{"id":1003,"date":"2019-08-17T10:27:42","date_gmt":"2019-08-17T12:27:42","guid":{"rendered":"http:\/\/web.vu.lt\/mif\/a.buteikis\/?p=1003"},"modified":"2020-01-25T15:09:18","modified_gmt":"2020-01-25T17:09:18","slug":"pe-i-2019-fall-semester","status":"publish","type":"post","link":"http:\/\/web.vu.lt\/mif\/a.buteikis\/2019\/08\/17\/pe-i-2019-fall-semester\/","title":{"rendered":"[PE I] 2019 Fall Semester"},"content":{"rendered":"<hr \/>\n<h2><strong><span style=\"color: #ff0000;\">RESULTS:<\/span> [<span style=\"color: #0000ff;\"><a style=\"color: #0000ff;\" href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/10\/PE_1_RESULTS_2019.pdf\">Link<\/a><\/span>]<\/strong><\/h2>\n<p>&nbsp;<\/p>\n<hr \/>\n<h2>Announcements<\/h2>\n<ul>\n<li><span style=\"color: #ff6600;\"><strong>Extra Task(-s)<\/strong><\/span><span style=\"color: #ff9900;\"><span style=\"color: #000000;\">:<\/span><\/span> results added (see above file);<\/li>\n<li><span style=\"color: #008000;\"><strong>Midterm I:<\/strong><\/span> results added (see above file);<\/li>\n<li><strong><span style=\"color: #008000;\">Midterm II<\/span><\/strong>: results added (see above file);<\/li>\n<li><span style=\"color: #008000;\"><strong>Exam<\/strong><\/span><span style=\"color: #000000;\">: results added (see above file). Grades will be added in the system on Saturday, around 14:00.<\/span><span style=\"color: #008000;\"><br \/>\n<\/span><\/li>\n<\/ul>\n<ul>\n<li><a href=\"http:\/\/www.principlesofeconometrics.com\/poe5\/poe5.html\">Principles of Econometrics website<\/a> seems to be up now. You can manually download the files [<a href=\"http:\/\/www.principlesofeconometrics.com\/poe5\/poe5csv.html\">here<\/a>] and their definitions [<a href=\"http:\/\/www.principlesofeconometrics.com\/poe5\/poe5def.html\">here<\/a>].<\/li>\n<\/ul>\n<p><strong><span style=\"color: #ff0000;\">Important!<\/span><\/strong> <strong>Download the following [<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/testing_files\/Python_Notebook_Test_2019.ipynb\" download=\"\">.ipynb file<\/a>]\u00a0 file and make sure that everything works on your machine. <\/strong><\/p>\n<p>ERASMUS students, who want to use R + RStudio, can use RStudio and verify that everything works by downloading the [<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/testing_files\/R_Notebook_Test_2019.Rmd\" download=\"\"><strong>.Rmd<\/strong><\/a>] file and inputting their student code and pressing the &#8220;Knit&#8221; button in RStudio to generate a .html file.<\/p>\n<p>&nbsp;<\/p>\n<hr \/>\n<h2>Course Information<\/h2>\n<p><span style=\"color: #339966;\"><strong>Important: from 2019 the course is taught in English.<\/strong><\/span><\/p>\n\n<table id=\"tablepress-11\" class=\"tablepress tablepress-id-11\">\n<thead>\n<tr class=\"row-1\">\n\t<td class=\"column-1\"><\/td><th class=\"column-2\">Title<\/th><th class=\"column-3\">Link<\/th>\n<\/tr>\n<\/thead>\n<tbody class=\"row-striping row-hover\">\n<tr class=\"row-2\">\n\t<td class=\"column-1\">1<\/td><td class=\"column-2\">Course Introduction, Overview and Requirements<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/09\/PE_1---Introduction.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">Link<\/a>,<br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/09\/R_Python_Intro.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">R_vs_Python<\/a><\/td>\n<\/tr>\n<tr class=\"row-3\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\">Setup R, Python and JupyterLab on MIF Linux computers<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/09\/MIF_PC_setup.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-4\">\n\t<td class=\"column-1\">2<\/td><td class=\"column-2\">Lecture Notes (usually updated throughout the course)<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/PE_Book\/index.html\" target=\"_blank\" rel=\"noopener noreferrer\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-5\">\n\t<td class=\"column-1\">3<\/td><td class=\"column-2\">Template files on how to separately write down various formulas, as well as format text\/comments alongside your code blocks\/chunks and its output. <br \/>\n<br \/>\nThe code is provided only as a simple example to see how it visually looks like alongside some random comments.