Econometric Methods

This section is intended to get you through your undergraduate (and maybe graduate) studies in econometrics. It is based on examples from Wooldridge, J.M. (2013). Introductory econometrics: A modern approach (5^thed.). I have also reproduced the examples of the main text, which you can find in the reproduction section of the site. Alternatively, Heiss, F. (2016) Using R for Introductory Econometrics is a standalone textbook, which covers the same topics as Wooldridge (2013) and provides an introduction to R as well.

• Ordinary least squares (OLS)
• Hypothesis testing
• Heteroskedasticity robust standard errors
• Instrumental variables
• Limited dependend variables
• Panel data estimators