Introduction to Econometrics I · Economics
OLS regression, Restricted least squares, GLS, IV, MLE, panel data
decision theory; asymptotic; convergence in probability
Econometrics methods for first part of PhD sequence.
First 15 chapters of Hansen econometrics textbook. OLS, asymptotics, hypothesis testing, IV, 2SLS, GMM, Extremum estimators, Panel Data.
I learnt a lot of things here and there. Not sure how to use them in real world. I don't know what is the use of what I learnt.
Basic measure theory; Statistical decision theory
Ordinary Least squares, hypothesis testing, penalized regression, bootstrapping, IV, Panel Data, GMM
We’ve covered the basic OLS model, and RLS, GLS, IV, MLE, GMM, and Panel Data used in Econometrics.
It was the first time I was exposed to statistical decision theory (in the first half) and I enjoyed the content. In the second half, we were introduced to topics on sparse high-dimensional regression, subsampling and multiple testing, which were interesting too.
Basic statistic theory, Ordinary Least Square, Constrained Regression, Resampling, Instrument Variable Regression, Generalized Method of Moments, Panel Data Theory