Online Courses

A Mini-Course on Applied Regression Analysis for PIDE Faculty in Sep 2015 (original website ARAfPF) New Website for this course, with many more lectures on Econometric Methdology: DHSY to be renamed Econometric Methodology

This website contains course material for three different parallel and overlapping first courses on econometrics.

See also: TEN COURSES, for a more recent list of available online course materials ( April 2020)

Applied Econometrics Sep '14 at PIDE

Visit APPLIED ECONOMETRICCS BLOG for current notices and further information about course. See also, DHSY website for more detailed explanations of the contents of Lecture 12 on Encompassing and the Hendry Methodology.

VIDEOS for lectures are linked on THIS PAGE.

Lecture 1: General Introduction to Course -- AUDIO for taped lecture.

Lecture 2: Distributions. (lecture + associated materials)

Lecture 3: Changing Distributons over Time.

Lecture 4: Regression Models

Lecture 5: Looking At Data

Lecture 6: Independence in Contingency Tables

Lecture 7: Describing Conditional Distributions

Lecture 8: Bivariate Relations

Lecture 9: Causality

Lecture 10: Randomized Controlled Experiments

Lecture 11: Observational Studies