Introduction to Econometrics (Spring, 2021)
All materials for this course can be found on the courseworks website in the folder Files/Recitations/Nate. Recorded recitations can also be found there. However, if you would like to leave an anonymous comment to me, please do so below.
Time Series Econometrics (Spring, 2019)
This section includes my recitation notes for Time Series, Spring, 2019 (taught by Pepe Olea).
Problem Set Three
problem_set_3_revised.pdf |
Practice Problems/Homework Solutions
midterm_solutions.pdf |
examplemle.pdf |
practice_problems_answers.pdf |
practice_problems_1.pdf |
problem_set_1_solutions_ts__1_.pdf |
Recitation Ten: Model Selection
recitation_11.pdf |
Recitation nine covered introductory decision theory. I have not had a chance to write it up yet. Please let me know if you have any questions about the material covered.
Recitation Eight: Bayesian Analysis
bayesian.pdf |
Recitation Seven: Bootstrap
bootstrap__1_.pdf |
Recitation Six: Midterm Review
ts_midterm_review_session.pdf |
Recitation Five: Maximum Likelihood
time_series_recitation_5.pdf |
Recitation Four: AR Autocovariance Functions and Impulse Response Functions
recitation_4_time_series.pdf |
Recitation Three: Monte Carlo Simulations and Central Limit Theorems
time_series_recitation_3.pdf |
Recitation Two: Laws of Large Numbers
time_series_recitation_2.pdf |
recitation_two_code.ipynb |
Recitation One: Time Series Groundwork
ts_recitation_one.pdf |
Introduction to Econometrics (Fall, 2018)
For earlier Metrics courses, please scroll down.
Recitation Eight/Nine - Time Series
recitation_nine_script.r |
recitations_eight_and_nine.pdf |
Recitation Seven - November 13 - IV
.Note there is one mistake in the following handwritten notes. On page 6, there should NOT be a hat on X1i
recitation_seven_iv.pdf |
Recitation Six - October 30 - Binary Models
recitation_six.pdf |
recitation_six_script2.r |
Recitation Five - October 23 - Panel Data
recitation_5.pdf |
Panel_Data_Script.r |
Midterm Reviews
The following are my hand written notes I wrote in preparation for my midterm review. It is not as organized as most of my notes, as I had not planned to share them. However, I am posting them here in case anyone finds them useful:
review_notes_fall_2018.pdf |
The following is a more standard midterm review. It is from a past midterm review that I did for a previous econometrics class. Note that we haven't gone over control variables in our class yet, so don't look at that last part of the 2017 Midterm Review. Also, the proofs in that midterm review have slightly different notation that what we did in our class -- so if that confuses you, just skip it.
midterm_review_spring_2017.pdf |
Recitation Four - October 8
recitation_4.pdf |
Recitation Three - October 2
recitation_3.pdf |
recitation_three_R_code.r |
Recitation Two - September 25
recitation_2.pdf |
Recitation One - September 18
Recitation One focuses on the intuition of econometrics and what is important to remember from the first two weeks of lectures.
recitation_1.pdf |
We may not get to R this week. However, if you want to get started on it, I have supplied some materials below. The "Introduction_to_r.pdf" file is an introduction written by Prof. Simon Lee for his Econometrics class. It includes instructions on how to download R. A clear and more in-depth introduction to R can be found here: https://cran.r-project.org/doc/manuals/R-intro.pdf. "intro_to_r_script.R" is an R script that I use to introduce R in recitations. "auto.dta" is data used in this recitation.
introduction_to_r.pdf |
auto.dta |
intro_to_r_script.r |
Time Series Econometrics
As I am the only TA of this course, all recitation notes are posted on Courseworks.
Industrial Organization Fall 2017
Recitation One Materials - Review/Intro to Game Theory
IO_Recitation_One.pdf |
Handwritten_Notes.pdf |
Recitation Two Materials - Optimization and Monopoly
IO_Recitation_Two.pdf |
Recitation Three Materials
IO_Recitation_Three.pdf |
Recitation Four Materials: Cournot
IO_Reciation_Four.pdf |
Recitation Five Materials: Dynamic Collusion (and other)
IO_Recitation_Five.pdf |
In Recitation Six, we will go over solutions to the midterm.
By popular demand (and Prof. Ho's demand), we will again go over the exam results in recitation 7.
Recitation Eight: Differentiated Goods and Advertising Models
io_recitation_eight.pdf |
Recitation Nine: Entry and Network Effects
File in Compressed Folder Below.
Recitation Ten: Vertical Relations
File in Compressed Folder Below.
Recitations_9_and_10.zip |
Recitation Eleven: Exclusive Territories
recitation_11.pdf |
Rec 12: Practice problems 3,4,6.
Introduction to Econometrics Spring 2017
Recitation One Materials
introduction_to_r.pdf |
recitationonescript.r |
auto.dta |
recitation_1_note.pdf |
Recitation Two Materials
recitationtwoscript.r |
recitation_2_notes.pdf |
Recitation Three Materials
recitationthreescript.r |
recitationthreenotes.pdf |
Recitation Four Materials
recitation_4_note.pdf |
ftestnotes1.pdf |
recitation4_script.r |
Recitation Five Materials
recitation_5_notes.pdf |
recitation5_script.r |
Midterm Review Notes:
MidTermReviewPhotos.zip |
Midterm Solution and Other Files
kapor_solutions_midterm.pdf |
classical_measurement_error_note.pdf |
Recitation Six Materials
recitation_six.pdf |
rec6_script.r |
Recitation Seven
recitation_seven.pdf |
recitation_seven_script.r |
Recitation Eight
recitation_eight_script.r |
recitation_eight.pdf |
Recitation Nine
recitation_nine.pdf |
recitation_nine_script.r |
FINAL REVIEW
Nathaniel Mark will hold/held a two hour final review session will take place in Hamilton 511 on Wednesday, May 3rd from 12-2.
The notes for this session are below.
The notes for this session are below.
final_review.pdf |