OLS Asymptotics

OLS Asymptotics: Files

• Lecture: OLS Asymptotics.pdf
• Stata program: OLS Asymptotics.do
• Data files: wage1.dta
• R script: OLS Asymptotics.R
• Data files: wage1.csv

OLS Asymptotics: Lecture Topics

• Consistency
• Comparison of consistency versus unbiasedness
• Asymptotic normality
• Variances and standard errors in large samples

OLS Asymptotics in Stata/R: Topics

• OLS standard errors