Econometrics - Study guide

1. Introduction to econometrics
   1. Definition and scope of econometrics
   2. Types and sources of economic data
   3. Basic concepts and notation of econometrics
   4. Causality and identification in econometrics
2. Simple linear regression
   1. The simple linear regression model and assumptions
   2. The ordinary least squares (OLS) estimator and properties
   3. Hypothesis testing and confidence intervals
   4. Goodness-of-fit and R-squared
   5. Prediction and extrapolation
3. Multiple linear regression
   1. The multiple linear regression model and assumptions
   2. The OLS estimator and properties in multiple regression
   3. Hypothesis testing and confidence intervals in multiple regression
   4. Functional forms and nonlinear relationships
   5. Dummy variables and interaction effects
4. Heteroskedasticity and autocorrelation
   1. Definition and consequences of heteroskedasticity
   2. Detection and correction of heteroskedasticity
   3. Weighted least squares and generalized least squares
   4. Definition and consequences of autocorrelation
   5. Detection and correction of autocorrelation
5. Endogeneity and instrumental variables
   1. Definition and sources of endogeneity
   2. Consequences of endogeneity for OLS estimation
   3. Instrumental variables method and assumptions
   4. Two-stage least squares estimator and properties
   5. Weak instruments and overidentification tests
6. Panel data models
   1. Definition and advantages of panel data
   2. Fixed effects model and estimation
   3. Random effects model and estimation
   4. Hausman test for model selection
   5. Dynamic panel data models
7. Time series models
   1. Definition and characteristics of time series data
   2. Stationarity and unit root tests
   3. Autoregressive and moving average models
   4. Autoregressive integrated moving average models
   5. Cointegration and error correction models