Introduction to Econometrics — OLS estimator in Python
This was an assignment for Introduction to Econometrics, a course taught by Prof. Jeroen Kerkhof at the Vrije Universiteit Brussel (VUB). This was an introductory course on regression models and time series analysis.
The project was done in groups of 2 people, and I collaborated on this project with Max Temmerman.
The assignment consisted of three exercises, where the first was an exercise in our understanding of bias and statistical significance, the second was a simulation study and the third an empirical assignment on data given to us by the professor. Python was used for the simulation study and for the empirical investigation.
The final report can be found here.
NOTE: To run the code, simulation_study.py, empirical_investigation.py, data.csv and helper.py must be in the same folder. The helper file simply provides functions which automatize the process of placing figures and tables in designated folders, to facilitate the process of writing the LaTeX report.