<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/software_templates\/Python_JupyterLab_Template.ipynb\" target=\"_blank\" download=\"\" rel=\"noopener noreferrer\">Python: JupyterLab<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/software_templates\/Python_JupyterLab_Template.html\" target=\"_blank\" rel=\"noopener noreferrer\">(HTML output)<\/a><br \/>\n<br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/software_templates\/R_JupyterLab_Template.ipynb\" target=\"_blank\" download=\"\" rel=\"noopener noreferrer\">R: JupyterLab<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/software_templates\/R_JupyterLab_Template.html\" target=\"_blank\" rel=\"noopener noreferrer\">(HTML output)<\/a><br \/>\n<br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/software_templates\/R_Notebook_Template.Rmd\" target=\"_blank\" download=\"\" rel=\"noopener noreferrer\">R:  RStudio<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/software_templates\/R_Notebook_Template.html\" target=\"_blank\" rel=\"noopener noreferrer\">(HTML output)<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<!-- #tablepress-11 from cache -->\n<p>&nbsp;<\/p>\n<hr \/>\n<h2>Lecture Files<\/h2>\n\n<table id=\"tablepress-17\" class=\"tablepress tablepress-id-17\">\n<thead>\n<tr class=\"row-1\">\n\t<td class=\"column-1\"><\/td><th class=\"column-2\">Title<\/th><th class=\"column-3\">Link<\/th>\n<\/tr>\n<\/thead>\n<tbody class=\"row-striping row-hover\">\n<tr class=\"row-2\">\n\t<td class=\"column-1\">1<\/td><td class=\"column-2\">Univariate Regression:<br \/>\nGeneral Concepts, OLS, R &amp; Python implementation<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/09\/UnivariateRegression.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-3\">\n\t<td class=\"column-1\">2<\/td><td class=\"column-2\">Univariate Regression:<br \/>\nOLS, Regression Models &amp; Interpretation<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/09\/UnivariateRegression_2.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-4\">\n\t<td class=\"column-1\">3<\/td><td class=\"column-2\">Univariate Regression:<br \/>\nMLE, Confidence Intervals and Hypothesis Testing<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/09\/UnivariateRegression_3.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-5\">\n\t<td class=\"column-1\">4<\/td><td class=\"column-2\">Univariate Regression:<br \/>\nHypothesis Testing (Review), OLS Prediction and Prediction Intervals, GoF<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/10\/UnivariateRegression_4.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-6\">\n\t<td class=\"column-1\">\ud83d\udcca<\/td><td class=\"column-2\">Univariate Regression: <br \/>\nData Subsampling &amp; Chapter Review<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/10\/UnivariateRegression_Summary.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-7\">\n\t<td class=\"column-1\">5<\/td><td class=\"column-2\">Multivariable Regression: <br \/>\nModel Specification<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/10\/MultivariableRegression_1.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-8\">\n\t<td class=\"column-1\">6<\/td><td class=\"column-2\">Multivariable Regression:<br \/>\nOLS, Confidence Intervals, Hypothesis Testing &amp; GoF<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/10\/MultivariableRegression_2.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-9\">\n\t<td class=\"column-1\">7<\/td><td class=\"column-2\">Multivariable Regression:<br \/>\nRestricted Least Squares, Multicollinearity<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/10\/MultivariableRegression_3.