Econometrics

Advanced Economics & Business by Jake Clifton. 11 lectures, 1.9 hours. Covers: regression ols endogeneity instrumental variables panel data.

Lectures

1. The linear probability model - an introduction · 5 min
2. The linear probability model - example · 5 min
3. The problems with the linear probability model - part 1 · 5 min
4. The problems with the linear probability model - part 2 · 9 min
5. The problems with the linear probability model - part 3 · 3 min
6. Discrete choice models - introduction to logit and probit · 10 min
7. Maximum Likelihood estimation of Logit and Probit · 9 min
8. Binary Choice Models in Stata (LPM, Logit, and Probit) · 13 min
9. Limited Dependent Variable Models in Stata · 13 min
10. Probit and Logit Models · 30 min
11. Probit and Logit Models in Stata · 14 min

Quick explainers

• What is Econometrics? | Econometrics 101: Lesson 1 | Think Econ · 11 min
• What is econometrics? · 8 min
• Econometrics // Lecture 1: Introduction · 13 min
• Josh Angrist: What's the Difference Between Econometrics and Data Science? · 2 min
• Econometrics is very easy if you know this | How to study Econometrics | Concepts of Econometrics · 6 min
• What is 'econometrics'? Barry Reilly - Professor of Econometrics at Sussex University · 3 min
• Heteroskedasticity summary · 4 min
• Econometrics // Lecture 3: OLS and Goodness-Of-Fit (R-Squared) · 12 min
• Video 1: Introduction to Simple Linear Regression · 13 min
• Mean, Variance, and Standard Deviation | Econometrics 101: Lesson 2.2 | Think Econ · 11 min

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