In this program
- Classical linear regression assumptions (Gauss–Markov)
- Heteroskedasticity: detection
- Robust SEs
- Autocorrelation in time series regressions
- Instrumental variables (introduction)
- Simultaneous equations models (overview)
Linear econometric models
Classical linear regression assumptions (Gauss–Markov)
Econometrics · Standard syllabus
Topic
Classical linear regression assumptions (Gauss–Markov)
Undergraduate Econometrics — outline derived from course README sections and typical US statistics syllabi (OpenIntro / standard OER where applicable).