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This book contains revision notes for econometrics at the undergraduate level. This book includes revision notes on: - OLS; - Normality; - Inferential tests (t test and F test); - Modelling and model specification tests; - Multicollinearity, heteroskedasticity and autocorrelation; - The Koyck transformation; - Spurious regression; - Time stationarity and unit root tests; - Cointegration and Cointegration tests; - Error correction models and their estimation; - Panel data and instrumental variables; - Logit and Probit models; - Sample selection bias.
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