Econometrics 2017
Table of Contents
- 1. Announcement
- 2. Syllabus
- 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
- Lecture 6: Linear Regression with One Regressor
- Lecture 7: Hypothesis Test and Confidence Intervals of Linear Regression with a Single Regressor
- 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
- Final review
- 4. Homework
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
- Homework set #6 is assigned. You can turn it in on the day of final exam, which is TBA.
- The sample final exam is here, sample final.
Homework set #5 is assigned, which is due on May 22nd.
Homework set #4 is assigned, which is due on May 3rd.
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.
- Homework set #3 is assigned, due on April 17th.
- Homework set #2 is assigned, due on April 5th.
You can download the following files, Rreferencecard.pdf and Rcheatsheet.pdf, which can help you quickly find relevant R commands.
- I create a survey, https://www.diaochapai.com/survey2500285, to inquire your understanding of probability and statistics and ask for your suggestion to this course. Please complete the survey in your spare time. Thanks!
- Homework set #1 is assigned, due on March 13.
3 Lecture notes
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 8: Linear Regression with Multiple Regressors
Lecture 9: Hypothesis Tests and Confidence Intervals in Multiple Regression
Lecture 11: Assessing Studies Based on Multiple Regression
Final review
- The final review: (pdf)
4 Homework
Homework set #1
- Homework set #1: homework_1.pdf.
- Answer: ans_hw_1.pdf
Homework set #2
- Homework set #2: homework_2.pdf. The data files are included in this zip file, TeachingRatings.zip.
- Answer: pdf.
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)