Explores KKT conditions in convex optimization, covering dual problems, logarithmic constraints, least squares, matrix functions, and suboptimality of covering ellipsoids.
Explores heteroskedasticity in econometrics, discussing its impact on standard errors, alternative estimators, testing methods, and implications for hypothesis testing.
Covers the basics of linear regression, OLS method, predicted values, residuals, matrix notation, goodness-of-fit, hypothesis testing, and confidence intervals.
Covers the basics of linear regression, including OLS, heteroskedasticity, autocorrelation, instrumental variables, Maximum Likelihood Estimation, time series analysis, and practical advice.