Welcome to the TA materials for Econometrics II.
Course page (Prof. Daniel Domingues dos Santos): https://edisciplinas.usp.br/course/view.php?id=108687
If you have any questions, feel free to email me at fabio.nishida@usp.br.
In-person TA hours take place on Thursdays from 1:00 PM to 2:00 PM in room 14-B1.
If needed, we will use the following Google Meet room: https://meet.google.com/qtr-upxi-nwu
TA Session Recordings
TA Session 10 (06/20): Instrumental variables, 2SLS, and hypothesis tests | Script
TA Session 9 (06/09): Hypothesis testing | Script
TA Session 8 (05/18): Within and first-difference estimators | Script
TA Session 7 (05/04): Transformation matrices and the between estimator | Script
TA Session 6 (04/27): Feasible GLS estimation | Script
TA Session 5 (04/20): Estimation of the error covariance matrix and GLS | Script
TA Session 4 (04/13): Panel data and the error covariance matrix | Script
TA Session 3 (03/30): OLS with categorical regressors | Script
TA Session 2 (03/23): Ordinary least squares | Script
TA Session 1 (03/16): Review of R programming | Script
