Explores heteroskedasticity in econometrics, discussing its impact on standard errors, alternative estimators, testing methods, and implications for hypothesis testing.
Explores Bayesian techniques for extreme value problems, including Markov Chain Monte Carlo and Bayesian inference, emphasizing the importance of prior information and the use of graphs.
Explores heteroskedasticity and autocorrelation in econometrics, covering implications, applications, testing methods, and hypothesis testing consequences.
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.