This website is for Econometric Methodology. Six Lectures on Applied Regression Analysis were give to PIDE Faculty in Sep 2015. Videos are available on separate pages, and a writeup, meant to be used for a BOOK on this topic, has been written up by Atiqur-Rahman - this is attached at bottom of the page..

TEMPORARY (copy from original website - PIDEVCasadzaman - lectures on applied econometrics for PIDE Faculty - sequence of 6 lectures)

Applied Regression Analysis for PIDE Faculty -- Sep 2015

Video Lectures for the Course

See also, DHSY website, which provides some supplementary materials on this topic. These lectures will provide training in state of the art methodology for getting empirically valid results using regression analysis.

Links for other courses: Econometrics, Micro, Macro, etc.

Lecture 01: Axiom of Correct Specification (lecture notes)

Video of Lecture 1: Introduction – Problems with Standard Econometric Methodology

Lecture 02: The Encompassing Approach, and its implications for Valid Regression Models

Lecture 03: Determinants of Corporate Philanthropy: A Case of Karachi

The Original Planned Sequence of Lectures:

These lectures will provide training in state of the art methodology for getting empirically valid results using regression analysis. NEW (temporary) HOMEPAGE for these lectures, with supporting materials: DHSY

Lecture 01: Introduction – Problems with Standard Econometric Methodology

Lecture 02: The Encompassing Approach, and its implications for Valid Regression Models

Lecture 03: Exploratory Data Analysis

Lecture 04: Reading DHSY — Introduction

Lecture 05: DHSY – Comparing Nested Models using Encompassing

Lecture 06: Methodological Mistakes and Econometric Consequence

Lecture 07: Learning to REASON with numbers

Lecture 08: Histograms

Lecture 09: Kernel Density Representations of Data

Lecture 10: Binomial Distribution & Asymptotics