This week we are going to look at the properties of the OLS approach as a basis for the hypothesis testing, focussing on linearity, unbiasedness, efficiency and consistency.
Hypothesis Testing
This week we shall be exploring hypothesis testing, looking at the t-test and the F-test, and considering the problems raised by hypothesis testing.
Diagnostic Testing I
This week we shall be discussing diagnostic testing as we look at non-linearity, violation of full rank and errors correlated with regressors.
Diagnostic Testing II
This week we will continue to look at diagnostic testing as we consider spherical errors, heteroscedasticity, autocorrelation, Stochastic Regressors, and the non-normality of errors.