Week 1: Big picture of Econometrics
主讲教师:黄乃静
| 课程编号: | 0510150 |
This course intends to expose you to the statistical techniques that economists use for esti- mating, testing, and forecasting economic relationships. The emphasis is on understanding the techniques involved and also on what they mean in terms of the economic problem be- ing studied. Successful completion of this course should allow you to (1) read much of the professional empirical literature in economics and (2) be prepared to start doing independent research using economic data. There will be significant emphasis on the use of the statistical softwares.
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| 1.1 Syllabus |
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| 1.2 How Big Data is Changing Economics? |
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| 1.3 Additional reading materials and homework |
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| 2.1 What is Econometrics? |
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| 2.2 Remark: from Economics to Econometrics |
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| 2.3 Introduction to STATA |
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| 3.1 Ceteris Paribus Effects and useful data set |
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| 3.2 Simple Regression Model |
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| 3.3 Goodness of fit and stata ex |
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| 4.1 Unit of measurement and functional form |
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| 4.3 Further Remark about Assumptions of SLR |
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| 5.1 Asymptotical property of OLS Estimator |
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| 5.2 Motivation for MLR, and its Estimation |
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| 5.3 Goodness of fit in MLR |
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| 6.1 Basic Assumptions in MLR |
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| 6.2 Mean and Variance of OLS estimator in MLR |
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| 6.3 Sampling Distribution of OLS estimator in MLR |
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| 7.1 Statistic Inference for Single Parameter and p-value |
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| 7.2 Testing Multiple Linear Restrictions |
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| 8.1 Data Scaling |
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| 8.2 More Functional Form: Quadratic Term |
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| 8.3 More Functional Form: Interaction Term |
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| 10.1 More on Goodness of fit |
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| 10.3 Chow Test, DID and STATA exercise |
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| 11.1 Heteroskedasticity in cross-sectional data |
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| 11.3 Forecasting with ARMA models |
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| 12.1 Probit Logit Model |
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| 12.2 Introduction to Maximum Likelihood Estimator |
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| 12.3 Probit Logit 模型估计和解释 |
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| 13.2 Introduction to Panel Data I |
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| 13.3 Fixed Effects Models |
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| 14.1 Fixed Effects Model Cont |
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| 14.3 Important concepts and Example for Final |
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| 15.1 上课内容回放 |
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| 16.1 上课PPT |
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| 16.2 上课回放 |
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| 17.1 PPT |
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| 17.2 视频回放 |
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