This course covers the fundamentals of the linear regression model from a theoretical perspective. We will illustrate the concepts and techniques using simple examples in R.

The well-understood linear model serves as a basis for our understanding of most modern statistical methods. Acquiring a sound working knowledge of this most fundamental model class will help you put your newly acquired knowledge into place.

We will put emphasis on developing your formal statistical-mathematical reasoning skills and deepening your understanding how to think about statistical / econometric modeling.

This is not a course about applications.Parallell to this course, we also offer the course "Applied Econometrics", where we focus on data and practical techniques. Please check that out too.

Semester: WiSe 2022/23