Introduction
What this guide covers
Mathematical foundations, logical consequences and rigorous statistical contrasts in the face of the violation of the classical Gauss-Markov hypotheses.
Overview
Topics covered
- Introduction
- Econometrics: Specification Errors and Multicollinearity
- The Classical Linear Model and the Philosophy of Diagnosis
- Gauss-Markov Assumptions in Matrix Structure
- Consequences of Non-Compliance
- Omission of Relevant Variables and Specification Bias
Related concepts
Main connections
Compatible notation
Mathematical sample in LaTeX
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\mathbf{y} = \mathbf{X}\boldsymbol{\beta} + \boldsymbol{\varepsilon}