Resources

Everything I’ve built for people learning econometrics, free to use. If something is helpful in your own class, please take it.

ECON 320 Econometrics Lab12 weeks, 4 problem sets, final project

A semester of hands-on Python notebooks, from descriptive statistics and data visualization through multiple regression, specification problems such as omitted variable bias, and hypothesis testing with heteroskedasticity-robust standard errors, with the emphasis on questioning results and evaluating assumptions rather than just producing them. Each week has an exercise to work through and a worked version. Syllabus.

Week 0 Slides · Exercise

Week 1 Exercise · Worked solution

Week 2 Exercise · Worked solution

Week 3 Exercise · Worked solution

Week 4 Exercise · Worked solution

Week 5 Exercise · Worked solution

Week 6 Exercise · Worked solution

Week 7 Exercise · Worked solution

Week 8 Exercise

Week 9 Exercise · Worked solution

Week 10 Exercise · Worked solution

Week 11 Exercise · Worked solution

Problem set 1 · Problem set 2 · Problem set 3 · Problem set 4

Final project guideline · Datasets for the final project

Data projects for beginners4 projects with real data

Assignments I wrote for Economic Analysis for Social Networks at CUHK, when I was a master’s student. Each one is a small, self-contained project with real data.

Getting to know our faculty

PM2.5 concentration in Beijing

Trading $TSLA with @elonmusk

Natural language processing in Chinese