Useful Links
1. Introduction to Econometrics
2. Review of Probability and Statistics
3. The Simple Linear Regression Model
4. The Multiple Linear Regression Model
5. Model Specification and Functional Forms
6. Qualitative Information and Dummy Variables
7. Violations of Classical Assumptions
8. Endogeneity and Instrumental Variables
9. Model Selection and Specification Testing
10. Limited Dependent Variable Models
11. Time Series Econometrics
12. Panel Data Econometrics
13. Causal Inference and Program Evaluation
14. Advanced Econometric Topics
15. Computational Econometrics
  1. Economics
  2. Foundational Economics

Econometrics

1. Introduction to Econometrics
2. Review of Probability and Statistics
3. The Simple Linear Regression Model
4. The Multiple Linear Regression Model
5. Model Specification and Functional Forms
6. Qualitative Information and Dummy Variables
7. Violations of Classical Assumptions
8. Endogeneity and Instrumental Variables
9. Model Selection and Specification Testing
10. Limited Dependent Variable Models
11. Time Series Econometrics
12. Panel Data Econometrics
13. Causal Inference and Program Evaluation
14. Advanced Econometric Topics
15. Computational Econometrics
  1. Advanced Econometric Topics
    1. Nonparametric and Semiparametric Methods
      1. Kernel Regression
        1. Local Polynomial Regression
          1. Partially Linear Models
            1. Single Index Models
            2. Quantile Regression
              1. Motivation and Interpretation
                1. Estimation Methods
                  1. Inference and Testing
                  2. Spatial Econometrics
                    1. Spatial Dependence
                      1. Spatial Lag Models
                        1. Spatial Error Models
                          1. Estimation Methods
                          2. Treatment of Measurement Error
                            1. Classical Measurement Error
                              1. Consequences for OLS
                                1. Instrumental Variables Solutions
                                  1. Multiple Indicator Models
                                  2. Bootstrap Methods
                                    1. Bootstrap Principle
                                      1. Parametric vs. Nonparametric Bootstrap
                                        1. Bootstrap Confidence Intervals
                                          1. Bootstrap Hypothesis Tests
                                          2. Bayesian Econometrics
                                            1. Bayesian vs. Frequentist Approaches
                                              1. Prior and Posterior Distributions
                                                1. Markov Chain Monte Carlo Methods
                                                  1. Model Selection and Averaging

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                                                15. Computational Econometrics

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