Modern Econometric Theory 235411-D
Laboratorium (LAB) Semestr letni 2021/22

Conditional Expectation and Projection

The algebra of least squares

Introduction to programming in Matlab (or in Octave)

Least squares regression

Asymptotic theory for least squares

Restricted estimation - methods and properties

Hypothesis testing

Practicing statistical tests

Monte Carlo, bootstrap, and jackknife methods

Practicing simulation methods

Endogeneity, generalized method of moments, instrumental variable method

Nonparametric regression, series estimation

Practicing nonparametric regression

Maximum likelihood and empirical likelihood methods

Practicing estimation methods