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"Bivariate Normal conditional Variance" (projection theorem?)

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5 Proving equation 3.3.12 in Angrist Pischke Mostly Harmless Econometrics (inverse probability weighting formula for ATT effect) Mar 10 '17
4 Why does presence of sample correlation violate independence assumption? Apr 25 '20
3 When using OLS on $\ln(y) = \beta_1 \ln(x) + \epsilon$, is $\beta_1$ the elasticity of $E[y\vert x]$, or the $y$ in the data (or both)? Feb 28 '20
2 Proving equation 3.3.12 in Angrist Pischke Mostly Harmless Econometrics (inverse probability weighting formula for ATT effect) Mar 15 '17
2 Does it make sense to think about steady state forecast error for Kalman filter with time-varying parameters? Dec 3 '16
2 How was p-value calculated in this Wikipedia example of a Binomial test Dec 17 '18
1 Within subject, Multiple treatment: testing if each treatment further increases dependent variable? Jan 26 '20
1 Method of Moments for $\nu$ of standard t-distribution: what if true $\nu=2$? Jun 25 '17
1 Using $\chi^2$ result to find asymptotic distribution of $S^2$ when $X_i$ normally distributed Jun 26 '17
1 Granger causality in bivariate VAR and correlation of shocks Nov 21 '16
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