Welcome to the website of Mastering Econometrics!
On this page, you can find study materials that accompany Mastering Econometrics and download the necessary data sets (available as .xlsx files) to solve the empirical exercises in the book. We also provide solution scripts based on the programming language R. Please note that these scripts are intended for checking purposes; we highly encourage you to write your own code.
For users that are unfamiliar with R, we have recorded two short instruction videos that explain some of the basics. These can be viewed on this website. We hope that these videos will help you to get started, even when you do not have prior programming knowledge. To use the programming scripts, you must have R installed on your computer (click here to download). We advise using the more user-friendly programme RStudio to do the data analyses, which can be downloaded from here.
We hope that Mastering Econometrics and its corresponding website will prove useful on your econometrics journey, and welcome any comments or suggestions you may have. Instructors can obtain an associated Instructor's Manual via VU University Press.
(*) Please note that the code provided in the book is not needed to access the online study material. It can directly be downloaded using the links below.
Data (version 1.01, last update: 29/6/2022)
All data
R scripts (version 1.01, last update: 29/6/2022)
All R codes
To use these scripts, you will need R installed on your computer. You can download R here. We advise you to also install RStudio, which can be downloaded here.
Instruction videos
Instruction Video 1
Instruction Video 2
These instruction videos explain the basics of R that we have used to set up the R scripts. They should by no means be seen as a substitute for a course in programming. The videos are designed to get you started with R, even without prior knowledge.
Our focus has been on keeping the R scripts simple and accessible, not on programming as efficiently as possible. In case improvements can be made (e.g. based on comments/suggestions of readers), we intend to do so. Hence, please make sure you have the most recent version at your disposal. The most up-to-date version is currently version 1.01.
We hope that Mastering Econometrics will prove useful, and we encourage our readers to write to us with comments and suggestions. Please note that instructors can obtain an associated Instructor's Manual via VU University Press (info@vuuniversitypress.nl).
Jan R. Magnus
Sean Telg