Probability Review
Nadezhda V. Baryshnikova
School of Economics
University of Adelaide
March 9, 2016
1 / 15
Joint, Marginal and Conditional Probability Functions
Ref: HGL Probability Primer.
f (Y | X) = P (Y = y | X = x)
f (X | Y ) = P (X = x | Y = y)
f (
OLS Properties
Intermediate Econometrics II/IID
Nadezhda V. Baryshnikova
School of Economics
University of Adelaide
March 10, 2016
1 / 10
Assumptions for OLS model
Ref: HGL Ch2.4-2.7.
Please note that these slides use slightly different notation from the
Lecture Note 6: Goodness of Fit, Normality of Errors
and Functional forms.
Intermediate Econometrics II/IID
Nadezhda V. Baryshnikova
School of Economics
University of Adelaide
April 4, 2016
1 / 19
Map
Ref: HGL Chapter 4
Goodness of fit
Normality of errors
Lecture Note 4: Interval Estimation and Hypothesis
Testing Using t-tests.
Intermediate Econometrics II/IID
Nadezhda V. Baryshnikova
Ref: HGL Ch 3
School of Economics
University of Adelaide
March 21, 2016
1 / 14
Interval Estimation
Confidence intervals pro
OLS Estimation
Intermediate Econometrics II/IID
Nadezhda V. Baryshnikova
School of Economics
University of Adelaide
March 8, 2016
1 / 21
Regression Function
Ref: HGL Ch2.1-2.3.
Please note that these slide use slightly different notation from the book!
Ex
Lecture Note 5: Hypothesis Testing Using Confidence
Intervals and p-values.
Intermediate Econometrics II/IID
Nadezhda V. Baryshnikova
Ref: HGL Ch 3
School of Economics
University of Adelaide
April 3, 2016
1 / 11
Hypothesis Tests: Using Confidence Interval