Lectures
Week 1
Erasmus Universiteit · Int. Economics and Business Economics
Y2 - Introduction to EconometricsInhoud
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- Week 1:
- L1: Methods and exercises
- 1.1. What is scientific research?
- 1.2. Exercise on scientific learning
- 1.3 Association versus causal effect
- 1.4. Types of data and unit of analysis
- 1.5. Operationalization and conceptualization: methods and exercise.
- L2: OLS-simple linear regression estimation and goodness of fit
- 2.1. Simple linear regression model: brief introduction and some examples
- 2.2. Finding out about relationships between varaibles: graphs covariance and correlation
- 2.3. The linear regression model
- 2.4. Estimation of coefficents of regression model: the OLS estimator
- 2.5. Comparing correlation with linear regression model
- 2.6. OLS practical example
- 2.7. Goodness of fit measures: R^2 and SER
- Exercises 2.1. Introduction to Stata
- Exercises 2.2. First part of Emprical exercise 4.2 of the book
- L3: OLS-simple linear regression assumptions and properties
- 3.1. OLS: Introduction assumptions
- 3.2. OLS assumption 1: Zero Conditional Mean
- 3.3. OLS assumption 2: Independent and identically distributed observations
- 3.4. OLS assumption 3: Large outliers in X and Y are unlikely
- 3.5. Sampling distribution of OLS estimators (if assumptions hold)
- 3.6. Property of OLS estimators: Mean of OLS estimator and unbiasedness
- 3.7. Property of OLS estimators: variance of estimators and consistency
- Exercises 3. 2nd part of the Empirical Exercise 4.2. of the book
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