arlionn/r-ms-applied-econometrics

Applied Econometrics (AECN 396/AECN896-002)

This is the repository for AECN896-002 at the University of Nebraska Lincoln, where you can find lecture slides and links to the datasets used during lectures.

Syllabus

Syllabus (pdf)

Lecture Notes

• Lecture 0: Introduction (html, pdf)

• Lecture 1: Univariate Regression (html, pdf)

• Lecture 2: Multivariate Regression (html, pdf)

• Lecture 3: Monte Carlo Simulation (html, pdf)

• Lecture 4: Omitted Variable Bias and Multicollinearity (html, pdf)

• Lecture 5: Hypothesis Testing (html, pdf)

• Lecture 6: Standard Error Estimation (html, pdf)

• Lecture 7: More on Econometric Modeling (html, pdf)

• Lecture 8: OLS Asymptotics (html, pdf)

• Lecture 9: Endogeneity (html, pdf)

• Lecture 10: Variation and Identification (html, pdf)

• Lecture 11: Panel Data Estimation Methods (html, pdf)

• Lecture 12: Instrumental Variable Approach (html, pdf)

• Lecture 13: DID (html, pdf)

• Lecture 14: Discrete Choice (html, pdf)

Appendix

• Lecture A3: Research Demonstration Supplementary Information (html, pdf)

Assignments

• Assignment 1 (Submission Link)

• Assignment 2 (Submission Link)

• Assignment 3 (Submission Link)

Final paper

• Final Paper (Instruction, Submission Link)