Endogeneity and panel data

Advanced Econometrics

Datalab

In order to work in the datalab, I have to set up user accounts. Please provide user information no later than Saturday, January 15.

• User information (Needed for datalab login)

• The Rstudio Datalab

  • In addition to using the datalab, you can also get an account in https://rstudio.cloud. This free site has interactive primers that are useful.

Course literature

• Textbook: Stock & Watson (4th edition or Updated 3rd edition)

• Solutions to odd numbered exercises in Stock and Watson

  • 4th edition
  • Updated 3rd edition

Used in the course for applied work

• Introduction to Econometrics with R - Stock & Watson companion in R

• R for data science - Data analysis with tidyverse, by the founder of the packages. The definitive guide.

Slides

• Course Introduction

• Probability theory

• Statistics

• Linear regression

• Hypothesis Tests and OLS theory

• Linear Regression with Multiple Regressors

• Hypothesis Tests and Confidence Intervals

• Endogeneity

• Instrumental variables

• Panel data

• Nonlinear models

• Discrete Choice models

Recorded lectures

Recorded lectures of lecture on non-linear models and binary choice