STUDY MATERIALS

T-stat looks too good
Try robust standard errors –
Significance gone.
Keisuke Hirano

A bit self-intro

• Fin Yang
  Tutor, ACIC
  Research assistant, Monash University
  
• Email: Fin.yang@monash.edu

Semester 2 2018

ETC2410 Introduction to Econometrics

• Simple linear regression OLS estimator derivation
• 2D and 3D graphic demonstration for OLS
  • Graph for fitting a plane in a multiple linear model-thanks to Dan
• Slides
  
• Sampling distribution
  
• Practice Question

ETC2520 Probability and Statistical Inference for Economics and Business

• Slides
• Poisson Process 29/9/18
• WLLN and CLT

Semester 1 2018

ETC2410 Introduction to Econometrics

• Simple linear regression OLS estimator derivation
• 2D and 3D graphic demonstration for OLS
  • Graph for fitting a plane in a multiple linear model
    
• Slides
  
• Sampling distribution
  
• Practice Question

ETC3460 Financial Econometrics

• Slides

Semester 2 2017

ETC2410 Introduction to Econometrics

• ETC2410 Unit outline
• Simple linear regression OLS estimator derivation
• 2D and 3D graphic demonstration for OLS
  • Graph for fitting a plane in a multiple linear model
• Slides
• sem 1 & 2 2016 exam topics summary

Useful links

• Univariate Distribution Relationships
• Gallery of distributions
• Professor Hirano’s Haiku