Covers the basics of linear regression, including OLS, heteroskedasticity, autocorrelation, instrumental variables, Maximum Likelihood Estimation, time series analysis, and practical advice.
Covers Principal Component Analysis for dimensionality reduction, exploring its applications, limitations, and importance of choosing the right components.
Introduces linear regression, covering line fitting, training, gradients, and multivariate functions, with practical examples like face completion and age prediction.
Covers regression analysis for disentangling data using linear regression modeling, transformations, interpretations of coefficients, and generalized linear models.
Explores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.
Explores linear regression with and without covariates, covering models captured by independent distributions and tools like subspaces and orthogonal projections.
Introduces simple linear regression, properties of residuals, variance decomposition, and the coefficient of determination in the context of Okun's law.
