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Intro To Econometrics Labs

This lab is taught in conjunction with EC 320 taught by Philip Economides

Lab Session:

  • Thursdays 4:00pm–5:20pm, Mackenzie Hall 422

Office Hours:

  • Friday 2:00pm-3:00pm, PLC 827

Email: mwood13@uoregon.edu

Prerequisite Installations:

Recomended Installations:

Lab Slides

Slides will be posted after class. Use these resources to recap over what has been covered. If using the Pull feature, be sure to do so regularly before engaging with material.

Week 1: Intro to R.

  1. An introduction to R.
  2. Project management.
  3. Markdown files and knitting.
  4. How to use Tex language for writing in markdown.

Content

Week 1 Slides

Week 2: Data wrangling using tidyverse

  1. Installing Packages
  2. Laoding data with readr
  3. Cleaning data with tidyr
  4. Manipulating data with dplyr

Content

Week 2 Slides

This weeks slides are courtesy of Philip

Week 3: Visualization using ggplot2

  1. Creating Line, Density, and Scatterplots
  2. Faceting
  3. Layering Plots

Content

Week 3 Slides

Week 4: Regression Analysis

  1. Manual OLS
  2. OLS with lm

Content

Week 4 Slides | Using Stargazer

Week 5: No Lab

Week 6: Hypothesis Testing & Confidence Intervals

  1. Manually Calculate Confidence Intervals
  2. Graph Confidence Intervals
  3. Manually Conducting Hypothesis Tests
  4. Using ifelse statements

Content

Week 6 Slides

Week 7: Omitted Variable Bias Simulation

  1. How to identify Omitted Variables
  2. How to identify Irrelevent Valiables
  3. F-Tests
  4. Intro to Iterated Simulations

Content

Week 7 Slides

Week 8: Maps, Functions, and Loops

  1. Visualizing Spacial Data
  2. Intro to Function Writing
  3. Intro to Loops

Content

Week 8 Slides

Week 9: Interaction Terms and Non-Linear Relationships

  1. Log-Linear Regressions and Interpretations
  2. Quadratic Relations
  3. Interaction Variables and Marginal Effects

Content

Week 9 Slides

Week 10: Heteroskedasticity and Autocorrelation

  1. Goldfeld-Quant Test
  2. Breusch-Pagan Test
  3. White Test
  4. Correcting for Clustered Standard Errors

Content

Week 10 Slides

Thanks

I would like to thank Philip for assistance in setting up this course site and for providing some of the slide content.

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