Covers regression analysis for disentangling data using linear regression modeling, transformations, interpretations of coefficients, and generalized linear models.
Explores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.
Explores linear regression with and without covariates, covering models captured by independent distributions and tools like subspaces and orthogonal projections.
Introduces simple linear regression, properties of residuals, variance decomposition, and the coefficient of determination in the context of Okun's law.
