Introductory Econometrics, Spring 2020

ECON 3885, Fall 2019, Fordham University

Based on Wooldridge, J. (2019). Introductory Econometrics: A Modern Approach. Boston, MA: Cengage.

• Syllabus

If you have any questions, please email me at vrudys@fordham.edu

For immediate questions on homework or assignments, you can message me or call me on Skype (ID: valentinas500)

Weeks Prior To 3/08/2020

• Notes
  • Chapter 1: The Nature of Econometrics and Economic Data
    • Answer Key to Problem Set: PDF, RMD
  • Chapter 2: The Simple Regression Model
    • Answer Key to Problem Set: PDF, RMD
    • Interpreting \(\beta_1\) Coefficient
  • Chapter 2: The Simple Regression Model
    • Answer Key: PDF, RMD
    • Interpreting \(\beta_1\) Coefficient
  • Chapter 3: The Multiple Regression Analysis: Estimation
    • Answer Key to Problem Set: PDF, RMD
• Practice Midterm Exam

Week of 3/08/2020 and Spring Break

• Notes
  • Chapter 4: The Multiple Regression Analysis: Inference
  • Chapter 6: Multiple Regression Analysis: Further Issues
• Assignments
  • Homework Assignment CH4-1
    • Answer Key: PDF, RMD
  • Homework Assignment CH4-2
    • Answer Key: PDF, RMD
  • Homework Assignment CH6 [due 3/22/2020]
    • Answer Key: PDF, RMD
• Video Lectures
  • Live WebEx Class (Thursday, 3/12/20, 1:40pm to 3:30pm)
    • Reviewed Homework Assignment CH4-2
  • Live WebEx Class (Thursday, 3/19/2020, 4pm)
    • Reviewed HW Assignment CH6 problems C1, C2 and C9 (R file from the session)
• Extra Material
  • Podcast 1: What Causes What?
  • Podcast 2: Deep Learning With the Elephants
  • Podcast 3: How Much Does This Cow Weigh?
  • Podcast 4: What’s Not On The Test: The Overlooked Factors That Determine Success

Week of 3/22/2020

• Notes
  • Chapter 6: Multiple Regression Analysis: Further Issues
    • Chapter 6 Slides
    • Chapter 6 R Code
  • Chapter 7: Multiple Regression Analysis with Dummy Variables
    • Chapter 7 Slides
  • Chapter 19: Carrying Out an Empirical Project
• Assignments
  • Homework Assignment Ch7
    • Answer Key: PDF, RMD
  • Research Project Proposal
• Video Lectures
  • Live WebEx Class (Monday, 3/23/2020, 4pm (GMT-4))
  • Live WebEx Class (Thursday, 3/26/2020, 4pm (GMT-4))

Week of 3/29/2020

• Notes
  • Chapter 7: Multiple Regression Analysis with Dummy Variables
    • Chapter 7 Slides
  • Chapter 8: Heteroskedasticity
    • Chapter 8 Slides
  • Reporting and Comparing Regression Results with stargazer
    • PDF
    • RMD
    • R Code
  • Detecting and Resolving Heteroskedasticity in R
    • R Code
• Assignments
  • Homework Assignment Ch8
    • Answer Key: PDF, RMD
• Video Lectures
  • Live WebEx Class (Monday, 3/30/2020, 4pm (GMT-4))

Week of 4/05/2020

• Notes
  • Chapter 8: Heteroskedasticity
    • Chapter 8 Slides
  • Creating Functions in R
    • R Code 1
    • R Code 2

Week of 4/12/2020

• Notes
  • Chapter 9: Specification and Data Issues
    • Chapter 9 Slides
  • Basic Plots in R
    • R Code
    • Documentation of plot() Command in R
  • Using ggplot2 for Pretty Figures
    • R Code
    • Cheat Sheet
  • Loading Excel Data and Plotting Geographical Data Using googleVis
    • Excel file
    • R code
    • Output
• Assignments
  • Homework Assignment Ch9
    • Answer Key: PDF, RMD

Week of 4/19/2020

• Notes
  • Chapter 10: Basic Regression Analysis with Time Series Data
    • Chapter 10 Slides
  • Chapter 17: Limited Dependent Variable Models: Logit and Probit
    • Chapter 17 Slides
  • Creating Interactive Applications in R Using shiny
    • R Code
      
• Assignments
  • Homework Assignment Ch10
    • Answer Key: PDF, RMD
  • Homework Assignment Ch17
    • Answer Key: PDF, RMD

Week of 4/26/2020

• Notes
  • Chapter 15: Instrumental Variables Estimation and Two-Stage Least Squares
    • Chapter 15 Slides
• Assignments
  • Homework Assignment Ch15
    • Answer Key: PDF, RMD
  • Practice Final Exam
  • Final Project Due
  • Final Exam