with binary variables
Linear Combination of parameters and
forecast variance (10/4) and the gretl
code. gretl code from 10/10/17.
- Regression 1
- Digression on probability
functions in Stata and gretl. gretl script for computing probabilities.
- Estimator Properties (9/18)
- Sampling variation,
Monte Carlo, Nonlinear models (9/20)
log-linear model and growth
Multiple RegressionPolynomials and Interactions (10/25)Chapter 5 POE 4th edition scripts
Week 11 notes Oct 31 and Nov 2, 2017 (HCCME)Joint tests vs individual t-tests and some (incoherent) notes on Wald tests from 11/5/15. Use the latter at your own risk.Restricted Least SquaresMore model specification issuesIndicator VariablesExperiments and Quasi-experimentsHeteroskedasticityInstrumental VariablesUsing a Proxy