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, ...

Disturbances in the classical linear regression model that do not have constant variances are said to be heteroscedastic. A vector of standardized residuals is defined whose distribution depends only ...

For testing general linear hypotheses in multiple regression models, it is shown that non-stochastically shrunken ridge estimators yield the same central F-ratios and t-statistics as does the least ...

In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...

This course is available on the MRes/PhD in Economics and MRes/PhD in Management (Marketing). This course is not available as an outside option. Students should have completed an undergraduate level ...