COURSE·ECON2003

Econometrics

Quantitative Methods & Mathematics

23 Chapters

Offered in

EconomicsECON2003coreAll streams
AccountingACCT2004coreAll streams
Finance & Quantitative FinanceFQF2005coreQuantitative Finance

Chapters

Ch 1FREE

Introduction to Econometric Data

11 min

Ch 2FREE

Probability Theory for Econometrics

15 min

Ch 3

Conditional Expectation and Linear Prediction

12 min

Unlock all chapters — plans from $8/mo

See Plans

Ch 4

Estimation and Sampling Distributions

15 min

Ch 5

Fundamentals of Hypothesis Testing

11 min

Ch 6

Simple Linear Regression Model and Estimation

14 min

Ch 7

Simple Linear Regression Inference

12 min

Ch 8

Multiple Linear Regression Specification and Estimation

14 min

Ch 9

Multiple Linear Regression Hypothesis Testing

11 min

Ch 10

Control Variables and Causal Interpretation

16 min

Ch 11

Nonlinear Transformations in Regression

16 min

Ch 12

Interaction Terms and Heterogeneous Effects

12 min

Ch 13

Instrumental Variables Identification

12 min

Ch 14

Instrumental Variables Inference and Diagnostics

14 min

Ch 15

Causal Inference with Observational Data

17 min

Ch 16

Generalized Method of Moments

11 min

Ch 17

Asymptotic Theory and Finite-Sample Properties

10 min

Ch 18

Heteroskedasticity in Regression

13 min

Ch 19

Generalized Least Squares and Autocorrelation

12 min

Ch 20

Introduction to Time Series Analysis

13 min

Ch 21

Nonstationarity and Cointegration

15 min

Ch 22

Multivariate Time Series and Volatility

16 min

Ch 23

High-Dimensional Regression and Factor Models

15 min