Course, exercises, code, data, and notebooks
Econometrics — L3
Session 1 introduces covariance, correlation, descriptive evidence, and simple regression. Session 2 develops sampling, probability, estimator distributions and inference, with course and exercise code in Python, R and Stata, notebooks, data and interactive simulators.
Topics documented in the material
- Covariance and correlation
- Simple regression
- Sampling and probability
- Estimator distributions and inference
- Python, R and Stata
- Notebooks and interactive simulation
Resources
Practical instructions
- Practical READMEHTML · Open resource
Session 1 — Covariance, correlation and regression
Readings & practical resources
Notebooks
Code
- Annex-generation utilityPython · Open resource
- Data export utilityPython · Open resource
- CourseStata · seance01.doPython · seance01.pyR · seance01.R
- ExercisesStata · td01.doPython · td01.pyR · td01.R
Data
- Dataset — attendStata data · Open resource
- Dataset — cps78_85Stata data · Open resource
- Dataset — econmathStata data · Open resource
- Dataset — jtrain2Stata data · Open resource
- Dataset — phillipsStata data · Open resource
- Dataset — wagepanStata data · Open resource
- Dataset — wineStata data · Open resource
Simulators
- Interactive covariance simulatorInteractive HTML · Open resource
Complete downloads
- Complete folder — supports, code, data and supporting checksZIP · Open resource
Session 2 — Sampling, probability and inference
Readings & practical resources
Notebooks
Code
- Annex-generation utilityPython · Open resource
- Data export utilityPython · Open resource
- CourseStata · seance02.doPython · seance02.pyR · seance02.R
- ExercisesStata · td02.doPython · td02.pyR · td02.R
Data
- Dataset — attendStata data · Open resource
- Dataset — cps78_85Stata data · Open resource
- Dataset — econmathStata data · Open resource
- Dataset — htvStata data · Open resource
- Dataset — jtrain2Stata data · Open resource
- Dataset — nbasalStata data · Open resource
- Dataset — phillipsStata data · Open resource
- Dataset — wagepanStata data · Open resource
- Dataset — wineStata data · Open resource
Simulators
- Interactive sampling simulatorInteractive HTML · Open resource
Complete downloads
- Complete folder — supports, code, data and supporting checksZIP · Open resource
Self-assessment — Sessions 1 and 2
Readings & practical resources
Complete downloads
- Practice quiz — Complete downloadZIP · Open resource