Master's Econometrics

This is a Master's level Econometrics course taught using Stata and R.

0. Intro to Stata, Intro to R

1. Econometrics and Economic Data

2. Simple Regression Model

3. Multiple Regression Model

4. Regression Inference

5. OLS Asymptotics

6. Regression Variable Transformations

7. Regression with Indicator Variables

8. Heteroscedasticity

9. Regression Specification

10. Time Series Data

11. Time Series Models

12. Time Series Models Serial Correlation

13. Simple Panel Data Models

14. Panel Data Models

15. Instrumental Variables

16. Simultaneous Equations

17. Probit and Logit Models

Reference textbook: Woodridge, J. "Introductory Econometrics: A Modern Approach"