Intermediate Econometrics

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Intermediate Econometrics

At the Ministry of Finance of Halcyon, every proposal comes with a regression. Each chapter is one of them, and the question of whether its estimate can be trusted.

Cast

  • YouA junior officer at the Ministry of Finance of Halcyon.
  • Your head of unitWrites one line in pencil on every file.
  • The adviserRuns the regressions; likes tight intervals.

Chapters

  1. Chapter 1A memo says AI tools raise wages, with a very confident interval,and you check what it assumesOLS Assumptions & Diagnostics
  2. Chapter 2Twenty years of quarters arrive in one file,and each residual remembers the lastHeteroskedasticity & Serial CorrelationBy invitation
  3. Chapter 3Instrumental Variables & 2SLSIn preparation
  4. Chapter 4Panel Data Methods (Fixed & Random Effects)In preparation
  5. Chapter 5Limited Dependent Variables (Logit, Probit)In preparation