Econometrics Notes & R Code hopefully helpful resources Section 8 - Friday May 22 Confidence Interval. F-Test, testing for multiple linear restrictions (that is, a test to is if part of your model is significant). F-Test for overall significance of a regression. Models with quadratic terms. (R-Code for all this included) Includes R-Code for SSR from restricted and unrestricted models.
Section 6 & 7 - Friday May 12 Hypothesis testing, t-stat, P-Value.
Section 5 - Friday April 29 Mid-term review.
Section 4 - Friday April 22 Multivariate Regressions. Omitted Variable Bias
Section 3 - Friday April 14 Goodness of fit calculations by hand. Level-level and log-log regressions. Section 2 Notes - Friday April 8th Working with normal distributions (pencil & paper question, good review for exam). Working with OLS in R. Section 1 - Friday April 1st Basics. Hand calc mean, median, variance and standard deviation. Work with R to do more fun, basic statistics what-not. Things to download
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