Канал: MetricsProf

Linear regression for economists: The linear model.

Linear regression for economists: The linear model.

Statistical properties of OLS: variance, consistency, normality

Statistical properties of OLS: variance, consistency, normality

Linear regression for economists: The conditional mean function (CMF)

Linear regression for economists: The conditional mean function (CMF)

Causal inference in econometrics

Causal inference in econometrics

Linear regression for economists: The F-test and p-values.

Linear regression for economists: The F-test and p-values.

Linear regression for economists: The t-test.

Linear regression for economists: The t-test.

Introduction to statistical testing for economists

Introduction to statistical testing for economists

Statistical properties of OLS: Simulating sampling error.

Statistical properties of OLS: Simulating sampling error.

Population variance and sample variance: a numerical example

Population variance and sample variance: a numerical example

Derivation of Wald form of IV estimator

Derivation of Wald form of IV estimator

IV regression lecture 3: Two-stage least squares.

IV regression lecture 3: Two-stage least squares.

IV regression lecture 2: Continuous instrument.

IV regression lecture 2: Continuous instrument.

OLS estimator Lecture 1: Modern derivation of OLS estimator from econometrics identification result.

OLS estimator Lecture 1: Modern derivation of OLS estimator from econometrics identification result.

Lab 1: Finding help on Stata problems / Importing data from a csv file

Lab 1: Finding help on Stata problems / Importing data from a csv file

IV regression lecture 1: Intuition of IV regression / IV with a binary instrument

IV regression lecture 1: Intuition of IV regression / IV with a binary instrument

Endogeneity lecture 5: Demand estimation and endogeneity of price.

Endogeneity lecture 5: Demand estimation and endogeneity of price.

Endogeneity lecture 3: Binary regressor and intuition for omitted variable bias.

Endogeneity lecture 3: Binary regressor and intuition for omitted variable bias.

Endogeneity lecture 4: Measurement error and attenuation bias.

Endogeneity lecture 4: Measurement error and attenuation bias.

Endogeneity lecture 2: Omitted variable bias.

Endogeneity lecture 2: Omitted variable bias.

Endogeneity lecture 1: What is an endogeneity problem?

Endogeneity lecture 1: What is an endogeneity problem?

Panel data lecture 2: First-difference transformation in Stata

Panel data lecture 2: First-difference transformation in Stata

Panel data lecture 1: Fixed effect and first-difference transformation

Panel data lecture 1: Fixed effect and first-difference transformation

Time series lecture 2: Stationarity and weak time dependence

Time series lecture 2: Stationarity and weak time dependence

Time series lecture 1: Time series data vs cross-sectional data

Time series lecture 1: Time series data vs cross-sectional data

Prediction lecture 5: Shrinkage and model averaging

Prediction lecture 5: Shrinkage and model averaging

Prediction lecture 4: Training error and test error / Over- and underfitting

Prediction lecture 4: Training error and test error / Over- and underfitting

Prediction lecture 3: Prediction error and bias-variance trade-off

Prediction lecture 3: Prediction error and bias-variance trade-off

Prediction lecture 2: Approximating a conditional expectation

Prediction lecture 2: Approximating a conditional expectation

Prediction lecture 1: Prediction vs causal inference

Prediction lecture 1: Prediction vs causal inference

Canvas hack: add/link to existing page in two seconds

Canvas hack: add/link to existing page in two seconds

Editing a recorded lecture in iMovie (Mac only)

Editing a recorded lecture in iMovie (Mac only)

Using Zoom to record a slideshow presentation

Using Zoom to record a slideshow presentation

Basic Econometrics - Conditional expectations

Basic Econometrics - Conditional expectations

Basic Econometrics - Best linear predictions

Basic Econometrics - Best linear predictions

Basic Econometrics - Confidence interval for a slope coefficients

Basic Econometrics - Confidence interval for a slope coefficients

Basic Econometrics - The two-sided t-test

Basic Econometrics - The two-sided t-test

Basic Econometrics - Review of statistical testing

Basic Econometrics - Review of statistical testing

Basic Econometrics - The F-test

Basic Econometrics - The F-test

Basic Econometrics - Normal quantiles

Basic Econometrics - Normal quantiles

P-values - uses and pitfalls

P-values - uses and pitfalls

Basic Econometrics - The power of the two-sided t-test

Basic Econometrics - The power of the two-sided t-test

Basic Econometrics - The distribution of the OLS estimator

Basic Econometrics - The distribution of the OLS estimator

Basic Econometrics - The variance of the OLS estimator

Basic Econometrics - The variance of the OLS estimator

Basic Econometrics - Unbiasedness and consistency of OLS

Basic Econometrics - Unbiasedness and consistency of OLS

Basic Econometrics - Statistics Review 1

Basic Econometrics - Statistics Review 1

Basic Econometrics - Statistics Review 2

Basic Econometrics - Statistics Review 2

Basic Econometrics - Statistics Review 3

Basic Econometrics - Statistics Review 3

Basic Econometrics - Statistics Review 4

Basic Econometrics - Statistics Review 4

Basic Econometrics - Statistics Review 5

Basic Econometrics - Statistics Review 5

The full rank assumption and the dummy variable trap

The full rank assumption and the dummy variable trap

The linear regression model, part 2

The linear regression model, part 2

The linear regression model, part 1

The linear regression model, part 1