Data, Forecasting; R & Python: Data Visualization, Hypothesis Testing, Machine Learning Models
  • MATLAB & EViews: ARIMA, VAR, and Time-Series Models

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