Comprehensive HD:90 ECMT2150 Notes

Description

Detailed set of ECMT2150 notes. Useful for understanding statistical concepts used in assignments. Also fully elaborates upon major concepts tested in ECMT2150 that can be difficult to understand ( IV testing, Heteroskedasticity, Panel Data Analysis, etc.) Topics covered: - SLR Assumptions - MLR Assumptions - Deriving OLS Estimator - Probability - Sampling - Hypothesis Testing (T-stat, P Value, CI, F-test) - Asymptotic Properties - Dummy Variables - Heteroskedasticity - GLS & Endogeneity - Limited Dependent Variable Model - Proxy Variables & IV - 2SLS and Panel Data Analysis