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Adv. Econometrics - Coggle Diagram
Adv. Econometrics
OLS assumptions
OLS 1: population orthogonality condition
Linear projections
Iteration properties of linear projections
Partial effects
APEs
OLS 2: no perfect colinearity
Beta determination
Moments method
Analogy principle
Minimization of the RSS
Unbiased estimator
Estimator variance
OLS 3: homoskedasticity assumption
Asymptotic theory
Consistent estimator
Slutzky theorem
Test statistics
Wald Statistics
Asymptotic theory of OLS
Asymptotic inference OLS
Consistent estimator OLS
Asymptotic normality OLS
Heteroskedasticity robust inference
Linear model in parameters
Endogeneity
Omitted variables
Measurement error
Simultaneity