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Heiss F., Brunner D. Using Julia for Introductory Econometrics

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Heiss F., Brunner D. Using Julia for Introductory Econometrics
Independently published, 2023. - 402 p. - ISBN: 9798392400041.
Introduces the popular, powerful, and free programming language and software package, Julia.
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.
Topics:
A gentle introduction to Julia.
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.
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