In order to run R codes, install R on Linux via sudo apt install r-base r-base-dev gcc-fortran or sudo pacman -S r gcc-fortran; Windows users should go to MRAN. One should also install RStudio.
Lecture 1. Linear models (2019-07-15)
Lecture 2. Generalised method of moments and hypothesis testing (2019-07-16)
Lecture 3. Systems of equations and panel data models (2019-07-17)
Lecture 4. Empirical likelihood and its generalisations (2019-07-18)
Do not forget to download both extra files and put them in the same directory!
- PDF slides 4 (0.4 MB)
- R code 4 (10 kB)
- scel.R (8 kB), scelcount.R (9 kB) — Art B. Owen’s (2017) code for empirical likelihood calculation with and without weights
Lecture 5. Introduction into non-parametric econometrics (2019-07-19)
Do not forget to download the supplementary file containing the necessary functions and to put it in the same directory!
- PDF slides 5 (1.3 MB)
- R code 5 (26 kB)
- smoothing-functions.R (6 kB) — author’s code (2019) for non-parametric density and regression function estimation
Lecture 6. Semi-parametrically efficient estimation (2019-07-19)
Do not forget to download the supplementary file smoothing-functions.R from the previous lecture!
