Advanced Quantitative Methods
POL 50050 PhD Quantitative Methods II
Tuesday, 11 am-1 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 |
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2 | 26/1 | Ordinary Least Squares | slides | lab | Notes: regression tables | |
3 | 2/2 | Regression diagnostics | slides | lab | homework | |
4 | 9/2 | Time-series 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 |