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Covers the basics of Ordinary Least Squares (OLS) in econometrics, including variable relationships, coefficient determination, and model interpretation.
Introduces the Generalized Method of Moments (GMM), a versatile approach for estimation based on moment restrictions, with applications in asset pricing models.
Introduces linear regression basics from an empirical risk minimization perspective, covering the square loss, data preprocessing, and gradient computation.
Explores Generalized Linear Models for non-Gaussian data, covering interpretation of natural link function, MLE asymptotic normality, deviance measures, residuals, and logistic regression.
