6.3) Book Review: Econometric Analysis of Cross Section and Panel Data

6.1) Book Review: Mostly Harmless Econometrics

6.2) Mostly Harmless Econometrics: The Experimental Ideal

6.3) Book Review: Econometric Analysis of Cross Section and Panel Data

6.4) Why Economists created Econometrics methods rather than run Experiments?

6.5) Is Regression a Necessary Tool to Analyze Experimental Data?

6.6) Book Review: A Guide to Econometrics

6.7) Book Review: Econometrics

6.8) Introductory Books for Econometrics

6.9) Mathematical Exposition of Why Random Assignment Eliminates Selection Bias

6.10) Regression Analysis of Experiments

6.11) Field Centipedes

6.12) Bias Caused by Bad Controls

6.13) Structural Econometrics vs Experiment

6.14) Are Emily and Greg More Employable Than Lakisha and Jamal?

6.15) Times Series vs Cross Section vs Panel Data

7.1) Criteria for Estimators: Unbiasedness

7.2) Criteria for Estimators: Efficiency

7.3) Criteria for Estimators: Mean Square Error (MSE)

7.4) Asymptotic Properties of Estimators

7.5) Intuition: Maximum Likelihood Estimator

7.6) Simple vs Multiple Regression

7.7) T-Test vs F-Test: Joint Hypothesis

8.1) Law of Iterated Expectation

8.2) Geometric Interpretation of OLS

8.3) Ordinary Least Squares: Key Assumption

8.4) Conditional Independence Assumption (CIA)

8.5) Unconditional vs Conditional Variance

8.6) Homoskedastic vs Heteroskedasticity Errors

9.1) Minimize the Residual Sum of Squares (RSS)

9.2) OLS Matrix Notation

9.3) Projection Matrix: Idempotent and Symmetric

9.4) Orthogonal Projection Matrix

9.5) Derivation of R-Squared

9.6) Orthogonal Partitioned Regression

10.1) Unbiasedness of OLS

10.2) Consistency of OLS

10.3) OLS: Variance

10.4) Weighted Least Squares (WLS)

10.5) Generalized Least Squares (GLS)

11.1) Omitted Variable Bias: Proxy Solution

11.2) Measurement Error in the Dependent Variable

11.3) Measurement Error in an Explanatory Variable

11.4) Classical Errors-in-Variables and Attenuation Bias

12.1) Instrumental Variables (IV): Assumptions

12.2) Why Instrumental Variable?

12.3) Two-Stage Least Squares (2SLS)

12.4) Python: IV and 2SLS

13.1) Sharp Regression Discontinuity

13.2) Regression Discontinuity in Python

13.3) Regression Discontinuity (RD)

13.4) Fuzzy Regression Discontinuity (FRD)

13.5) Fuzzy vs Sharp RD

13.6) Python Fuzzy RD

14.1) First-Difference Estimator

14.2) Algebra of Difference-in-Differences (DID)

14.3) Python: Diff-in-Diff (DD)

14.4) Quasi-Experiment Diff-in-Diff (DID)

15.1) Fixed Effects (FE): Time-Demeaned

15.2) Random Effects (RE) vs Fixed Effects (FE)

15.3) Random Effects (RE) is Generalized Least Squares (GLS)

15.4) Covariance Matrix: Random Effects (RE)

15.5) Random Effects as a Weighted Average of OLS and FE

15.6) Python: Fixed and Random Effects

[davidcriss]

Yes, thank you. I might consider buying the Introductory Econometrics book to make sure I'm sufficiently learning everything.

[fayezsalame]

I find it interesting that you are recommending us to avoid certain chapters and aspects of the book because they are heavy focused on mathematical concepts. I agree with this idea as although it is important to understand the math, sometimes, it can be so overwhelming that it actually distracts us from the basic econometrics principles. You do mention that we should focus on the intuition and how to use the theories.