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.