I first studied Econometrics in the fall of 2020 at UW-Madison, USA. The more I learn, the more criticisms of this subject I hear. Some people are annoyed by Econometrics since it (as a statistical tool or just pseudoscience in their eyes) shares the name "Econ" with Microeconomics and Macroeconomics, two highly honorable subjects in Econ world. I, as a former first-year Econ PhD student and a currently jobless person, have no ability to argue for/against the honorability of Econometrics. Here, I just want to share some of my (beginner-level) Econometrics notes, in case that some new Econometrics learners are (or will be) in need. Comments are always welcomed; my contact is ianho0815@outlook.com.
No matter whether or not Econometrics is worth learning, I sincerely thank Professor Xiaoxia Shi and Professor Jack Porter (who built up my initial understanding of Econometrics) as well as Professor Le Wang (who refreshed my understanding of probability distribution).
Note: Due to a possible GitHub bug (discussed here and there), the following internal links may not work in the surfaced version of README.md file, but they work well after you explicitly enter the README.md file by clicking it in the repository.
| Topic | Note | Coding Example | Date Modified |
|---|---|---|---|
| Characterizing a Distribution by PMF, PDF, CDF, or Quantile | Stata / R / Python | 07/24/2023 | |
| Moments of a Distribution: Definitions & Calculations | Stata / R / Python | 08/25/2023 | |
| Coefficient Interpretation after Log Transformation | Stata / R / Python | 08/22/2023 | |
| Frisch-Waugh-Lovell Theorem | Stata / R / Python | 09/13/2023 | |
| Sum of Squares and |
Stata / R / Python | 09/25/2023 | |
| Chi-Squared Test of Independence | Webpage | Stata / R / Python | 12/01/2023 |