Applied Regression Analysis for PIDE Researchers

These lectures will provide training in state of the art methodology for getting empirically valid results using regression analysis. NEW (temporary) HOMEPAGE for these lectures, with supporting materials: DHSY

Lecture 01: Introduction – Problems with Standard Econometric Methodology

Lecture 02: The Encompassing Approach, and its implications for Valid Regression Models

Lecture 03: Exploratory Data Analysis

Lecture 04: Reading DHSY — Introduction

Lecture 05: DHSY – Comparing Nested Models using Encompassing

Lecture 06: Methodological Mistakes and Econometric Consequence

Lecture 07: Learning to REASON with numbers

Lecture 08: Histograms

Lecture 09: Kernel Density Representations of Data

Lecture 10: Binomial Distribution & Asymptotics