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-10\">\n\t<td class=\"column-1\">8<\/td><td class=\"column-2\">Multivariable Regression:<br \/>\nGeneralized Least Squares, Heteroskedastic and Autocorrelated Errors<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/11\/MultivariableRegression_4.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-11\">\n\t<td class=\"column-1\">9<\/td><td class=\"column-2\">Multivariable Regression:<br \/>\nGeneral Modelling Difficulties<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/11\/MultivariableRegression_5.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">Part I<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/11\/MultivariableRegression_6.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">Part II<\/a><\/td>\n<\/tr>\n<tr class=\"row-12\">\n\t<td class=\"column-1\">\ud83d\udcca<\/td><td class=\"column-2\">Multivariable Regression:<br \/>\nChapter R Code Review<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/11\/MultivariableRegression_Summary.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-13\">\n\t<td class=\"column-1\">10<\/td><td class=\"column-2\">Discrete Response Models: <br \/>\nBinary Response Variables - Logit, Probit &amp; Parameter Interpretation<\/td><td class=\"column-3\">see lecture <br \/>\nnotes<\/td>\n<\/tr>\n<tr class=\"row-14\">\n\t<td class=\"column-1\">11<\/td><td class=\"column-2\">Discrete Response Models: <br \/>\nBinary Response Variables - Goodness-Of-Fit<\/td><td class=\"column-3\">see lecture <br \/>\nnotes<\/td>\n<\/tr>\n<tr class=\"row-15\">\n\t<td class=\"column-1\">12<\/td><td class=\"column-2\"><\/td><td class=\"column-3\"><\/td>\n<\/tr>\n<tr class=\"row-16\">\n\t<td class=\"column-1\">13<\/td><td class=\"column-2\"><\/td><td class=\"column-3\"><\/td>\n<\/tr>\n<tr class=\"row-17\">\n\t<td class=\"column-1\">14<\/td><td class=\"column-2\"><\/td><td class=\"column-3\"><\/td>\n<\/tr>\n<tr class=\"row-18\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\">EXTRA TASK<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/11\/extra_data\/extra_task.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">Link<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<!-- #tablepress-17 from cache -->\n<p>&nbsp;<\/p>\n<hr \/>\n<h2>Some Useful Links<\/h2>\n\n<table id=\"tablepress-12\" class=\"tablepress tablepress-id-12\">\n<thead>\n<tr class=\"row-1\">\n\t<td class=\"column-1\"><\/td><th class=\"column-2\">Title<\/th><th class=\"column-3\">Language<\/th><th class=\"column-4\">Link<\/th>\n<\/tr>\n<\/thead>\n<tbody class=\"row-striping row-hover\">\n<tr class=\"row-2\">\n\t<td class=\"column-1\">1<\/td><td class=\"column-2\">NIST\/SEMATECH e-Handbook of Statistical Methods<\/td><td class=\"column-3\">English<\/td><td class=\"column-4\"><a href=\"https:\/\/www.itl.nist.gov\/div898\/handbook\/\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-3\">\n\t<td class=\"column-1\">2<\/td><td class=\"column-2\">Principles Of Econometrics with R<\/td><td class=\"column-3\">English<\/td><td class=\"column-4\"><a href=\"https:\/\/bookdown.org\/ccolonescu\/RPoE4\/\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-4\">\n\t<td class=\"column-1\">3<\/td><td class=\"column-2\">Using R for Introductory Econometrics<\/td><td class=\"column-3\">English<\/td><td class=\"column-4\"><a href=\"http:\/\/www.urfie.net\/read\/mobile\/index.html#p=1\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-5\">\n\t<td class=\"column-1\">4<\/td><td class=\"column-2\">An Introduction to Statistical Learning with Applications in R<\/td><td class=\"column-3\">English<\/td><td class=\"column-4\"><a href=\"http:\/\/faculty.marshall.usc.edu\/gareth-james\/ISL\/ISLR%20Seventh%20Printing.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a> (<a href=\"http:\/\/faculty.marshall.usc.edu\/gareth-james\/ISL\/\" rel=\"noopener noreferrer\" target=\"_blank\">Homepage<\/a>)<\/td>\n<\/tr>\n<tr class=\"row-6\">\n\t<td class=\"column-1\">5<\/td><td class=\"column-2\">The Elements of Statistical Learning: Data Mining, Inference, and Prediction (2nd Ed.)