Coursera
Free Online Course (Audit)
English
Paid Certificate Available
4 weeks long, 27 hours worth of material
selfpaced
Syllabus
- Properties of the OLS Approach
- This week we are going to look at the properties of the OLS approach as a basis for the hypothesis testing, focussing on linearity, unbiasedness, efficiency and consistency.
- Hypothesis Testing
- This week we shall be exploring hypothesis testing, looking at the t-test and the F-test, and considering the problems raised by hypothesis testing.
- Diagnostic Testing I
- This week we shall be discussing diagnostic testing as we look at non-linearity, violation of full rank and errors correlated with regressors.
- Diagnostic Testing II
- This week we will continue to look at diagnostic testing as we consider spherical errors, heteroscedasticity, autocorrelation, Stochastic Regressors, and the non-normality of errors.
Taught by
Dr Leone Leonida
