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