Econometrics and Data Analysis

1. Econometric Methods
   1. Regression Analysis
      1. Linear Regression
         1. Simple Linear Regression
            1. Concept and Assumptions
            2. Ordinary Least Squares (OLS) Estimation
            3. Interpretation of Coefficients
            4. Goodness-of-Fit Measurement
            5. Residual Analysis
         2. Multiple Linear Regression
            1. Extension to Multiple Predictors
            2. Assumptions and Diagnostics
            3. Multicollinearity Issues
            4. Use of Interaction Terms
            5. Model Selection Techniques
      2. Non-linear Regression
         1. Functional Forms
         2. Estimation Techniques
         3. Applications in Economic Modeling
         4. Comparison with Linear Models
      3. Logistic Regression
         1. Binary Outcome Models
         2. Log-Odds Interpretation
         3. Model Fitting and Evaluation
         4. Applications in Binary Choice Models
      4. Probit and Logit Models
         1. Differences and Similarities
         2. Link Functions
         3. Estimation of Parameters
         4. Model Application Examples
   2. Time Series Analysis
      1. Stationarity and Non-Stationarity
         1. Unit Root Tests
         2. Differencing Techniques
         3. Structural Breaks
      2. Autoregressive (AR) Models
         1. AR(p) Model Explanation
         2. Estimation and Forecasting
         3. Application in Financial Data
      3. Moving Average (MA) Models
         1. MA(q) Model Explanation
         2. Estimation Techniques
         3. Real World Applications
      4. ARIMA and SARIMA Models
         1. Integrated and Seasonal Models
         2. Model Identification and Fitting
         3. Forecasting and Validation
      5. Seasonality and Trend Analysis
         1. Decomposition Methods
         2. Seasonal Adjustment Techniques
         3. Trend Forecasting
      6. Cointegration and Error-Correction Models
         1. Long-Run Relationships
         2. Vector Error-Correction Model (VECM)
         3. Applications in Macroeconomics
   3. Panel Data Analysis
      1. Fixed Effects Models
         1. Within-Group Estimation
         2. Time-Constant Factors
         3. Policy Impact Analysis
      2. Random Effects Models
         1. Between-Group Variation
         2. Hausman Test for Model Selection
         3. Efficiency Gains
      3. Mixed Models
         1. Combining Fixed and Random Effects
         2. Estimation Techniques
         3. Application in Hierarchical Data
      4. Dynamic Panel Models
         1. Model Specification
         2. Generalized Method of Moments (GMM) Estimation
         3. Dynamic Effects over Time
   4. Instrumental Variables
      1. Identification and Endogeneity
         1. Sources of Endogeneity
         2. Understanding Instrument Validity
         3. Relevance and Exogeneity
      2. Two-Stage Least Squares (2SLS)
         1. Estimation Process
         2. Ensuring Instrument Strength
         3. Application in Policy Analysis
   5. Simultaneous Equations Models
      1. Identification of Equations
         1. Order and Rank Conditions
         2. Structural vs. Reduced Form Equations
      2. Estimation Methods
         1. Indirect Least Squares (ILS)
         2. Full Information Maximum Likelihood (FIML)
         3. Application in Economic System Analysis
   6. Limited Dependent Variable Models
      1. Tobit and Truncated Regression Models
         1. Modeling Censored Data
         2. Estimation Challenges
         3. Applications in Economic Surveys
      2. Duration Models
         1. Hazard Functions
         2. Time-to-Event Data Analysis
         3. Application in Labor Economics
   7. Bayesian Econometrics
      1. Bayesian Inference
         1. Priors and Posteriors
         2. Bayesian vs. Frequentist Approach
         3. Bayesian Model Averaging
      2. Markov Chain Monte Carlo (MCMC) Methods
         1. Algorithm Efficiency
         2. Importance in Bayesian Estimation
         3. Real-Time Application Examples