This material delves into the fundamentals of econometric theory for games, focusing on estimation in static and dynamic games of incomplete information, as well as discrete static games of complete information, auction games, and algorithmic game theory. It covers basic tools, terminology, and main

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Discover the complexities of nonlinear relationships through polynomials, dummy variables, and interactions between continuous variables in econometrics. Delve into cost and product curves, average and marginal cost curves, and their implications in economic analysis. Understand the application of d

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Mallika Srinivasan is an Indian industrialist and CEO of TAFE, with a remarkable journey from studying Econometrics to taking over her family business. Despite initial challenges and skepticism, Mallika's determination and expertise led TAFE to phenomenal growth and success, making it a top choice f

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Econometrics and machine learning intersect in decision-making scenarios where causal and counterfactual questions arise. This talk explores the relationship between the two fields, highlighting the identification of causal quantities and the flexible estimation techniques employed. Examples demonst

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Exploring the concept of sampling error, deriving properties of OLS estimators, and examining the accuracy of sample estimates in regression analysis. The focus is on unbiasedness, consistency, and standard error calculations in estimating population parameters using random samples. Real-life exampl

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This paper presents an in-depth exploration of financial econometrics, mathematics, statistics, and machine learning in the context of applications in finance. Covering topics from single equation regression methods to machine learning applications, the content delves into various aspects of financi

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This chapter delves into hypothesis testing and confidence intervals in econometrics, covering topics such as testing regression coefficients, forming confidence intervals, using the central limit theorem, and presenting regression model results. It explains how to establish null and alternative hyp

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Explore the world of Vector Autoregressions (VARs) in econometrics with Tony Yates. This lecture provides an overview of VARs, including motivation, estimation techniques, and key concepts such as identification and factors models. Learn about the applications of VARs in macroeconomics and the resou

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Endogeneity in econometrics can create challenges such as omitted variables bias, measurement error, simultaneous causality, and using lagged values. This can affect the accuracy of models. One way to address this is through instrumental variable estimation methods. These methods help deal with endo

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Hypothesis testing is vital in econometrics to evaluate statements about population parameters. The null hypothesis assumes no difference, while the alternative hypothesis offers a different perspective. Different types of errors—such as Type I and Type II errors—can occur during hypothesis test

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Explore the key concepts of the Multiple Regression Model, including model specification, parameter estimation, hypothesis testing, and goodness-of-fit measurements. Assumptions and properties of the model are discussed, highlighting the relationship between variables and the econometric model. Vari

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Dr. Woraphon Yamaka offers a comprehensive course on Big Data Analysis in Economics at the Faculty of Economics, Chiang Mai University. The course covers topics such as Data Science, Econometrics, Machine Learning, R programming, Data Visualization, Symbolic Data Analysis, Machine Learning Modeling,

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Dutch policy impact assessment relies on a mix of RCTs, natural experiments, and advanced econometrics to evaluate the effectiveness of interventions. Dr. Theo Roelandt, Chief Analyst at the Ministry of Economic Affairs & Climate Policies, emphasizes the importance of evidence-based policymaking in

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