Covers the basics of Ordinary Least Squares (OLS) in econometrics, including variable relationships, coefficient determination, and model interpretation.
Explores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.
Covers regression analysis for disentangling data using linear regression modeling, transformations, interpretations of coefficients, and generalized linear models.