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Covers the basics of linear regression, including OLS, heteroskedasticity, autocorrelation, instrumental variables, Maximum Likelihood Estimation, time series analysis, and practical advice.
Explores heteroskedasticity and autocorrelation in econometrics, covering implications, applications, testing methods, and hypothesis testing consequences.
Explores heteroskedasticity in econometrics, discussing its impact on standard errors, alternative estimators, testing methods, and implications for hypothesis testing.
Introduces the Generalized Method of Moments (GMM), a versatile approach for estimation based on moment restrictions, with applications in asset pricing models.