Econometrics
Working with Data
(posted: 28 Nov 2022)
Tonight, we'll continue working with data.
Our first step was to install
gretl,
review the
datasets for course project
and (frankly) just start playing with it all.
Playing helps you find the available options and
helps you discover options to learn more about.
Then after playing, the next step is to accomplish a task.
We'll want to create crosstabulations, plot trends,
estimate regression models, ... And we'll want to test
hypotheses with the data.
So my goal for the session is to reproduce my
"Biagi Law" analysis with the
Gretl data
that I provided.
Let's see if I accomplish it tonight. See you there!

course outline
 background  statistics and probability
 lecture 1  ordinary least squares
 lecture 2  maximum likelihood
 lecture 3  hypothesis testing
 lecture 4  violations of the GaussMarkov assumptions
 Kennedy, chaps. 5, 6 and 7
 lecture 5  panel data
 Studenmund, chap. 16
 Kennedy, chap. 18
 lecture 6  heteroskedascity
 lecture 7  probability models
 Studenmund, chap. 13
 Kennedy, chaps. 16 and 17
 logit model,
(wxM)
 lecture 8  timeseries
 Studenmund, chaps. 9, 12 and 15
 Kennedy, chap. 10, 19 and 20
references and software
 statistics
 statistical software
 mathematical software
textbooks
 required:
 other suggestions:
Copyright © 20022022 Eryk Wdowiak
