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Unformatted text preview: Properties of OLS. Whitecorrected OLS covariance matrix. Whitetest, BPtest, Koenker test. GLS. Autocorrelation Properties of OLS. NeweyWestcorrected OLS covariance matrix. DW test, LM test. AR(1), MA(1), FGLS, NLLS. 6) Nonlinear Models NLLS. Jtest. 7) Endogenous regressors and instrumental variables Properties of OLS. Instrumental variables. IV and 2SLS. Hausman test and Ahn test. (2) How to prepare for the exam? Do EXERCISE 2. Review all questions in Assignments 3 and 4. Read class notes and the textbooks. (3) Office Hour Tuesday (May 4): 11:00am  12:30pm (4) Exam: Thursday (May 6), from 7:30am to 9:20am. 35% of your grade. Can use your handwritten notes and (only) a book of your choice....
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This note was uploaded on 11/19/2010 for the course ECON 270a taught by Professor Ahn during the Spring '10 term at ASU.
 Spring '10
 Ahn
 Econometrics

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