An undergraduate course in econometrics
|Click here for course practice problems|
This page provides information regarding the undergraduate course in econometrics which I am offering over youtube. I also provide practice problems (with fully worked answers) which allow the student to test their knowledge on both practical and theoretical aspects of econometrics.
This course assumes no prior knowledge of econometrics, and a minimum of knowledge of statistics (although where I use statistical concepts I shall attempt to introduce them). The only prerequisites for this course are some high school mathematics, although I shall attempt to keep this course as 'unmathematical' as possible by introducing concepts by means of examples. The topics covered in this course are:
- What is econometrics?
- Properties of estimators: biasedness, consistency, efficiency, linearity
- Ordinary Least Squares estimators
- The Gauss-Markov assumptions
- Testing for validity of the Gauss-Markov assumptions
- Hypothesis testing
- Regression interpretation
- Weighted Least Squares
- IV estimation
- Maximum Likelihood Estimators
- Time series models
- Stationarity of time series
- Autoregressive & moving average processes
- Panel models
Here is a selection of a few of the lectures from, 'A full course in econometrics-undergraduate level', which contains a list of videos in the order I intend them to be viewed.
This is the first video in the series which provides an introduction to the subject of econometrics.
This is a video I added titled, 'What is econometrics?' It seeks to provide a small insight into what the subject of econometrics is, and how it is a useful subject!
This video provides an introduction to the concept of heteroskedasticity.