Abstract: Assumptions play a pivotal role in the selection and efficacy of statistical models, as unmet assumptions can lead to flawed conclusions and impact decision-making. In both traditional ...

Linear regression remains a cornerstone of statistical analysis, offering a framework for modelling relationships between a dependent variable and one or more independent predictors. Over the past ...

Students should have completed an undergraduate level course in econometrics and statistical theory. Linear algebra and multivariate calculus will be used frequently. The first part [Inference, ...

Description: An introduction to the modern techniques of econometrics and their applications. Topics include: the classical linear regression model (specification, estimation, inference, and ...

This is a preview. Log in through your library . Abstract In many applications of instrumental-variables regression, researchers seek to defend the plausibility of a ...

This paper proposes a new approach to modeling heteroskedasticity which enables the modeler to utilize information conveyed by data plots in making informed decisions on the form and structure of ...

Description: Emphasis is on using advanced econometric techniques. The course covers use of computer software and interpretation and reporting of econometric results. The first part of the course ...