Top YouTube Channels to Learn Econometrics & Economics

Subhashish Bhadra Subhashish Bhadra uploaded, added to Econometrics Lectures

https://www.youtube.com/channel/UCBEChcZ30LzgHaRCc6watYA
Autocorrelation and Heteroscedasticity

by ignousoss
6 years ago
23,608 views
Autocorrelation and Heteroscedasticity.

Learnit.com
learnittcom's channel

https://www.youtube.com/watch?v=W7cahYbHrpc&list=PL3EB6330BD7BB8147
https://www.youtube.com/results?
&search_query=Properties+of+Gauss+markove+theorem
https://www.youtube.com/watch?v=W7cahYbHrpc&list=PL3EB6330BD7BB8147
https://www.youtube.com/watch?v=fGsu0OzLUDk
Eviews https://www.youtube.com/watch?
v=IHv4Oaa1d1o&list=PLSmDYXCpxDHrMKjGt0VmpcFf_V37D_d0U
Phd london
https://www.youtube.com/watch?v=d9E8BKsocis&list=PLE1C9904FCBAC8FEA

Eviews Train
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https://www.youtube.com/results?&search_query=jaque+bera+eviews
Test of normality
https://www.youtube.com/watch?v=TyjYI7yjFZI
https://www.youtube.com/watch?v=TyjYI7yjFZI

https://www.udemy.com/econometrics/

Introduction to Econometrics Theory

Introductory university level econometrics course. Ideal for university students wanting more intuition.

4 reviews

117 students enrolled

Hey!.
This Introduction to Econometrics theory course will teach you the fundamentals of the subject and in particular will
give you an intuitive framework on which to build on. Oftentimes Econometrics can feel overwhelmingly complicated.
This course will give you, in less than four hours/an afternoon, a strong grasp of the basic concepts so that you have
a solid foundation to prepare for your specific University or College's Econometrics exam.
COURSE TOPICS COVERED
*Simple and Multiple Linear Regression.
*Gauss Markov assumptions and theory.
*Finite Sample Properties of Ordinary Least Squares (OLS) Method (including proof of unbiasedness).
*Hypothesis Testing (including Normal, t, F and Chi-squared tests).
*Variable Misspecification (excluding a relevant variable, including an irrelevant variable).
*Homoskedasticity and Heteroskedasticity.
REVIEWS
"Much clearer than my Uni's lectures!" - Unsuya Karsan
"It was really useful, very well explained and interesting. I recommend it" - Marius Meza
"Excellent explanation! I'm taking an "Introduction to Econometrics" course as an undergraduate and most of the time
the instructor is long on mathematics and short on intuition. I needed this video to help me grasp why estimators are
biased, and you succeeded in doing just that. Job well done!" - seanch84
"Truly outstanding. The reinforcement of the global view helped me understand the context and motivation of
regression analysis. Plus, the reinforcement of the purpose of the regression intuition made the applied methods
logical and easier for me to comprehend and thus learn. Nkaizu's Econometrics course taught me a lot! I wish there
were a continuation of this course with advance applications. Thank you nkaizu!"- Edward Dunn
Category: Academics / Social Science

What are the requirements?

o
o

What am I going to get from this course?

What is the target audience?

CURRICULUM

SECTION 1:

Simple Linear Regression

Using mathematics to get a straight line of best fit

05:17

Intuition of Hypothesis Testing & OLS Formula Part A

09:38

Intuition of Hypothesis Testing & OLS Formula Part B

11:40

Estimator Bias
13:01

Causes of Bias
09:34

Estimator Variance
09:04

OLS Decomposition Derivation

11:53

OLS Estimators are Unbiased Part A

13:03

OLS Estimators are Unbiased Part B

05:02

10

Gauss Markov Theorem & Assumptions Part A

13:09

11

Gauss Markov Theorem & Assumptions Part B

04:55

12

OLS Estimator Variance

06:41

SECTION 2:

Multiple Linear Regression

13

Matrix Notation Part A

13:40

14

Matrix Notation Part B

04:25

15

Gauss-Markov Assumptions
07:11

16

OLS is Unbiased
06:05

17

OLS Estimator Variance

05:47

SECTION 3:

Hypothesis Testing

18

Intuition of the Two Methods for Hypothesis Testing

10:07

19

Notation
05:37

20

RSS Method
11:18

21

Wald Method
07:56

22

Single Linear Restriction

05:06

SECTION 4:

Gauss-Markov assumptions not holding...

23

Variable Misspecification Introduction

07:31

24

Variable Misspecification Matrix Notation

05:01

25

Variable Misspecification: Exclusion of a Relevant Variable

02:49

26

Variable Misspecifcation: Inclusion of an Irrelevant Variable

02:55

27

Multicollinearity
10:51

28

Heteroskedasticity
08:52

SECTION 5:

Section 5: The End!

