Econometrics I

Contents

• Multiple linear regression model: Estimation, inference and asymptotics
• Interpretation, goodness of fit, and prediction
• Binary, respectively dummy variables
• Heteroskedasticity (GLS estimator and related topics)
• Time Series Analysis
• Panel-Data (in brief)
• Misspecification and data problems (functional form misspecification, measurement error, etc.)
• IV-Methods (including simultaneous equation models)
• Binary response and latent variable models (Logit, Probit and Tobit)