Advanced Quantitative Methods
POL 50050 PhD Quantitative Methods II
Tuesday, 11 am1 pm, on Zoom.
While the statistical package R is the software used on slides, students can use any package of choice. A booklet with commands in R, Stata, and SPSS will be made available. R can be downloaded for free here. A handy overview of R regression commands can be found here: reference card for regression. A more general one for R is here: short reference card. Finally, there is an extensive overview of R packages relevant for econometrics.
A booklet is in production with all relevant commands for the course in a number of different statistical packages, with an early draft here: Statistical Software Guide for Introductory Econometrics. Since we are actively working on this booklet, any feedback would be greatly appreciated.
For R users, please make sure to install the following packages prior to the second lecture of the course:
faraway, arm, lmtest, tseries, ape, MASS, plm, and pcse.
Data can be found on the teaching data page, but for homeworks also original replication data sets might be used.
1  19/1  Mathematics review & statistical estimators  slides  lab  Notes: math review  statistical estimators Videos: matrices  sampling distribution 

2  26/1  Ordinary Least Squares  slides  lab  Notes: regression tables  
3  2/2  Regression diagnostics  slides  lab  homework  
4  9/2  Timeseries analysis  slides  lab  
5  16/2  Panel & multilevel data  slides  lab  
6  23/2  Model specification & matching  slides  lab  Notes: causal inference  homework 
7  2/3  Intrumental variables & regression discontinuity  slides  lab  
8  23/3  Maximum Likelihood  slides  lab  
9  30/3  Limited dependent variables I  slides  lab  homework  
10  6/4  Limited dependent variables II  slides  lab  
11  13/4  Bootstrap & simulation  slides  lab  Notes: bootstrap & simulation  
12  20/4  Spatial & network data  slides  lab  homework 