Introduction to Econometrics
Course Information
Also see Resources for Students
Lecture Slides
All R-scripts, R-markdown files, and data files for the lectures will be uploaded on Canvas. Some simulations and estimations are within the lecture slides.
- Introduction to R
- Statistical Review & Population Concepts
- Simple Linear Regressions
- Multiple Linear Regressions
- More on MLR
- Inference in Regression Models
- Heteroskedasticity & Serial Correlation [Discussion section]
- Potential Outcomes
- Randomized Controlled Trials
- Instrumental Variables, 2SLS & HTE
- Panel Data and FE, TWFE
- Difference-in-Differences
- Regression Discontinuity Designs
- Course Summary
Problem Sets
Problem Set 1 (Due Sep 18)
Assignment | Solutions
Problem Set 2 (Due Oct 5)
Assignment | Solutions
Problem Set 3 (Due Oct 31)
Assignment
Problem Set 4 (Due Nov 16)
Assignment | Solutions
Problem Set 5 (Due Dec 1)
Assignment |