Understanding Econometrics

Probability Statistics Linear Regression Advanced Econometrics [beta] Mathematical Methods [beta] Economics [beta] Random Slide About the Author

Linear Regression

Linear Regression Basics
Gauss-Markov For Simple Linear Regression
Other SLR Theorems
Multiple Linear Regression
Dummy Variables
Functional Form
Interpreting Coefficient Estimates
$R^2$ and Model Fit
Estimating Variance and Standard Errors [beta]
The $t$-test
The $F$-test [beta]

Other SLR Theorems

Strengthening SLR4: Independence of $X$ and $U$
SLR6: Normal Errors
OLS is Conditionally Normal
OLS is the MVUE
Weakening SLR3, SLR4, SLR4 – Moment Conditions
OLS is Consistent
Asymptotic Distribution of OLS

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