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Aug 18 # Econometrics

## Regression

Simulation for simple regression, with Excel file

Simple regression - before and after estimation

Summation sign rules: identities for simple regression

What is an OLS estimator - simplified derivation

Derivation of OLS estimators: the do's and don'ts

Unbiasedness of OLS estimators - the do's and don'ts

OLS estimator variance

Gauss-Markov theorem

Coefficient of determination: an inductive introduction to R squared

Testing for structural changes: a topic suitable for AP Stats

Violations of classical assumptions 1

Violations of classical assumptions 2

Multiple regression through the prism of dummy variables

OLS estimator for multiple regression - simplified derivation

Nonparametric estimation for AP Stats

Regressions with stochastic regressors 1

Regressions with stochastic regressors 2

Instrumental variables estimator

Durbin-Wu-Hausman test

### Time series models

What is a stationary process? A sum of two independent stationary processes is also stationary

Nonstationary processes 1

Nonstationary processes 2

Stationary processes 1

Stationary processes 2

Autoregressive processes

Moving average processes

Autoregressive–moving-average (ARMA) models

What is cointegration? Cointegration is similar to linear dependence of vectors

Error correction model

## Using Stata for statistical problems

Introduction to Stata

Running simple regression in Stata

Alternatives to simple regression in Stata

Nonlinear least squares: idea, geometry and implementation in Stata