econometrics

Learning objectives: Discuss the philosophical and practical differences between machine-learning techniques and classical econometrics. Explain the differences among the training, validation, and test data sub-samples and how each is used. Questions: 23.1.1. Peter is developing a quantitative...

Learning objectives: Describe the issues unique to big datasets. Explain and assess different tools and techniques for manipulating and analyzing big data. Examine the areas for collaboration between econometrics and machine learning Questions: 902.1. About the analysis of big data, Hal Varian...

I have a question on Autocorrelation of OLS model. So I encountered a autocorrelation error, and use Cochrane - Orcutt Two-step Procedure(CORC) to fix it. And my OLS became GLS. And I have no idea how to interpret the coefficient on my initial X and Y with the new model. I mean something like...

Learning objectives: Describe the issues unique to big datasets. Explain and assess different tools and techniques for manipulating and analyzing big data. Examine the areas for collaboration between econometrics and machine learning. Questions: 802.1. Below is Hal Varian's simple...

1)In one of the practice questions (question 4.06 ) under Quantitative-Analysis_-Gujarati,-Chapters-1--8-Document-1-(L1.T2), it says under sufficiently large d.f., the t, the chi-square, and the F distributions all approach the unit normal distribution... Do they approach unit normal...