[last updated in 30th Sep 2021]
These lecture notes are intended for introductory econometrics course, suitable for university/grad students, data/quantitative analysts, junior business/economic/financial researchers and etc.
The lectures notes are loosely based on several textbooks:
- Introduction to Econometrics, by Christopher Dougherty
- Introduction to Econometrics, by James H. Stock and Mark W. Watson
- Basic Econometrics, by Damodar N. Gujarati
Though the lectures are introductory level, it would be ideal that attendants have a slight exposure to probability theory and statistics.
And you would benefit more from the tutorials if you have basic knowledge of:
- NumPy
- Matplotlib
- Pandas
I strongly suggest to download all the files to view them on your PC, since nbviewer and Github has frequent rendering glitches.
Lecture 1 - Simple Linear Regression
updating...
This set of notes are rewritten from my MATLAB econometrics notes, which are outdated. I am still organizing the old materials