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Introduces the Generalized Method of Moments (GMM) in econometrics, focusing on its application in instrumental variable estimation and asset pricing models.
Covers the basics of linear regression, OLS method, predicted values, residuals, matrix notation, goodness-of-fit, hypothesis testing, and confidence intervals.
Delves into the trade-off between model flexibility and bias-variance in error decomposition, polynomial regression, KNN, and the curse of dimensionality.
