Current

EC 421: Introduction to Econometrics (II)

For information on the course specifics, please see the syllabus.

Lecture slides

The slides below (linked by their topic) are .html files that will only work properly if you are connected to the internet. If you’re going off grid, grab the PDFs (you’ll miss out on gifs and interactive plots, but the equations will render correctly). I create the slides with xaringan in R. Thanks go to Grant McDermott for helping/pushing me to get going with xaringan.

  1. The introduction to “Introduction to Econometrics” | PDF | .Rmd
  2. Review of key math/stat/metrics topics: density functions, deriving the OLS estimators, properties of estimators, statistical inference (standard errors, confidence intervals, hypothesis testing), simulation | PDF | .Rmd
  3. Review of key topics from EC320 (the first course in our intro-to-metrics sequence) | PDF | .Rmd
  4. Heteroskedasticity: Test and implications | PDF | .Rmd
  5. Living with heteroskedasticity: Inference, WLS, and specification | PDF | .Rmd
  6. Consistency and OLS in asymptopia | PDF | .Rmd

Economics

EC 421: Introduction to Econometrics (II)

Winter 2019

University of Oregon

Instructor

ARE 212: Econometrics - Multiple Equation Estimation

Spring 2017; Spring 2018

UC Berkeley

GSI for Dr. Maximilian Auffhammer

Statistics

STAT/MATH 218: Introduction to Statistics

Spring 2011; Summer 2011; Fall 2011

University of Nebraska—Lincoln

Sole instructor


STAT/MATH 380: Statistics and Applications

Summer 2012; Fall 2012; Spring 2013

University of Nebraska—Lincoln

Sole instructor