Dr. Bill Hung
(Associate Director, MBA Program)
School of Business
Hong Kong Baptist University
| Lecture Power Points |
|
| Lecture #01 | Introduction: An overview of regression analysis |
| Supplement #01A | Review of Basic Statistics and Mathematical Tools |
| Supplement #01B | Greek notations |
| Lecture #02 | OLS: Regression Analysis |
| Supplement #02a | Derive the estimators of 3-variable regression |
| Lecture #03 | Properties of OLS Estimators |
| Supplement #03A | Proof Steps to the properties of estimators |
| Lecture #04 | Hypothesis Test 1: t-test, F-test |
| Supplement #04A | Steps to calculate the determinant and Cramer’s Rule |
| Lecture #05 | Hypothesis Test 2: Specification-test (Relevant and irrelevant variables), restriction-test, and Chow test |
| Critical Values | t-statistics Table F-statistics Table: 1%, 5%, 10% |
| Lecture #06 | Different functional forms and scale Measures |
| Supplement #06A | Example of Formal Report of Regression |
| Lecture #07 | Dummy Independent Variables and Its Applications |
| Lecture #08 | Multicollinearity |
| Lecture #09 | Autocorrelation |
| Critical values | Durbin-Watson “d” statistics |
| Lecture #10 | Heteroscedasticity |
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KANDANK ILMU 