Advanced & Applied Topics · Econometrics & Panel Data

Advanced econometrics: Introduction and nature of data in structural inference

Public introduction · full guide in Eikos

Introduction

What this guide covers

A rigorous theoretical and mathematical treatise on the principles of econometric specification, empirical data structures, and ordinary least squares estimation.

Overview

Topics covered

  • Introduction
  • Fundamental Econometrics: Nature of Data and Stochastic Inference
  • Epistemology, Methodology and Objectives of Econometrics
  • Stochastic Disturbance: Ontology and Justification of its Inclusion
  • Structures and Nature of Econometric Data
  • The Paradigm of Causality versus Correlation: Ceteris Paribus

Related concepts

Main connections

  • Residual analysis & diagnostics
  • Variance & standard deviation
  • Linear regression
  • Calculus & differentiation
  • Mean & expected value
  • Mathematical expectation & moments

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

Y=f(X1,X2,…,Xk)
View LaTeX sourceY = f(X_1, X_2, \ldots, X_k)