Praktikum z ekonometrie (4EK417)
Seminar held by:
Tomas Formanek
Department of Econometrics
Faculty of Informatics and Statistics
University of Economics, Prague
Requirements and classification
Seminar paper
Home assignments
Block 1: Data handling in R
- Data manipulation and visualization basics
- Markdown and Quarto for data & output presentation
- Introduction to Tidyverse packages
tidyr, dplyr, ggplot2, pipe operator %>%
- Importing data from major databases (Eurostat, IMF, Yahoo finance, etc.)
- Missing data, multiple imputation
Materials for Block 1
Supporting materials for Block 1
Block 2: Spatial analysis and spatial econometrics
- Spatial data: basic descriptive analysis
- Spatial data: advanced visualization (choropleths, sf package)
- Spatial econometrics
- Cross-sectional data
- Panel data
- Advanced topics (spatial filtering)
Materials for Block 2
Supporting materials for Block 2
Block 3: Model specification choice methods & extensions to linear models
Model selection
- Theoretical approach: specific-to-general, general-to-specific
- Stepwise model selection
Model selection & regularization
- Penalized regression
- Dimension reduction: PCR & PLS
Moving beyond linearity
- Quantile regression (quick repetition)
- Polynomial and step regression
- Regression splines, smoothing splines
- Local regression
- Generalized Additive Models (GAM)
Materials for Block 3
Supporting materials for Block 3
Block 4: Linear Mixed Effect models
- Introduction to linear mixed effects models
- Longitudinal data
- Hierarchical models
Materials for Block 4
Supporting materials for Block 4
Block 5: Models for binary & limited dependent variables
Materials for Block 5
Supporting materials for Block 5
Block 6: Treatment effects
Materials for Block 6
Supporting materials for Block 6
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