Classwork
The Tidy Econometrics Workbook
Course Objectives
1
Least Squares
2
Exogeneity
3
Causal Inference
4
Consistency
5
Model Specification
6
Heteroskedasticity
7
Time Series
8
Stationarity
9
Instrumental Variables
10
IV for Simultaneous Equations
11
Differences-in-differences
Koans
Classwork
Math Rules and Formulas
References
Table of contents
CW1
Deriving OLS Estimators (analytical)
CW2
lm and qplot (R)
CW3
dplyr murder mystery (R)
CW4
hypothesis testing (analytical)
CW5
causal inference (analytical)
CW6
causal inference (R)
CW7
consistency (analytical)
CW8
heteroskedasticity (analytical)
Practice Midterm
CW9
heteroskedasticity (R)
CW10
simulation (R)
CW11
dynamics (analytical)
CW12
dynamics (R)
CW13
time trends (analytical)
CW14
random walks (half analytical, half R)
CW15
IV (analtyical)
CW16
IV (R)
CW17
Practice Final (analytical)
Classwork
CW1
Deriving OLS Estimators (analytical)
CW2
lm and qplot (R)
Download the R Script here
CW3
dplyr murder mystery (R)
Download the R Script here
CW4
hypothesis testing (analytical)
CW5
causal inference (analytical)
CW6
causal inference (R)
Download the R Script here
CW7
consistency (analytical)
CW8
heteroskedasticity (analytical)
Practice Midterm
CW9
heteroskedasticity (R)
Download the R Script here
CW10
simulation (R)
Download the R Script here
CW11
dynamics (analytical)
CW12
dynamics (R)
Download the R Script here
CW13
time trends (analytical)
CW14
random walks (half analytical, half R)
CW15
IV (analtyical)
CW16
IV (R)
Download the R Script here
CW17
Practice Final (analytical)
Koans
Math Rules and Formulas