/econometrics

Deliverables for the course Econometrics I at the University of Copenhagen

Primary LanguageStata

Econometrics I

I took a couple of courses at the University of Copenhagen as part of my work at the City of Copenhagen.

I've wanted to go more in depth with statistics, economics and more advanced statistical analyses but felt my foundations were rusty. This was the first course I followed

I will not be including my notes as they are written in Joplin and I can't be bothered transferring them to here. The course exclusively used Introductory Econometrics: A Modern Approach by Wooldridge.

Topics covered were:

  • Regression Analysis with Cross-Sectional Data
    • Simple Regression Model
    • Multiple Regression Analysis: Estimation
    • Multiple Regression Analysis: Inference
    • Multiple Regression Analysis: OLS Asymptotics
    • Multiple Regression Analysis: Further Issues
    • Multiple Regression Analysis with Qualitative Information
    • Heteroskedasticity
  • Regression Analysis with Time Series Data
    • Basic Regression Analysis with Time Series Data
    • Further Issues in using OLS with Time Series Data
  • Advanced Topics
    • Pooling Cross Sections across Time: Simple Panel Data Methods
    • Advanced Panel Data Methods
    • Instrumental Variables Estimations and Two-Stage Least Squares

Assignments

Attached to this Github Repository are my mandatory deliverables for the course. They cover a variety of relevant Econometric Topics as outlined above.

Code language

Sadly the course worked solely in STATA. I have never had an interest in learning STATA nor have I had any experience with using the language before. I guess it was a (good) learning experience.