1. |
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Statistical Properties |
Variable definition |
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2. |
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Principal component analysis |
univariate regression, linear algebra |
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3. |
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Principal component analysis 2 |
Data Reduction
The Algebra of PCA |
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4. |
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More on Multiple Regression |
Linearity
Dummy bariables |
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5. |
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Multiple Regression |
Joint Test of Several Regression Coefficients
GLS, simultaneous models and 2SLS |
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6. |
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Value at Risk |
Historical Simulation to Calculate the One-Day VaR |
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7. |
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Omitted Variables |
Properties of Residuals |
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8. |
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Examples of covariance matrices |
Random effects models in panel data |
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