29

Concluding comments
03:35

RATING

0
AVERAGE RATING
NUMBER OF RATINGS

REVIEWS

Justin Tapp
a year ago

Somewhat helpful, but only for a select few.

This book is for current students of Econometrics courses which have a prerequisite of calculus and linear algebra.
Linear algebra is necessary to understand the vector and matrix notation and the math behind the formulas written
out by nkaizu. His explanations won't help you much if you're required to do the math for your university class. There
is no applied econometrics here, so don't take the course if you want to learn how to run regressions and such-- it's
just simplified explanations of some of the foundational math concepts of econometric theory. Much of the material
would only cover the first few chapters of an econometrics textbook. That said, if you hired a tutor for $60, he probably
wouldn't do as good a job giving an overview of why you're learning these fundamental concepts as nkaizu does. The
course is simple formulas and a few OLS graphs written out on the screen. There are no quizzes or anything to test
your knowledge, you're on your own. He does supply some note-takers that could make for a good supplement with
the lecture notes from your university course.

Marius Garca Meza

a year ago

Good
It was really useful, very well explained and interesting. I recommend it

Edward Dunn
a year ago

Outstanding
Truly outstanding. The reinforcement of the global view helped me understand the context and motivation of
regression analysis. Plus, the reinforcement of the purpose of the regression intuition made the applied methods
logical and easier for me to comprehend and thus learn. Nkaizu's Econometrics course taught me a lot! I wish there
were a continuation of this course with advance applications. Thank you nkaizu!

Introduction to Computational Finance and

Financial Econometrics
Learn mathematical and statistical tools and techniques used in quantitative and computational finance. Use the open
source R statistical programming language to analyze financial data, estimate statistical models, and construct
optimized portfolios. Analyze real world data and solve real world problems.

Watch Intro Video

About the Course

Learn mathematical, programming and statistical tools used in the real world analysis and modeling of financial data.
Apply these tools to model asset returns, measure risk, and construct optimized portfolios using the open source R
programming language and Microsoft Excel. Learn how to build probability models for asset returns, to apply
statistical techniques to evaluate if asset returns are normally distributed, to use Monte Carlo simulation and
bootstrapping techniques to evaluate statistical models, and to use optimization methods to construct efficient
portfolios.
You'll do the R assignments for this course on DataCamp.com, an online interactive learning platform that offers
free R tutorials through learning-by-doing. The platform provides you with hints and instant feedback on how to
perform even better. Every week, new labs will be posted.

Course Syllabus
Topics covered include:

Computing asset returns

Univariate random variables and distributions

Characteristics of distributions, the normal distribution, linear function of random variables,

quantiles of a distribution, Value-at-Risk

Bivariate distributions

Covariance, correlation, autocorrelation, linear combinations of random variables

Time Series concepts

Covariance stationarity, autocorrelations, MA(1) and AR(1) models

Matrix algebra

Descriptive statistics

histograms, sample means, variances, covariances and autocorrelations

The constant expected return model

Monte Carlo simulation, standard errors of estimates, confidence intervals, bootstrapping standard
errors and confidence intervals, hypothesis testing , Maximum likelihood estimation, review of
unconstrained optimization methods

Introduction to portfolio theory

Portfolio theory with matrix algebra

Review of constrained optimization methods, Markowitz algorithm, Markowitz Algorithm using the
solver and matrix algebra

Statistical Analysis of Efficient Portfolios

Risk budgeting

Eulers theorem, asset contributions to volatility, beta as a measure of portfolio risk

The Single Index Model

Estimation using simple linear regression

Suggested Readings
(The first 4 texts are highly recommended)
Introduction to Computational Finance and Financial Econometrics, Eric Zivot and R. Douglas Martin. Manuscript
under preparation
Statistics and Data Analysis for Financial Engineering by David Ruppert, Springer-Verlag.
Beginner's Guide to R by Alain Zuur, Elena Ieno and Erik Meesters, Springer-Verlag.
R Cookbook by Paul Teetor, O'Reilly.
Other books for further reference:

Introductory Statistics with R, Second Edition (Statistics and Computing, Paperback), by Peter Dalgaard, SpringerVerlag, New York.
Modern Portfolio Theory and Investment Analysis, by E.J. Elton et al., Wiley, New York.
Financial Modeling, by Simon Benninga. MIT Press.
Statistical Analysis of Financial data in S-PLUS, by Rene Carmona, Springer-Verlag, 2004.
Interactive R tutorial (for beginners):
Introduction to R

Sessions
Join for Free

Course at a Glance
10 weeks of study
of work
English

Instructors
Eric Zivot

Categories
Economics & Finance

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