marietss / Econometrics

Short course of Econometrics in R.

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Econometrics

In this folder I will post the exercises assigned during the graduate course in Econometrics at the University of East Anglia (UEA). The lab part of the course (presented here) works with Rmarkdown in RStudio and how to "play" with data.
I aim to post both the .pdf files.
Sometimes I contribute including additional codes than the assignement.
A brief summary:
Lab 01 - Introduction to R/Rstudio.
Lab 02 - A brief and simple summary of Data Analysis.
Lab 03 - Simple Linear Regression.
             - examples of Hypothesis Testing.
Lab 04 - Multiple Regression.
Lab 05 - Multiple Regression, predictions and goodness of fit.
Lab 06 - First week assignment -> revision of above.
Lab 07 - Simulation and Violation of OLS assumptions.
Lab 08 - Omitted Variables and Endogeneity.
Lab 09 - MISSING!
Lab 10 - Matrices and Data Visualization.
Lab 11 - Endogeneity, IV estimator and 2SLS Estimator.
Lab 12 - Second week assignment -> revision of above.
Lab 13 - Panel data.
Lab 14 - Difference in difference.

Thank you to Prof. Michael Kummer (UEA) for the lecture notes and a special mention to M. Godinho de Matos (Católica Lisbon School of Business and Economics), R. Belo (Rotterdam School of Management of the Erasmus University) and R. F. Reis (Católica Lisbon School of Business and Economics) for the labs material.

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Short course of Econometrics in R.