# User:He!ko/Collections/Econometric Theory

## Econometric TheoryEdit

- Econometric Theory
- Contents
- Introduction
- Methodology of Econometrics
- Types of Econometrics
- Statistical Packages
- Important Terms and Concepts of Regression Analysis
- What is Regression%3F
- Regression versus Causation and Correlation
- Terminology and Notation
- Data
- Statistical Concepts
- Sample Points, Sample Space and Events
- Probability Density Function (PDF)
- Statistical Inference
- Matrix Algebra
- Definitions
- Classical Normal Linear Regression Model (CNLRM)
- Assumptions of Classical Linear Regression Model
- Properties of OLS Estimators
- Proofs of properties of %CE%B21
- Ordinary Least Squares (OLS)
- Normal Equations Proof
- Multiple Regression Analysis
- Ordinary Least Squares (OLS)
- Inference
- Dummy Variables
- Multicollinearity
- Heteroskedasticity
- Serial Correlation
- Introduction
- SLR