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
- Course on Research Frontiers in Economics for PIDE faculty (Sep-Dec 2015)