Econometrics. Lecture 4. Sampling Distribution of OLS Estimators

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In this lecture we discuss the assumptions for the estimation of casual effects and comstruct the sampling distributions of OLS estimators 00:00 Introduction and repetition 06:20 Causal effects 14:32 OLS assumptions for causal inference 18:33 Zero conditional mean of an error term 39:17 IID observations 42:22 Outliers 50:47 Sampling distributions of OLS estimators 1:01:52 Unbiasedness of OLS estimators 1:09:00 Variances of OLS estimators 1:23:46 Conclusion The course “Econometrics“ for the 2nd year bachelors in Economics Taught at BRICS institute, Irkutsk National Research Technical University, Spring semester 2022

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