Advanced & Applied Topics · Econometrics & Panel Data

Advanced Econometrics · Asymptotic Theory and Endogeneity

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Introduction Advanced Theoretical Econometrics Analysis of Large Samples

Overview

Topics covered

  • Introduction
  • Asymptotic Theory for Linear Regression and Endogeneity
  • Finite Sample Limits and Asymptotic Motivation
  • Convergence of Random Variables and Vectors
  • The Delta Method (Multivarian)
  • Laws of Large Numbers and Central Limit Theorems

Related concepts

Main connections

  • Calculus & differentiation
  • Linear algebra & matrices
  • Residual analysis & diagnostics
  • Variance & standard deviation
  • Hypothesis testing
  • Linear regression

Compatible notation

Mathematical sample in LaTeX

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

ϵ∣𝐗∼𝒩(𝟎,σ2𝐈n)
View LaTeX source\boldsymbol{\epsilon} \mid \mathbf{X} \sim \mathcal{N}\left(\mathbf{0}, \sigma^2 \mathbf{I}_n\right)