Economics 421/521 - Econometrics - Winter 2011 - Lecture 1 (HD)

Economics 421/521 - Econometrics - Winter 2011 - Lecture 1 (HD)

[luizfiorentini]

00:00-14:40 - General presentation for the students.
14:40-31:10 - Basics on Regression models (estimation OLS, residuals, best fit model).
31:10-46:10 - BLUE definition and proofs.
46:10-78:00 Gauss Markov theorem- Model assumptions to ensure a BLUE estimator.

[陈梦馨-se]

I'm a Chinese student. It's really great to find these courses on youtube. Though it will take time and effort for me to overcome the language barrier, I think it's worth my effort learning to use circumvention software to bypass Internet censorship. Thank you professor~

[sushantvaidik]

Lecture 01 - Review of regression models, Assumptions required for estimates to be BLUE, Gauss-Markov Theorem
Lecture 02 - Review of hypothesis testing, Heteroskedasticity
Lecture 03 - Heteroskedasticity
Lecture 04 - Heteroskedasticity
Lecture 05 - Heteroskedasticity
Lecture 06 - Heteroskedasticity, Autocorrelation
Lecture 07 - Autocorrelation
Lecture 08 - Autocorrelation
Lecture 09 - Autocorrelation, Answer questions on material for exam
Lecture 10 - Autocorrelation, Stochastic Regressors and Measurement Errors
Lecture 11 - Stochastic Regressors and Measurement Errors
Lecture 12 - Stochastic Regressors and Measurement Errors
Lecture 13 - Simultaneous Equations Estimation
Lecture 14 - Simultaneous Equations Estimation
Lecture 15 - Simultaneous Equations Estimation
Lecture 16 - Simultaneous Equations Estimation, Limited and Qualitative Dependent Variables
Lecture 17 - Limited and Qualitative Dependent Variables
Lecture 18 - Limited and Qualitative Dependent Variables
Lecture 19 - Review for final


References
Economics 421: Econometrics (Winter 2011)
Introduction to Econometrics. Course: Economics 421/521. Instructor: Professor Mark Thoma. This course is a continuation of the econometrics sequence.

[Hegeleze]

"OLS thinks that every one of these observations are equally informative"... that one sentence brought everything together for me. All the assumptions make sense in light of this, thank you.

[Kabutey]

Completed my degree some 15 years ago. This is really bringing me back. The understanding is even getting better.

[MountEverestRecords]

Mark Thoma is amazing, so many topics explained fluidly and with good real-life examples. To have this open access is truly a blessing. Thank you!

[patrickzengue]

Mr Thoma, i would like to command you on your classes. I am a french speaking guy, and yet could understand your whole presentation. Sometimes teachers make the mistake of "mathematising" everything, maybe to show off. You just get straight to the point, for our benefit i might add. Thanks again.

[lyonniuniu]

The cameraman really did a great job, thanks

[simarjeetsingh]

Sir thank you for this course.I was struggling when i read books.But your videos clarify my all doubts.You are the best teacher in my life.

[PaulJohn]

You're an excellent teacher. Thanks for the video. 

[Inaneen]

This course is also BLUE - Best Lectures (Undoubtably!) for Econometrics :)

[lsnu]

He is a gifted teacher. Not evbd can teach such a complex subject

[Priyotamchakma]

I am from Bangladesh, i am impressing with this topics and understanding. Thank you sir.

[BigBosssu]

I have given up TV series after I find out about this series. 

[김경환-pzc]

How he shows what's the problem intuitively and how this problem is reflected by math(such as 1:16:57) is incredible

[aymeegarcialopez-gavilan]

This is an excellent lesson! I wish you were my professor.Thank you for sharing!

[lmMi]

This is really going to make the difference for me this semester. Thank you so much.

[lemt]

Thank you Professor. I haven't known what econometrics is about until I find this videos. Your teaching method is excellent!! All the best to you!!!

[marmedvid]

Thanks from Brazil...You are best teacher of the econometrics.

[baharrezaei]

Great job Prof. Thoma. Thank you very much for sharing.