Econometrics Trivia

OLS, fitted values, R², multicollinearity, FWL.

Standard errors, p-values, robust SEs, the bootstrap.

Endogeneity, omitted variables, selection, reverse causation.

Instrumental variables, DiD, RDD, LATE.

Fixed effects, random effects, within and between estimators.

Stationarity, AR/MA, cointegration, autocorrelation.

Logit, probit, tobit, the linear probability model.

Robustness, falsification, identification strategies in practice.