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21ecc038 - applied econometrics

This class was created by Brainscape user Dylan Ottey. Visit their profile to learn more about the creator.

By: Dylan Ottey
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Decks in this class (14)

L1 - Introduction to Time Series
What are the different structures...,
What is the nature of time series...,
What are the steps and aims of ec...
5  cards
L2 - Stationary Processes
What is a stochastic process,
What are the properties of stocha...,
What is the expected value and va...
42  cards
L3 - Non-stationary Processes
What do we can an ar 1 process where,
Examples of how differencing can ...,
What is the definition we a relyi...
25  cards
L4 - Co-integration and ECM
What is a spurious regression,
What is one rudimentary way we ca...,
What is cointegration
20  cards
L5 - VARs and VECMS
What is a var,
What will the reduced form var er...,
How does the system behave when s...
23  cards
L6 - (PL) Binary Choice Models
What are we looking at with simpl...,
What is the equation for a linear...,
Assumptions about the residuals i...
14  cards
L6 - Binary Choice Models
What is the linear equation for a...,
What does the binary choice model...,
How is the relationship between t...
12  cards
L7 - (PL) Multinomial and Ordered Choice Models
What is the likelihood estimation...,
Why has mle become so popular as ...,
How can we represent the mle proc...
12  cards
L8 - Multinomial Choice Models
What is different about multinomi...,
What data do we use in multinomia...,
What is the distribution of the e...
17  cards
L9 - Ordered Choice Models
How do we traslate latent utility...,
What does the underlying probabil...,
What normalisations do i need to ...
15  cards
L10 - (PL) Introduction to Panel Data Models
What types of data do we come acr...,
What are the different types of p...,
Benefits of using panel data
5  cards
L11 - (PL) Endogeneity and IV Estimator
What does a basic linear regressi...,
Difference between exogenous and ...,
Sources od endogeneity
12  cards
L12 - Panel Data Econometrics
How do we represent panel data mo...,
What are the linear unobserved ef...,
What are the different types of p...
15  cards
L13 - Dynamic Panel Data Models
What are dynamic panel models,
Why is the choice between fixed a...,
How do we go about finding the fi...
11  cards

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21ecc038 - applied econometrics

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