Covers the detection and correction of parameter errors in power grids, focusing on statistical properties, error identification, computational efficiency, sensitivity analysis, and robust state estimation.
Covers the basics of linear regression, including OLS, heteroskedasticity, autocorrelation, instrumental variables, Maximum Likelihood Estimation, time series analysis, and practical advice.
Introduces the FIN-403 Econometrics course, emphasizing practical application of standard econometric models like Ordinary Least Squares (OLS) in economic and financial contexts.
Delves into measuring learning effects in digital education and analytics, covering research questions, variables, experimental design, and bias solutions.
Explores heteroskedasticity in econometrics, discussing its impact on standard errors, alternative estimators, testing methods, and implications for hypothesis testing.
