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Lecture 2: Multiple Linear Regression Model
Source: Lecture Notes of Prof. Marcia Schafgans, London School of Economics
Classical Linear Regression Model
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Multiple Linear Regression Model - Econometrics - Lecture Notes, Study notes of Econometrics and Mathematical Economics
Matrix Algebra, Statistical Review, Multiple Linear Regression Model, Non-Spherical Disturbances, Maximum Likelihood Estimation, Endogeneity: Instrumental Variables, Limited Dependent Variable Models, Panel Data Models, Time Series Models are main topics of this course. This lecture includes: Multiple Linear Regression Model, Assumptions, Minimum Distance Estimator, Ordinary Least Squares, Maximum Likelihood, Algebric Aspects, Finite Sample Properties, Best Linear Unbiased Estimator, Hypothesis
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2013/2014
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