94HD Comprehensive Summary Notes for ETC2410

Description

These notes for ETC2410 condense the essence of each topic, helping you identify the important examinable information. This is why the notes are few pages, and hold dense information. Key for the notes - Equations are highlighted in green - Key terms are in red text - Other important words / concepts are in purple text Topics included in the notes: 1. Introduction to Econometrics 2. Statistics Refresher 3. Linear regression 4. Hypothesis testing 5. Dummy variables 6. Functional form 7. Sample properties of the OLS estimator 8. Heteroskedasticity 9. Serial Correlation 10. Modelling dynamics 11. Large sample properties of the OLS estimator