Using Python for Introductory Econometrics

Using Python for Introductory Econometrics



https://CourseWikia.com

2020 | English | B08924H17Y | PDF | 428 pages | 2.89 MB

Introduces the popular, powerful and free programming language and software package Python
Focus: implementation of standard tools and methods used in econometrics
Compatible with "Introductory Econometrics" by Jeffrey M. Wooldridge in terms of topics, organization, terminology and notation
Companion website with full text, all code for download and other goodies
Topics

A gentle introduction to Python
Simple and multiple regression in matrix form and using black box routines
Inference in small samples and asymptotics
Monte Carlo simulations
Heteroscedasticity
Time series regression
Pooled cross-sections and panel data
Instrumental variables and two-stage least squares
Simultaneous equation models
Limited dependent variables: binary, count data, censoring, truncation, and sample selection
Formatted reports using Jupyter Notebooks