<\/td><td class=\"column-3\">English<\/td><td class=\"column-4\"><a href=\"https:\/\/web.stanford.edu\/~hastie\/ElemStatLearn\/printings\/ESLII_print12.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a> (<a href=\"https:\/\/web.stanford.edu\/~hastie\/ElemStatLearn\/\" rel=\"noopener noreferrer\" target=\"_blank\">Homepage<\/a>)<\/td>\n<\/tr>\n<tr class=\"row-7\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\"><\/td><td class=\"column-3\"><\/td><td class=\"column-4\"><\/td>\n<\/tr>\n<tr class=\"row-8\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\"><\/td><td class=\"column-3\"><\/td><td class=\"column-4\"><\/td>\n<\/tr>\n<tr class=\"row-9\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\">Econometrics website, literature, dataset links, etc.<\/td><td class=\"column-3\">Lithuanian<\/td><td class=\"column-4\"><a href=\"http:\/\/www.statistika.mif.vu.lt\/atsisiuntimui\/ekonometrija\/\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-10\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\">Terminology and overview of descriptive statistics and probability theory<\/td><td class=\"column-3\">Lithuanian<\/td><td class=\"column-4\"><a href=\"http:\/\/www.statistika.mif.vu.lt\/zodynelis\/\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-11\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\">Ra\u010dkauskas A., \u012evadas \u012f ekonometrij\u0105 (Paskait\u0173 konspektai)<\/td><td class=\"column-3\">Lithuanian<\/td><td class=\"column-4\"><a href=\"http:\/\/www.statistika.mif.vu.lt\/wp-content\/uploads\/2014\/05\/Ek-apz-t.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-12\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\">\u010cekanavi\u010dius V. ir Murauskas G., Statistika ir jos taikymai, II knyga<\/td><td class=\"column-3\">Lithuanian<\/td><td class=\"column-4\">MIF library<\/td>\n<\/tr>\n<tr class=\"row-13\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\">\u010cekanavi\u010dius V. ir Murauskas G., Statistika ir jos taikymai, III knyga<\/td><td class=\"column-3\">Lithuanian<\/td><td class=\"column-4\">MIF library<\/td>\n<\/tr>\n<tr class=\"row-14\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\"><\/td><td class=\"column-3\"><\/td><td class=\"column-4\"><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<!-- #tablepress-12 from cache -->\n<p>Note: in the past, there were free DataCamp courses available (as introductions to R and Python programming languages). Unfortunately, as of <a href=\"https:\/\/toptipbio.com\/one-month-free-datacamp\/\">around Q1 of 2019<\/a> this is no longer the case.<\/p>\n<p>Consequently, the lecture notes are updated to include links to alternative freely available interactive courses for R (using `swirl` package) and Python (using PyCharm Edu) programming languages.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>RESULTS: [Link] &nbsp; Announcements Extra Task(-s): results added (see above file); Midterm I: results added (see above file); Midterm II: results added (see above file); Exam: results added (see above file). Grades will be added in the system on Saturday, around 14:00. Principles of Econometrics website seems to be up now. You can manually download [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[13],"tags":[],"class_list":["post-1003","post","type-post","status-publish","format-standard","hentry","category-practical-econometrics-i-ii"],"_links":{"self":[{"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/posts\/1003","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/comments?post=1003"}],"version-history":[{"count":115,"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/posts\/1003\/revisions"}],"predecessor-version":[{"id":1302,"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/posts\/1003\/revisions\/1302"}],"wp:attachment":[{"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/media?parent=1003"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/categories?post=1003"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/tags?post=1003"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}