A graduate course in econometrics
74 videos • 1,198,150 views • by Ben Lambert This course provides a graduate level entry course to econometrics, covering the matrix formulation and geometric interpretation of econometrics, GLS estimators and SURE models, LAD estimators, GIV estimators, Generalised Method of Moments estimators, determining causality in regression, some basic asymptotic theory of estimators (although this is covered more thoroughly in the course on, 'The Asymptotic Behaviour of Estimators'), Kalman Filters, VARs, VECMs, advanced time series modelling, Fixed Effects, Random Effects, Unbalanced Panel model estimators, censored regression models and the course will finish by examining Bayesian estimators as a 'new paradigm'.