djlacombe / Basic_Econometrics_With_Python

Introductory tutorials of econometrics featuring Python programming

Basic Econometrics With Python

[last updated in 30th Sep 2021]
These lecture notes are intended for introductory econometrics course, suitable for university/grad students, data/quantitative analysts, junior business/economic/financial researchers and etc.

The lectures notes are loosely based on several textbooks:

1. Introduction to Econometrics, by Christopher Dougherty
   
2. Introduction to Econometrics, by James H. Stock and Mark W. Watson
   
3. Basic Econometrics, by Damodar N. Gujarati

Prerequisites

Though the lectures are introductory level, it would be ideal that attendants have a slight exposure to probability theory and statistics.

And you would benefit more from the tutorials if you have basic knowledge of:

• NumPy
• Matplotlib
• Pandas

Contents

I strongly suggest to download all the files to view them on your PC, since nbviewer and Github has frequent rendering glitches.

Lecture 1 - Simple Linear Regression
updating... This set of notes are rewritten from my MATLAB econometrics notes, which are outdated. I am still organizing the old materials