(Last update: 13.06.2023)
This repository contains my brief notes on the LSE external course EC2020 "Elements of econometrics". R has been used to implement the examples and exercises in the course.
- Chapter 1 - Simple regression model
- Chapter 2 - Multiple regression analysis: Estimation
- HTML_Vignette_Example.Rmd
Dougherty, C. (2016). Introduction to Econometrics, 5th ed. Oxford: Oxford University Press.
(Datasets and various supplementary materials are available at the companion website of the book.)
Hanck, C., Arnold, M., Gerber, A., & Schmelzer, M. (2021). Introduction to Econometrics with R. Creative Commons.
Shea, J. wooldridge: 115 Data Sets for Econometrics. GitHub: https://justinmshea.github.io/wooldridge/index.html
(This is an R library that contains all the datasets of Wooldridge (2020))
Wooldridge, J. (2020). Introductory Econometrics: A Modern Approach, 7th ed. Singapore: Cengage.
(Solutions manual and datasets are available at the companion website of the book.)