ECON301 - ECONOMETRICS I
Bilkent University, Department of Economics
Review of statistics, simple linear regression and multiple linear regression, violations to Gauss-Markov assumptions: random sampling, multicollinearity, heteroskedasticity, serial correlation, endogeneity, simultaneous equation models, time series: ARMA models and VAR models, panel data estimation, maximum likelihood estimation, limited dependent variables: binary choice models.
Additional resources:
- Ozan Eruygur’s METU ECON 301 Lecture Notes
- October 8, Excel file for "OLS in Matrix Form"
- Problem Set 1 for MT1
- F and t tables
- Problem Set 2 for MT1
- Cleaned METU Handouts for MT1
