Econometric Applications Complete Course Notes

Description

These notes explain all course content from ECMT6002/6702, which I studied in Semester 1 2025. Part 1: Simple regressions, diagnostics and robust inference Part 2: Stochastic Regressors and endogeneity Part 3: Time series models and prediction Part 4: Misspecification and related issues Part 5: Panel data - fixed and random effects models Part 5: Limited Dependent Models