A full course in econometrics - undergraduate level - part 1 - Normally distributed errors - finite sample inference

This video explains the importance of having normally distributed errors for finite sample inference (in practice meaning small sample sizes). Check out http://www.oxbridge-tutor.co.uk/#!eco... for course materials, and information regarding updates on each of the courses. Check out https://ben-lambert.com/econometrics-course-problem-sets-and-data/ for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: https://ben-lambert.com/bayesian/ Accompanying this series, there will be a book: https://www.amazon.co.uk/gp/product/1473916364/ref=pe_3140701_247401851_em_1p_0_ti