This repository contains materials as well as the assignments of Econometric Summer course at UCPH in 2023. This course is mainly about OLS (Ordinary Least Square) estimation method for linear regression with all of the things that related to it: assumptions, inference, asymptotic and non-asymptotic properties, heteroskedasticity, data issue, and proxy variables. Aside that, it also introduces Instrumental Variables and 2LS estimation method. Beside heavily relied on math, this course also offered practicality in the form of assignments. All of the assignment files are in Quarto format (.qmd). I also provided the rendered file in html format.
abdulfaqihalm/ucph_econometric
Econometric Summer Course at The University of Copenhagen Summer 2023
HTML