Notes from Econ 103
Here are my slides from teaching Econ 103, Introduction to Econometrics, in the Summer of 2021. The full files, including .tex files for the slides as well as homeworks, midterms, and the final project, can be found hosted on GitHub here or downloaded in a .zip file here. Anyone should feel free to use these files without having to give credit or obtain permission. Many thanks go to my students who helped me catch a broad array of typos.
The main difference in my approach over the summer vs. a standard approach was that I started off by defining the linear regression parameters as the solution to a minimization problem as opposed to as characterizing the conditional mean. I think this was slightly confusing to students at first, but I like this approach since a) it motivates least squares estimation of the parameters much more simply and b) it shows linear regression retains interpretability even when the conditional mean is not exactly linear (in fact, we can more or less bypass discussion of conditional means altogether).
- Course Intro , Probability Review
- Single Regression I , Homework 1
- Single Regression II , Homework 2
- Multiple Regression I , Midterm
- Multiple Regression II , Homework 3
- Causality , Final Project
Notes on Econometric Literature and Theory
Attached are some notes on empirical process theory compiled during a reading group that met from January-April, 2021. Notes, GitHub
Typesetting with (neo)Vim and LaTeX
Inspired by this blog post I switched my main text editing tool to vim and then neoVim. The main benefit for me has been the use of the UltiSnips plugin and autoexpanding snippets. However, the modal text editing schema of vim offers a range of other benefits that improve effeciency, especially when editing files. A recent and complete guide for setting up NeoVim to work with LaTeX can be found here. Over time, I have augmented the snippets in Gilles Castel's blog post with some of my own snippets that may be particularly useful for econometrics. They are available for the UltiSnips plugin on Vim/NeoVim or for use with VSCode.
I have also found it useful to move most of my LaTeX preamble to an external setup ".sty" file. I find this makes raw .tex files more cleaner looking and more readable. It also makes it easier to modify setting across projects. Installing the basic setup file as a global package saves the hassle of carrying style file around from project to project. On MacOS at least this can be done by following the steps below. My specific setup files can be found here: article, beamer. For examples of how these look, see the empirical process notes and the Econ 103 slides above.