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Y2 - Introduction to Econometrics

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Lectures

Week 1

Erasmus Universiteit · Int. Economics and Business Economics

Y2 - Introduction to Econometrics

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  1. Week 1:
  2. L1: Methods and exercises
  3. 1.1. What is scientific research?
  4. 1.2. Exercise on scientific learning
  5. 1.3 Association versus causal effect
  6. 1.4. Types of data and unit of analysis
  7. 1.5. Operationalization and conceptualization: methods and exercise.
  8. L2: OLS-simple linear regression estimation and goodness of fit
  9. 2.1. Simple linear regression model: brief introduction and some examples
  10. 2.2. Finding out about relationships between varaibles: graphs covariance and correlation
  11. 2.3. The linear regression model
  12. 2.4. Estimation of coefficents of regression model: the OLS estimator
  13. 2.5. Comparing correlation with linear regression model
  14. 2.6. OLS practical example
  15. 2.7. Goodness of fit measures: R^2 and SER
  16. Exercises 2.1. Introduction to Stata
  17. Exercises 2.2. First part of Emprical exercise 4.2 of the book
  18. L3: OLS-simple linear regression assumptions and properties
  19. 3.1. OLS: Introduction assumptions
  20. 3.2. OLS assumption 1: Zero Conditional Mean
  21. 3.3. OLS assumption 2: Independent and identically distributed observations
  22. 3.4. OLS assumption 3: Large outliers in X and Y are unlikely
  23. 3.5. Sampling distribution of OLS estimators (if assumptions hold)
  24. 3.6. Property of OLS estimators: Mean of OLS estimator and unbiasedness
  25. 3.7. Property of OLS estimators: variance of estimators and consistency
  26. Exercises 3. 2nd part of the Empirical Exercise 4.2. of the book

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Y2 - Introduction to Econometrics