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ARE 212: Econometrics
University of California, Berkeley

Course information

Professor: Greg Duncan [e-mail]

My contact information: Charlie Gibbons [homepage | e-mail]

Lecture: Mondays and Wednesdays, 4--5:30
Location: Tolman 2301

My section times: Tuesdays 4--5:30
Location: Dwinelle 255
Section syllabus

My office hours: Tuesdays 8:30--9:30 and by appointment
Location: Evans Evans 508-7

Please see the bSpace course page for additional information.

Announcements

Feb. 3rd: "Two Conceptions" notes updated.
Jan 31st: Section time and office hour times updated.
Jan. 24th: New resources added.
Jan. 19th: Please install R on your laptop if you have one and bring it to section this week.

Handouts

Introduction to R [pdf | code | data]
Functions and Simulations in R with Parallelization [pdf | code]
Two Conceptions of the Linear Model [slides | notes]
Analyzing Subsets of Data in R [pdf | code | data]
Asymptotics [slides | notes]
A Statistics Pot Luck [slides | notes | code | data]
Variance of OLS Estimators and Hypothesis Testing [slides | notes]
Confidence Intervals and Bootstrapping [slides | notes]
Identification in Fixed Effects and Difference-in-Difference Models [slides | notes]
Non-Linear Models: A Logit Example [slides | notes]
Rubin Causal Model and Instrumental Variables [slides | notes]

Statistics resources

Mostly Harmless Econometrics by Joshua Angrist and Jorn-Steffen Pischke
Cross Validated Q&A board

R resources

Notes on R: A Programming Environment for Data Analysis and Graphics
R quick reference card
Econometrics in R
Google's R Style Guide
Data Manipulation with R by Phil Spector (pdf copy on bspace)
R in a Nutshell by Joseph Adler
R Inferno (see, especially, The Eighth Circle)
Stack Overflow's R Q&A board
Snow Simplified
plyr: Divide and Conquer
Reshaping Data with the reshape Package
ggplot2 Reference Manual
Matlab/R Reference

Stata resources

Quick Stata Guide
Getting Started with Stata
Regression with Stata (Stata Web Books)
Short Guides to Econometrics (with Stata commands)
Stata Class Notes
Stata Starter Kit: FAQs and Learning Modules
The Stata Project-Oriented Guide

LaTeX and Sweave resources

An Introduction to LaTeX
Short Math Guide to LaTeX TeX Stack Exchange Q&A board
Seave User Manual
Sweave Slides
Combining R and LaTeX

Campus Stata access

Doe Data Lab
Haas Computing Service (Haas students only; via remote access to rts64.haas.berkeley.edu)

Creative Commons License
My teaching materials are licensed under a Creative Commons Attribution-Noncommercial 3.0 United States License.

 
 
Last updated: January 19, 2011