Econometrics
Regression
Simulation for simple regression, with Excel file
Simple regression - before and after estimation
Summation sign rules: identities for simple regression
What is an OLS estimator - simplified derivation
Derivation of OLS estimators: the do's and don'ts
Unbiasedness of OLS estimators - the do's and don'ts
Coefficient of determination: an inductive introduction to R squared
Testing for structural changes: a topic suitable for AP Stats
Violations of classical assumptions 1
Violations of classical assumptions 2
Multiple regression through the prism of dummy variables
OLS estimator for multiple regression - simplified derivation
Distribution of the estimator of the error variance
Nonparametric estimation for AP Stats
Regressions with stochastic regressors 1
Regressions with stochastic regressors 2
Instrumental variables estimator
Time series models
What is a stationary process? A sum of two independent stationary processes is also stationary
Autoregressive–moving-average (ARMA) models
What is cointegration? Cointegration is similar to linear dependence of vectors
Using Stata for statistical problems
Running simple regression in Stata
Alternatives to simple regression in Stata
Nonlinear least squares: idea, geometry and implementation in Stata