- Review of calculus
- Importing data in EasyReg International
- The two-variable linear regression model
- Multivariate linear regression
- Specification of econometric models
- The Logit model: estimation, testing and interpretation
- Comparison of the Probit and Logit distributions
- Modeling fractions
- Forecasting

- The classical linear regression model
- Multicollinearity
- Tests of normality of regression errors
- Method of moments
- The uniform weak law of large numbers and the consistency of M-estimators

- The Wold decomposition
- ARMA models
- Information criteria and model selection
- Forecasting
- Vector time series and innovation response analysis
- Unit roots
- Spurious regression
- Cointegration
- Weak convergence to the matrix stochastic integral
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*BdB'*in the Gaussian case, with application to likelihood-based cointegration analysis

- Introduction to Hilbert spaces
- Hilbert space theory and its applications to semi-nonparametric modeling and inference
- Semi-nonparametric identification of the right censored mixed proportional hazard model

- The integrated conditional moment test (Seminar slides)
- Review of the integrated conditional moment test and its implementation in EasyReg International

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