Hong Kong Baptist University
Department of Economics
ECON2170 Applied Econometrics
2nd Semester 2007/2008
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Lecture PowerPoint Overheads |
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| Lecture overhead #01 | Introduction: An overview of regression analysis |
| Review of Basic Statistics and Mathematical Tools | |
| Greek notations | |
| Lecture overhead #02 | OLS: Regression Analysis |
| Derive the estimators of 3-variable regression | |
| Lecture overhead #03 | Properties of OLS Estimators |
| Proof Steps to the properties of estimators | |
| Lecture overhead #04 | Hypothesis Test 1: t-test, F-test |
| Steps to calculate the determinant and Cramer's Rule | |
| Lecture overhead #05 | Hypothesis Test 2: Specification-test (Relevant and irrelevant variables), restriction-test, and Chow test |
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Critical Values |
t-statistics Table F-statistics Table: 1%, 5%, 10% |
| Lecture overhead #06 | Different functional forms and scale Measures |
| Examples of Formal Report of Regression | |
| Lecture overhead #07 | Dummy Independent Variables and Its Applications |
| Lecture overhead #08 | Multicollinearity |
| Lecture overhead #09 | Autocorrelation |
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Critical values |
Durbin-Watson "d" statistics |
| Heteroscedasticity | |