Introduces
the popular, powerful and free programming language and software package
Python
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
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