Covers the basics of linear regression, including OLS, heteroskedasticity, autocorrelation, instrumental variables, Maximum Likelihood Estimation, time series analysis, and practical advice.
Explores Generalized Linear Models for non-Gaussian data, covering interpretation of natural link function, MLE asymptotic normality, deviance measures, residuals, and logistic regression.
Explores special examples of Generalized Linear Models, covering logistic regression, count data models, separation issues, and nonparametric relationships.