# Cross Section Econometrics Notes¶

This course brings a linear algebra approach to econometrics for undergraduates. Students are exposed to theory that is commonly taught at a graduate level, and in these notes I try to fill in the gaps and provide intuition. Additionally, in class exercises students examine the linkage between theory, linear algebra and coding for solidifying econometric intuition.

These notes draw heavily from texts by Green [Gre07] and Wooldridge [Woo10].

In the class we explore the following models/methods:

Ordinary Least Squares

Endogeneity and Instrumental Variables Regression

Panel Data

Maximum Likelihood

Probit and Logit

Tobit, Truncated Regression, and the Heckman Model

Conditional and Multinomial Logit

Count Data Models

Bootstrapping

- Gre07
William H Greene.

*Econometric analysis, 6th Edition*. Pearson College Division, 2007.- Woo10
Jeffrey M Wooldridge.

*Econometric analysis of cross section and panel data*. MIT press, 2010.