Econometrics

Main Goal: Studying Microeconometrics with Python!

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1. Panel Data Methods

• Topics
  • Pooled OLS
  • First Differencing
  • Fixed Effects
  • Random Effects

2. Instrument Variables Approach

• Topics
  • 2SLS
  • Omitted Variables Bias
  • Applying IV to Pooled Cross Section and Panel Data

3. Machine Learning Techniques

• Topics
  • K Nearest Neighbor Algorithm
  • Spline Regression
  • Discriminant Analysis and Multinomial Logit

References

• Introductory Econometrics: A Modern Approach by Wooldridge, Jeffrey M. (Ch 13, 14, 15)
• The Elements of Statistical Learning: Data Mining, Inference, and Prediction
• Linearmodels (documentation)