[OLD] [PE I] 2018 Fall Semester

2018-06-21 16:53

Announcements

 

 

Course Information

TitleLink
1Course IntroductionIntroduction
2Literature (Theory)R.Lapinskas, Practical Econometrics I. Regression Models (Lecture Notes)
3Literature (Practice)R.Lapinskas, Practical Econometrics I. Regression Models (Computer Labs)

[(LINK) A First Lesson In Econometrics (2 pages)]

Lecture Files

TitleLink
1Lecture Notes (updated for each lecture)Link
2Univariate Regression TasksLink
Univariate Regression Example with wage dataset
Other Univariate Regression Examples		[HTML (R)] [.ipynb] [.7zip]
Link
3Multiple Regression Tasks (updated for each lecture)Link
4Multiple Regression Example with wage dataset[HTML (Python)], [.zip], [.ipynb]
[HTML (R)], [.ipynb]
5Discrete Response Model TasksLink
6Discrete Response Model Example with labor force participation dataset[HTML (R)], [.ipynb]
7EXTRA TASKLink

 

Additional Info

 

  • Examine the example the [.ipynb] file, to make sure that you can run code from online python script files (a similar system will be used for Midterm II)

To use Cramer-von-Mises test in Python:

  • Open Anaconda Navigator. Go to “Environments”;
  • Click on the green arrow next to “base (root)” and select “Open Terminal”;
  • Enter the following command to install the required package:

pip install scikit-gof

  • To use the test for a fitted model  variable “my_model” write:

import skgof as skgof

skgof.cvm_test(data = my_model.resid, dist = stats.norm(0, np.sqrt(np.var(my_model.resid))))[1]

Categories: Old Versions
 Last updated: 2020-01-25 14:48