Davidson and MacKinnon Chapter 7—Generalized Least Squares and Related Topics

The seventh chapter of Econometric Theory and Methods

11 min read   ·   October 23, 2022

2022   ·   note   econometics  

Davidson and MacKinnon Chapter 6—Confidence Intervals

The sixth chapter of Econometric Theory and Methods

8 min read   ·   October 23, 2022

2022   ·   note   econometics  

Davidson and MacKinnon Chapter 4—Hypothesis Testing in Linear Regression Model

The fourth chapter of Econometric Theory and Methods

9 min read   ·   October 23, 2022

2022   ·   note   econometics  

Davidson and MacKinnon Chapter 3—The Statistical Properties of Ordinary Least Squares

The third chapter of Econometric Theory and Methods

3 min read   ·   October 23, 2022

2022   ·   note   econometics  

Davidson and MacKinnon Chapter 2—The Geometry of Linear Regression

The second chapter of Econometric Theory and Methods

9 min read   ·   October 23, 2022

2022   ·   note   econometics  

Davidson and MacKinnon Chapter 1—Regression Models

The first chapter of Econometric Theory and Methods

3 min read   ·   October 21, 2022

2022   ·   note   econometics  

Petersen (2009)

Estimating Standard Errors in Finance Panel Data Sets Comparing Approaches

1 min read   ·   October 15, 2022

2022   ·   paper   econometrics     ·   posts  

Stata-LaTeX Integration

Stata and LaTeX integration

1 min read   ·   October 10, 2022

2022   ·   tutorial   software   stata   latex     ·   posts  

3c Dummy Data

1 min read   ·   January 3, 2020

2020