Econometrics by Dr. Bill Hung

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

RnD HIMA ESP UNPAD telah mendapatkan persetujuan resmi dari Dr. Bill Hung untuk dapat menggunakan materi beliau secara online.


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