Econometrics A

• Syllabus

• Writing tips (Cochrane)

• Wooldridge's Econometrics book

• Greene Econometrics book

• Introduction to STATA

Introduction

• Handout 1: Introduction

  Summary Lecture 1

• Handout 0: Review of basic concepts of probability and statistics

Problemsets

• Problemset 1. Due: January 21, before 15:00.

Readings:

• Chapter 1 and 2, Mostly Harmless Econometrics (MHE).

Video:

• Watch this video by Raj Chetty

Stata:

• Here you can find a lot of tips about stata and other useful software.

• Stata do-file to visualise the Law of Large Numbers

Slides

• Handout 2: Building probabilitisc models

Problemsets

• Problemset 2. Due: January 28, before 15:00

Readings:

• Chapter 3, MHE

• Chapters 2 and 3, Wooldridge

• Stata files, Handout 3