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
Probit and Logit
Tobit, Truncated Regression, and the Heckman Model
Conditional and Multinomial Logit
Count Data Models
William H Greene. Econometric analysis, 6th Edition. Pearson College Division, 2007.
Jeffrey M Wooldridge. Econometric analysis of cross section and panel data. MIT press, 2010.