Generalized Method of Moments (GMM)

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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.

Linear Regression Basics

Covers the basics of linear regression, instrumental variables, heteroskedasticity, autocorrelation, and Maximum Likelihood Estimation.

Linear Regression Basics

Covers the basics of linear regression, including OLS, heteroskedasticity, autocorrelation, instrumental variables, Maximum Likelihood Estimation, time series analysis, and practical advice.

Instrumental Variables: Intuition and Estimation

Covers instrumental variables, addressing endogeneity issues in regression analysis through estimation techniques and practical examples.

Factor Models: Latent Variables and Asset Pricing

Covers Factor Models, including PCA, asset pricing, factor investing, GMM, and Fama-McBeth estimation.

Maximum Likelihood Theory & Applications

Covers maximum likelihood theory, applications, and hypothesis testing principles in econometrics.

Instrumental Variables: Addressing Measurement Error and Reverse Causality

Explores how instrumental variables correct biases from measurement error and reverse causality in regression models.

Instrumental Variables: Part 1

Introduces instrumental variables to address endogeneity issues, using examples to illustrate practical applications and testing requirements.

Autocorrelation and Instrumental Variables

Explores autocorrelation, instrumental variables, and challenges in regression analysis.

Basics of Linear Regression

Covers the basics of linear regression, including OLS estimators, hypothesis testing, and confidence intervals.