Econometrics ESOMAS
Motivating why OLS minimizes the sum of squared errorsThis course aims to teach the basics of data analysis and Econometrics.
Materials
- The slides are https://github.com/floswald/Econometrics-slides/
- The associated
Rpackage is on github.
Schedule
A typical week will look as follows:
| Day | Time | Location |
|---|---|---|
| Tuesday | 14:00 - 15:30 | Aula Magna SME |
| Wednesday | 11:15-12:30 | Aula 3 SME |
| 12:45-13:45 | Aula 3 SME | |
| Friday | 11:15-12:30 | Aula Azzurra SME |
| 12:45-13:45 | Aula Azzurra SME |
SME: Scuola di Management e Economia, Corso Unione Sovietica 218 bis, Torino
Slide Index
| Lecture | HTML | Tasks | |
|---|---|---|---|
| Lecture 1: Introduction | HTML | HTML .Rmd | |
| Lectures 2: Probability and Summarising Data | HTML | HTML .Rmd | |
| Lectures 3: Tidying and Visualising Data | HTML | HTML .Rmd | |
| Lecture 4: Simple Linear Regression | HTML | HTML .Rmd | |
| Lecture 5: Introduction to Causality | HTML | HTML .Rmd | |
| Lecture 6: Multiple Linear Regression | HTML | HTML .Rmd | |
| Lecture 7: Linear Regression Extensions | HTML | HTML .Rmd | |
| Lecture 8: Sampling | HTML | HTML .Rmd | |
| Lecture 9: Confidence Intervals and Hypothesis Testing | HTML | HTML .Rmd | |
| Lecture 10: Regression Inference | HTML | HTML .Rmd | |
| Lecture 11: Panel Data | HTML | HTML .Rmd | |
| Lecture 12: Instrumental Variables | HTML | HTML .Rmd | |
| Lecture 13: Discrete Choice | HTML | HTML .Rmd | |
| Lecture 14: Regression Discontinuity | HTML | HTML .Rmd |