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)
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
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
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, 2
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
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,
Applied Econometrics III / IIID Computer
Lecture 3
Nadezhda V. Baryshnikova
April 25, 2007
Contents
1 Instrumental Variable Regression and Two Stage Least Squares
1.1 Single Endogenous Regressor . . .