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
|2||26/1||Ordinary Least Squares||slides||lab||Notes: regression tables|
|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|
|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|