1. | ![]() |
Statistical Properties | Variable definition | ![]() |
2. | ![]() |
Principal component analysis | univariate regression, linear algebra | ![]() |
3. | ![]() |
Principal component analysis 2 | Data Reduction The Algebra of PCA | ![]() |
4. | ![]() |
More on Multiple Regression | Linearity Dummy bariables | ![]() |
5. | ![]() |
Multiple Regression | Joint Test of Several Regression Coefficients GLS, simultaneous models and 2SLS | ![]() |
6. | ![]() |
Value at Risk | Historical Simulation to Calculate the One-Day VaR | ![]() |
7. | ![]() |
Omitted Variables | Properties of Residuals | ![]() |
8. | ![]() |
Examples of covariance matrices | Random effects models in panel data | ![]() |