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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

Heteroskedasticity: detection

Econometrics · Standard syllabus

Topic

Heteroskedasticity: detection

Practice by unit: Linear econometric models

Undergraduate Econometrics — outline derived from course README sections and typical US statistics syllabi (OpenIntro / standard OER where applicable).

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