Econometrics
76 videos • 7,560 views • by Yasser Khan..
1
Econometrics | Introduction To Econometrics | Meaning Of Econometrics | Definition Of Econometrics
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2
Types Of Data In Econometrics
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3
Types Of Econometrics
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Importance Of Error Term
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Methodology Of Econometrics
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6
Ordinary Least Square (OLS) - An Introduction
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Assumptions of Ordinary Least Square Method (OLS)
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8
Ordinary Least Square (OLS) - Estimation
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Ordinary Least Square (OLS)
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10
Ordinary Least Square
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11
Gauss Markov Theorem (BLUE Properties) - An Introduction
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12
Gauss Markov Theorem - Linearity Property
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Gauss Markov Theorem - Unbiased Property
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Gauss Markov Theorem - Efficiency Property (Minimum Variance)
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15
Multiple Regression
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16
Standard Error Of Estimates For Multiple Regression
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Coefficient Of Multiple Determination (R-square)
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R-square
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Adjusted R-square
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20
R-square And Adjusted R-square Numerical
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21
Ordinary Least Square (OLS) - 3 Variable
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22
Properties Of Multiple Regression (3 Variable Case)
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23
Maximum Likelihood Estimation (MLE) - Introduction
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MLE Vs OLS
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Assumptions Of MLE
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Derivation Of MLE
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27
Multi-collinearity - Meaning
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Multi-collinearity - Causes Or Reasons
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Multi-collinearity - Consequences
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Methods To Prevent Multi-collinearity
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31
Tests For Detecting Multi-collinearity
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32
Hetroscedasticity
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Consequences Of Hetroscedasticity
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Causes Of Hetroscedasticity
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Tests For Hetroscedasticity Or Detecting Hetroscedasticity
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36
Methods To Remove Hetroscedasticity
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37
Autocorrelation
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Causes Of Autocorrelation
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Consequences Of Autocorrelation
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40
Tests For Detection Of Autocorrelation
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41
Specification Bias
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42
Under Fitting - Specification Bias
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Over Fitting - Specification Bias
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44
Under Fitting Vs Over Fitting
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45
Using Wrong Functional Form - Specification Bias
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46
Incorrect Specification Of Error Term - Specification Bias
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47
Detection Of Specification Bias
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48
Errors Of Measurement (EOM)
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49
Remedies To Overcome Errors Of Measurement
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50
Model Selection Criteria
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51
Nested And Non-nested Models
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Tests Of Nested And Non-nested Models
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53
Simultaneous Equation Model (SEM)
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Consequences Of Simultaneous Equation Model (SEM)
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Reduce Form Model
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Panel Data
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57
Simultaneous Equation Model (SEM)
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58
Problem Of Identification
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59
Indirect Least Square (ILS)
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60
Second Stage Least Square (2SLS)
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ILS And 2SLS (Just Identified Equation)
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Properties Of 2SLS
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ILS Vs 2SLS
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Three Stage Least Square (3SLS)
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65
Instrumental Variable Method
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66
Dummy Variables
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67
Qualitative Response Models (QRM)
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68
Linear Probability Model (LPM)
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69
Logit Model
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70
Probit Model
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71
Distributed Lag Model
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72
Autoregressive Model
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73
Koyck Approach To Distributed Lag Models
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Stock Adjustment Model Or Partial Adjustment Model
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75
Rationalization Of Koyck Model - Adaptive Expectations Model
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76
Almon Approach To Distributed Lag Model
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