Properties of the OLS Estimator

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Destrezas que aprenderás

Calculate and perform the t-test, Calculate and perform the various diagnostic test, Calculate and perform the F-test, Prove the concept of unbiasedness, Prove the concept of of efficiency

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Properties of the OLS Approach

This week we are going to look at the properties of the OLS approach as a basis for the hypothesis testing, focussing on linearity, unbiasedness, efficiency and consistency.

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    Dr Leone Leonida

    Reader in Economics and Finance

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