Heteroskedasticity-consistent standard errors

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Linear Regression: Estimation and Inference

Explores linear regression estimation, linearity assumptions, and statistical tests in the context of model comparison.

Course Overview & Introduction to OLS

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

Bayesian Inference: Error Minimization

Discusses error minimization in Bayesian inference and the importance of prior knowledge in the inference process.

Confidence Intervals: Gaussian Estimation

Explores confidence intervals, Gaussian estimation, Cramér-Rao inequality, and Maximum Likelihood Estimators.

Statistical Inference for Bandit Data

Explores statistical inference for bandit data, focusing on personalized treatment actions and challenges of standard estimators.

ARCH and GARCH Models

Explores ARCH and GARCH models, volatility clustering, time series, estimation, and filtering steps in financial and macroeconomic contexts.

Statistical Tests: T-Tests and ANOVA

Covers the calculation of paired t-tests, advantages/disadvantages of different t-tests, and the concept of ANOVA.

Distributed Algorithms for Networked Control Systems

Explores distributed algorithms for networked control systems, covering consensus, least-squares regression, and time-varying communication networks.

Singular Value Decomposition: Theory and Applications

Explores Singular Value Decomposition theory, linear system solutions, least squares, and data fitting concepts.

Applied Biostatistics: Bivariate Data Analysis

Explores bivariate data analysis in applied biostatistics, covering correlation, regression, model selection, and diagnostics.