Block 1 presentation and R scripts
R scripts for seminars - outline of Block 1
1) Attend.Rmd
- [Wooldridge 5th Edition], Example 6.3
- Aim: repetition of models with CS data, interaction elements, marginal effects and their standard errors (reparametrization, Delta method).
2) GMM_Estimation.R
- based on: Wooldridge, Introductory Econometrics, (5th ed.) Example 10.9
- Aim: MM estimation, GMM estimation of linear models
3) MLE_Example.R
- Aim: manual estimation of SLRM coefficients using MLE, illustrative example
4) OLS_NLRM_Cons.R
- Greene: Econometric Analysis (5th ed., 2002), pages 171-173
- Aim: Aggregate consumption, OLS vs NLRM
5) OLS_LAD_QREG.R
- based on /expanded/ example: Wooldridge, Introductory Econometrics, (5th ed.) Example 9.10
- based on Greene, 7.10
- Aim: OLS vs LAD, Quantile regression
6) kFCV.Rmd
- Aim: Compare predictive properties of different models using the k-Fold Cross Validation method
7) Bootstrap.R
- Aim: Simple applications (examples) of the bootstrap method
8) Monte_Carlo.Rmd
- Aim: Small-sample properties of DW and BG tests, test power evaluation through simulations.
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