Econometrics I TA Notes (Spring 2023)

Welcome to the TA materials for Econometrics I, prepared jointly with Felipe Bauer.

Course page (Prof. Daniel Domingues dos Santos): https://edisciplinas.usp.br/course/view.php?id=108682

Please feel free to contact us if you have any questions:

• Fabio Nishida: fabio.nishida@usp.br
• Felipe Bauer: felipebauer@usp.br

• Proceed to the R Toolkit

Applied Problem Sets

• Applied Problem Set 1 | Solution
• Applied Problem Set 2 | Solution (v2)
• Applied Problem Set 3 | Solution
• Applied Problem Set 4 | Solution

TA Session Recordings

• TA Session 12: Instrumental variables, 2SLS, and hypothesis tests | Script

• TA Session 11: GLS, WLS, and feasible GLS | Script

• TA Session 10: Heteroskedasticity tests and OLS with robust standard errors | Script

• TA Session 9: Hypothesis testing | Script

• TA Session 8: Multiple regression | Script

• TA Session 7: Numerical optimization | Script

• TA Session 6: Simple regression | Script

• TA Session 5: Data visualization and distributions | Script

• TA Session 4: Data manipulation | Script

• TA Session 3: R programming, Part 2 | Script

  • The audio quality is not ideal in a few segments. If anything is unclear, please let us know.

• TA Session 2: R programming, Part 1 | Script

• TA Session 1: R Toolkit | Script

  • Short R Markdown video