Practical Econometrics and Data Science
2021-04-06 (First version: 07 Aug, 2018)
This e-book/notes is intended to be used complementary to the Practical Econometrics courses at Vilnius University, Faculty of Mathematics and Informatics in Lithuania.
The book is organized in such a way where each chapter expands the models from the previous chapters. Because of this, the chapters are not inclusive, i.e. knowledge of previously covered topics will be required in most cases going forward.
Examples are provided in either R or Python - please refer to Chapter ?? for more information.
This book is compiled using bookdown (version: 0.21).