Using Julia for Introductory Econometrics
- Length: 402 pages
- Edition: 1
- Language: English
- Publisher: Independently published
- Publication Date: 2023-05-03
- ISBN-10: B0C2S9D7C8
- ISBN-13: 9798392400041
- Sales Rank: #1191177 (See Top 100 Books)
- Introduces the popular, powerful and free programming language and software package Julia
- Focus: implementation of standard tools and methods used in econometrics
- Compatible with “Introductory Econometrics” by Jeffrey M. Wooldridge in terms of topics, organization, terminology and notation
- Companion website with full text, all code for download and other goodies
Topics:
- A gentle introduction to Julia
- Simple and multiple regression in matrix form and using black box routines
- Inference in small samples and asymptotics
- Monte Carlo simulations
- Heteroscedasticity
- Time series regression
- Pooled cross-sections and panel data
- Instrumental variables and two-stage least squares
- Simultaneous equation models
- Limited dependent variables: binary, count data, censoring, truncation, and sample selection
- Formatted reports using Jupyter Notebooks
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