Econometrics I (2020)
Lecture 01 - The Classical Linear Regression Model
Lecture 02 - The Gauss-Markov Theorem
Lecture 03 - The Simple Regression Case
Lecture 04 - The Geometry of OLS Estimation
Lecture 05 - Unbiased Estimator of Population Variance and the Coefficient of Determination (R2)
Lecture 06 - Short and Long Regression
Lecture 07 - Hypothesis Testing I
Lecture 08 - Hypothesis Testing II
Lecture 09 - Large Sample Properties
Lecture 10 - Heteroskedasticity and Alternative Estimators
Lecture 13 - Generalized Method of Moments I
Lecture 14 - Generalized Method of Moments II
Lecture 15 - Maximum Likelihood Estimation
These presentations are based on Sergio Firpo's classes and a previous material prepared by Eduardo Cenci, who kindly shared his notes with me.