leu-phoria / appliedecon

applied econometrics WS21/22

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Applied Econometrics

this repository only has studying and git-practising purpose

##ex1

  • R introduction
  • function and loops
  • basic plotting

##twitterapi

  • example on how to extract twitter data

##hoteldata

  • hotel data example
  • descriptive statistics
  • ggplot
  • heterosc robust standard errors, bootstrapping
  • univariate linear regression
  • log log, log level, level log

##cps71

  • polynomials linear regression models with visualisation and confidence models
  • non parametric regressions and visualisation (local constant, local linear)

##morg2014emp

  • kernel density regression
  • creating dummy/binary variables
  • prediction from regression
  • interactions and interpretation
  • heterosc. robust regressions and prediction
  • hypothesis testing/joint testing

##mroz: Female labor force participation

  • LPM vs logit/probit models
  • marginal effects
  • prediction for a profile
  • goodness of fit: pseudo R2
  • sensitivity, specificity
  • ROC

##elecequip: time series analysis part 1

  • time series decomposition
  • philipp perron test
  • autocorrelation, partial autocorrelation
  • AR, MA, ARMA, ARIMA
  • forecasting

##tsstationarity: time series part 2

  • spurious regression
  • stationarity testing: Elliott Rothenburg Test, KPSS
  • Granger causality

##immunizationpanel - panel data

  • fixed effects
  • robust se
  • clustering
  • first diff regression
  • coef interpret

##panel 2

  • fixed effects vs random effects
  • Hausman testing
  • first difference regression
  • dynamic panel: GMM

Valentin sagt

merge conflict nicht gut diese, deswegen erst git pull mashallah

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applied econometrics WS21/22


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