| This module covers many of the econometric topics from the Econometrics module, but uses a different method of analysis: it covers linear regression analysis, OLS and its properties, violations of the classical assumptions etc. using matrices. In this module, regression models are represented in matrix form, the OLS estimator is derived using matrix differentiation, and so on. Specifically this module involves: revision of matrix algebra; matrix differentiation, Gauss-Markov theorem, statistical distributions, hypothesis testing of linear restrictions, non-spherical errors and restricted least squares estimation.
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