Queen Mary University of London
The Classical Linear Regression Model
Queen Mary University of London

The Classical Linear Regression Model

This course is part of Econometrics for Economists and Finance Practitioners Specialization

Taught in English

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Dr Leone Leonida

Instructor: Dr Leone Leonida

4,222 already enrolled

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Course

Gain insight into a topic and learn the fundamentals

3.6

(18 reviews)

Beginner level

Recommended experience

22 hours (approximately)
Flexible schedule
Learn at your own pace

What you'll learn

  • The Ordinary Least Squares philosophy

  • Practical estimation of the OLS model

  • Use of the model for decision making

Details to know

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Assessments

15 quizzes

Course

Gain insight into a topic and learn the fundamentals

3.6

(18 reviews)

Beginner level

Recommended experience

22 hours (approximately)
Flexible schedule
Learn at your own pace

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This course is part of the Econometrics for Economists and Finance Practitioners Specialization
When you enroll in this course, you'll also be enrolled in this Specialization.
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There are 4 modules in this course

Welcome to Coursera and Queen Mary University of London, we are excited to have you studying with us. We are going to help you prepare for your studies by ensuring you know exactly what is expected of you throughout your course and how to most effectively engage with the platform. We will look at how the platform works as well as how you will interact with your peers. You will be introduced to the university you are studying with and we will share some top tips on how to succeed with Coursera. This week we shall start by getting to know Coursera as you will be introduced to the platform and explore how to use the various functions which will support your learning journey. You will see how you can make the most of your learning experience which will enable you to succeed on this course. This week we are going to explore the aims and uses of econometrics for economists and finance professionals and consider some of the questions that econometrics can address. We will also look at the types of data we can work with, and discuss the transformation and manipulation of this data. This week will be focussing on the single regression model.

What's included

4 videos25 readings4 quizzes6 discussion prompts

This week we shall be focussing on the Classical Linear Regression Model as well as the classical linear regression model. We will explore the assumptions of the OLS approach and see why we need those assumptions. We shall also discuss the Multiple Linear Regression Model and consider why we use linear algebra.

What's included

4 videos9 readings5 quizzes1 discussion prompt

This week we are going to discuss the interpretation of the Ordinary Least Squares parameters as well as the goodness of fit statistics: R-squared and the adjusted R-squared. We will also consider some CAPM introductory results, model building and determinants of bus driving in the USA.

What's included

4 videos7 readings2 quizzes4 discussion prompts

This week we are going to focus on a real example of estimating and interpreting the Capital Asset Pricing Model with R. We are also going to look at data description, manipulation, estimations of the CAPM and interpretations of the estimated parameters. We shall discuss expanding the model using the three factors Fama and French (1993) model.

What's included

5 videos2 readings4 quizzes1 peer review3 discussion prompts4 ungraded labs

Instructor

Instructor ratings
3.4 (8 ratings)
Dr Leone Leonida
Queen Mary University of London
4 Courses7,858 learners

Offered by

Recommended if you're interested in Economics

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3.6

18 reviews

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AO
5

Reviewed on May 13, 2023

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