This class was created by Brainscape user Dante Calcagno.

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Decks in this class (12)

Deck 1 - Foundations n Data
What is cross sectional data 1,
What is time series data 2,
What is pooled cross section 3
10  cards
Deck 2 - Probability and Stats Refresher
Definition of expected value 1,
Two key ev rules 2,
Variance of linear transform 3
9  cards
Deck 3 - OLS Basics and Fit
Ols choice principle 1,
Decompose variation 2,
R squared variation 3
7  cards
Deck 4 - Inference (t, F, CIs)
T statistic for j 1,
95 confidence interval for j 2,
Decision rule with p value 3
7  cards
Deck 5 - Dummies and Functional Forms
How many dummies for a two catego...,
Interpreting a dummy in levels 2,
Log level model log y on x 3
8  cards
Deck 6 - Model Selection and Info Criteria
Why adjusted r 2 over r 2 1,
Aic bic selection rule 2,
When to add a quadratic term 3
4  cards
Deck 7 - OLS Assumptions and BLUE
A1 linearity 1,
A2 no perfect multicollinearity 2,
A3 zero conditional mean 3
7  cards
Deck 8 - Heteroskedacity
What is heteroskedasticity 1,
Does hetero bias 2,
Breusch pagan test idea 3
7  cards
Deck 9 - Serial Correlation (Time-Series Errors)
What is serial correlation 1,
Why is it common in ts 2,
Visual detection tools 3
6  cards
Deck 10 - Time-series Models and Dynamics
Static vs dynamic model 1,
Deterministic trend handling 2,
Seasonality handling 3
8  cards
Deck 11 - Large-Sample Properties
Consistency definition 1,
Asymptotic normality 2,
When to rely on hac ses 3
4  cards
econometric unit revision total
What are explanatory variables in...,
What is the dependent variable al...,
What does the coefficient in a re...
67  cards

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ETC2410

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