Skip to content


Switch branches/tags

Name already in use

A tag already exists with the provided branch name. Many Git commands accept both tag and branch names, so creating this branch may cause unexpected behavior. Are you sure you want to create this branch?

Latest commit


Git stats


Failed to load latest commit information.
Latest commit message
Commit time

EC 421, Winter 2019

Welcome to Economics 421: Introduction to Econometrics (Winter 2019) at the University of Oregon (taught by Edward Rubin).

For information on the course specifics, please see the syllabus.

Lecture slides

The slides below (linked by their topic) are .html files that will only work properly if you are connected to the internet. If you're going off grid, grab the PDFs (you'll miss out on gifs and interactive plots, but the equations will render correctly). I create the slides with xaringan in R. Thanks go to Grant McDermott for helping/pushing me to get going with xaringan.

  1. The introduction to "Introduction to Econometrics"
    PDF | .Rmd
  2. Review of key math/stat/metrics topics
    Density functions, deriving the OLS estimators, properties of estimators, statistical inference (standard errors, confidence intervals, hypothesis testing), simulation
    PDF | .Rmd
  3. Review of key topics from EC320
    (the first course in our intro-to-metrics sequence)
    PDF | .Rmd
  4. Heteroskedasticity: Tests and implications
    PDF | .Rmd
  5. Living with heteroskedasticity: Inference, WLS, and specification
    PDF | .Rmd
  6. Consistency and OLS in asymptopia
    PDF | .Rmd
  7. Introduction to time series
    PDF | .Rmd
  8. Autocorrelated disturbances
    Implications, testing, and estimation. Also: introduction ggplot2 and user-defined functions.
    PDF | .Rmd
  9. Nonstationarity
    Introduciton, implications for OLS, testing, and estimation. Also: in-class exercise for model selection.
    PDF | .Rmd
  10. Causality
    Introduction to causality and the Neymam-Rubin causal model. Also: Recap of in-class model-selection exercise.
    PDF | .Rmd
  11. Instrumental Variables
    Review the Neymam-Rubin causal model; introduction to instrumental variables (IV) and two-stage least squares (2SLS). Applications to causal inference and measurement error. Venn diagrams.
    PDF | .Rmd
  12. Panel Data
    A brief introduction to panel data.
    PDF | .Rmd

Problem sets

  1. Problem set 1: Review of OLS
    PDF | Data | Solutions
  2. Problem set 2: Heteroskedasticity, consistency, and time series
    PDF | Data | Solutions
  3. Problem set 3: Time series and autocorrelation
    PDF | Data | Solutions
  4. Problem set 4: Nonstationarity, causality, and instrumental variables
    PDF | Data | Solutions




Introduction to Econometrics at the University of Oregon (EC421) during Winter quarter, 2019. Taught by Edward Rubin






No releases published


No packages published