ECO 603Applied Econometrics I

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Keep the slides and worked material beside your own notes.

For an offline lesson, extract its ZIP and open the HTML file. Slides, equations and recorded narration are included.

Download all slide PDFs · Download all Stata examples and matching data

Further applications: Variance diagnostics and WLS · Ridge/lasso prediction · Head Start lesson’s simulation and DR DiD example · Controlled IV and weak-robust test · Independent-practice worked reference · Technical calculations and diagnostics · Matching technical output. Matching CSV files and actual outputs are included in the Stata ZIP.

Introductory coefficient-only displays: Stata do-file · Actual output.

LessonSlidesExplanationReproduce
01. Economic questions, data and causal reasoningSlides PDF
Offline lesson
Transcript · Text · AudioStata · Output
02. Simple regression: estimation, units and fitSlides PDF
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03. Multiple regression: estimation and omitted variablesSlides PDF
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04. Multiple regression: OLS properties and partialling outSlides PDF
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05. Multiple regression: statistical inferenceSlides PDF
Offline lesson
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06. OLS asymptoticsSlides PDF
Offline lesson
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07. Functional form, indicators and predictionSlides PDF
Offline lesson
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08. Heteroskedasticity and imperfect dataSlides PDF
Offline lesson
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09. Time series: basic regression and distributed lagsSlides PDF
Offline lesson
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10. Time series: functional form, indexes and calendar patternsSlides PDF
Offline lesson
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11. Time series: stationarity, persistence and dynamic completenessSlides PDF
Offline lesson
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12. Time series: serial correlation and diagnosticsSlides PDF
Offline lesson
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13. Time series: corrections, heteroskedasticity and responsesSlides PDF
Offline lesson
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14. Panel methods, DiD and instrumental variablesSlides PDF
Offline lesson
Transcript · Text · AudioStata · Output
15. Binary response: logit, probit and interpretationSlides PDF
Offline lesson
Transcript · Text · AudioStata · Output

Practice questions and worked explanations · Dataset definitions and reproducibility

Course map

Fifteen teaching weeks · three hours each week

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