Econometrics: OLS Assumptions and Endogeneity
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OLS mechanics, the classical assumptions, endogeneity and careful interpretation of estimated coefficients
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Quizzes
Write econometrics quiz items. Four options, one best answer, most items built on a short regression scenario with named variables and units. Stem families: (1) interpreting a coefficient in a stated functional form, including log-level, level-log, log-log, quadratic and interaction terms, with options differing in units and in whether other regressors are held fixed; (2) which classical assumption a described…
Tests
Build an econometrics exam out of 100 points with this blueprint: 20 points OLS mechanics, deriving the slope estimator for simple regression, computing fitted values, residuals and R squared from small given data, and showing that residuals are orthogonal to regressors; 25 points assumptions and consequences, taking each of linearity, random sampling, no perfect collinearity, zero conditional mean, homoskedasticity…
Flashcards
Make econometrics flashcards. One item per card, backs under fifty words. Families: (1) assumption cards, front naming an assumption in the classical linear model, back stating it formally in words, what it buys you, and what fails without it, separating bias from inference; (2) interpretation template cards, front giving a functional form such as a log dependent variable with a level regressor, back giving the…
