Econometrics 1 – Universidad de los Andes (2024 and 2026)
Summer class, Universidad de los Andes (Colombia), 2024
Econometrics 1 introduces the foundational tools of applied econometric analysis. It focuses on the basic linear regression model and a little of causal inference. The course blends theoretical lectures with practical sessions using the R programming language.
Topics include OLS estimation and statistical inference, model assumptions and diagnostics, heteroskedasticity, asymptotic theory, and introduction to causal inference.
Materials:
- 📄 Week 1 Statistical Overview
- 📄 Week 2 OLS
- 📄 Week 3 Statistical Inference
- 📄 Week 4 Asymptotic Theory
- 📄 Week 5 Potential Outcomes
Additional Topics (Week 6):