Econometrics 2017

Table of Contents

This website contains the course materials for the course of Econometrics offered at ISEM, CUEB, in the 2nd semester of the 2016-2017 academic year.

1 Announcement

[2017-05-31 Wed]

[2017-05-14 Sun]

Homework set #5 is assigned, which is due on May 22nd.

[2017-04-19 Wed]

Homework set #4 is assigned, which is due on May 3rd.

[2017-04-16 Sun]

We will have a midterm exam on April 24th, Monday. The test will cover all contents we have learned through lecture 1 to 8. A cheat sheet is allowed to bring in the exam. The following is a sample midterm test to help you prepare the midterm, a sample midterm.

[2017-04-10 Mon]

[2017-03-22 Wed]

[2017-03-20 Mon]

You can download the following files, Rreferencecard.pdf and Rcheatsheet.pdf, which can help you quickly find relevant R commands.

[2017-03-06 Mon]

2 Syllabus

Read carefully the syllabus (html or pdf).

3 Lecture notes

Lecture 1: What is Econometrics?

Lecture 2: Review of Probability

Lecture 3: Review of Statistics

Lecture 4: Review of Linear Algebra

Lecture 5: Introduction to R

  • The lecture notes (html or pdf)
  • The R file that contains all the code in the lecture notes (R file).
  • The whole package that can generate a complete an answer to Empirical exercise 3.1, rfiles.zip.
  • I also upload a file as a tutorial for Econometrics with R (pdf).

Lecture 6: Linear Regression with One Regressor

Lecture 7: Hypothesis Test and Confidence Intervals of Linear Regression with a Single Regressor

  • Lecture notes (html or pdf)
  • The slides (html or pdf)
  • The R demonstration (html or pdf)
  • The R replication package (zip)

Lecture 8: Linear Regression with Multiple Regressors

Lecture 9: Hypothesis Tests and Confidence Intervals in Multiple Regression

Lecture 10: Nonlinear Regression Functions

Lecture 11: Assessing Studies Based on Multiple Regression

  • Lecture notes (pdf, incomplete)
  • Slides (beamer, incomplete)

Final review

  • The final review: (pdf)

4 Homework

Homework set #1

Homework set #2

Homework set #3

  • Homework set #3: homework_3.pdf. The data file is the same as in Homework set #2.
  • Answers to homework 3 (zip)

Homework set #4

  • Homework set #4: pdf.
  • Answer: zip

Homework set #5

  • Homework set #5: pdf. Data file, zip.

Homework set #6

  • Homework set #6: pdf. Data file, zip.

Author: Zheng Tian

Created: 2017-06-04 Sun 14:50

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