Econometrics I TA Notes (Fall 2022)

Welcome to the TA materials for Econometrics I.

Course page (Prof. Daniel Domingues dos Santos): https://edisciplinas.usp.br/course/view.php?id=99924

• Proceed to the R Toolkit

Problem Sets

Theory Problem Sets

• Theory Problem Set - Chapter 2
• Theory Problem Set - Chapter 3

Applied Problem Sets

• Applied Problem Set 1
• Applied Problem Set 2
• Applied Problem Set 3

TA Session Recordings

• TA Session 1 (08/18): Introduction to R, basic operations, and objects (scalars and vectors) | Script

  

• TA Session 2 (08/25): Objects (vectors, matrices, lists, and data frames) and subsetting, including the removal of missing values | Script

  

• TA Session 3 (09/01): Vector and matrix operations, control structures (if/else, for, and while), and numerical optimization examples | Script

  

• TA Session 4 (09/22): Functions, summary statistics, and data manipulation | Script

  

• TA Session 5 (09/29): Data manipulation with dplyr | Script

  

• TA Session 6 (10/06): Distributions, simulation, confidence intervals, the t test, and p-values | Script

  

• TA Session 7 (10/13): Simple regression, the lm() function, log transformations, and differences in means | Script