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725_final exam guide_2010

725_final exam guide_2010 - • Properties of OLS •...

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STUDY GUIDE (1) Coverage: • Mostly on the topics covered after the mid-term exam. • You would not have to study the coverage of the mid-term exam deeply, AS LONG AS YOU REMEMBER OLS FORMULAS, T-TESTS, AND F-TEST.
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Major topics to study 1) WIC and nonlinear restriction tests. Properties of OLS Cases violating WIC. Review the asymptotic theories: LLN, CLT and Taylor approximations. 2) Model selection, omitted variables problems, etc. How do you choose regressors? Regressions with omitted regressors or with unimportant regressors. 3) Dummy variables You can allow intercepts and/or coefficients to vary over different groups.
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