Covers the basics of linear regression, OLS method, predicted values, residuals, matrix notation, goodness-of-fit, hypothesis testing, and confidence intervals.
Explores heteroskedasticity in econometrics, discussing its impact on standard errors, alternative estimators, testing methods, and implications for hypothesis testing.
Explores heteroskedasticity and autocorrelation in econometrics, covering implications, applications, testing methods, and hypothesis testing consequences.
Explores the stochastic properties and modelling of time series, covering autocovariance, stationarity, spectral density, estimation, forecasting, ARCH models, and multivariate modelling.
Explores mapping non-linear data to higher dimensions using SVM and covers polynomial feature expansion, regularization, noise implications, and curve-fitting methods.
