are 212: multiple equation estimation
I served as the GSI for Max Auffhammer's first-year PhD econometrics course, ARE 212, in Spring 2016. I built these notes off of material from Dan Hammer, Patrick Baylis, and Kenny Bell. I've created some sections from scratch and expanded others, so there are likely mistakes remaining (caveat econometricus). If you find one, let me know!
syllabus:
ARE 212 Syllabus - 2016 Edition
section notes:
Section 1: Introduction to R [PDF] [ZIP: PDF, Rnw, & data]
Section 2: knitr and matrix operations [PDF] [ZIP]
Section 3: Functions and looping (feat OLS) [PDF] [ZIP]
Section 4: Partitioned regression and goodness of fit [PDF] [ZIP]
Section 5: Hypothesis testing [PDF] [ZIP]
Section 6: Figures with ggplot2 [PDF] [ZIP]
Section 7: GLS and MLE [PDF] [ZIP]
Section 8: Large-sample properties of OLS [PDF] [ZIP]
Section 9: Non-standard standard errors I [PDF] [ZIP]
Section 10: Non-standard standard errors II [PDF] [ZIP] [A useful note on Hsiang’s Conley SE implementation in Stata]
Section 11: Instrumental variables [PDF] [ZIP]
Section 12: Power calculations [PDF] [ZIP]
Section 13: Spatial data [PDF] [ZIP - largeish file]
Section 14: Replication [PDF] [ZIP]
Bonus: Monte Carlo primer [PDF] [ZIP]
other useful stuff:
Google's R style guide
RStudio's cheat sheets (particularly helpful: the RStudio IDE one, the Data Visualization one, and the Data Wrangling one)
Swirl: R tutorials
