Prepared in support of Ed Rubin's classes in Economics 607: Econometrics III (Spring 2021). Be sure to prepare the basics before Lab sessions. Please be aware of my contact details below. Be sure to install the below items as well.

Lab Session:

• Friday 12:30pm–1:30pm, Zoom

Office Hours:

• Wednesday 1:00pm-2:00pm, Zoom
• Friday 1:30pm-2:30pm, Zoom

Email: [email protected]

Prerequisite Installations

• LaTeX distribution software, I use MiKTeX.
• R software environment
• R IDE (RStudio)

Slides will be posted after class. Use these resources to recap over what has been covered. If using the Pull feature, be sure to do so regularly before engaging with material.

1. An introduction to R.
2. Project and package management.
3. Markdown files and knitting.
4. Revisiting OLS.

Content: .html | .Rmd | Example_Code

Dataframes: Using dplyr

1. Recap on Example Code Week 1.
2. Verbs.
3. Merging.
4. Cleaning.

Content: .html | .Rmd | Example_Code

Visualization: Using ggplot2

1. Introducing object type.
2. Basic Components.
3. Exploring various geometric objects.

Content: .html | .Rmd | Example_Code

Loops and Functions

1. For() by vectors.
2. Functional programming.
3. For() by dataframe.
4. Storing outputs.
5. Conditional functions.

Content: .html | .Rmd

Simulations and Parallelization

1. Simulations overview
2. Recipe
3. Examples
4. Parallelization furrr

Content: .html | .Rmd

Regressions and Standard Errors

1. Revisiting OLS
2. Regression Output
3. Fixed Effects (w/ Clustering)
4. Instrumental Variables
5. Standard Errors

Content: .html | .Rmd

DAGs

1. Brief Recap
2. Simple DAG using ggplot2
3. Chain Effects
4. Collider Bias Example

Content: .html | .Rmd

Missing Data

1. Theory
2. Application
3. Reweighting

Content .html | .Rmd

Regression Discontinuity

1. Packages
2. Examples
3. Drunk Driving Replication

Content .html | .Rmd

Bootstrapping and Final Words

1. Non-Parametric
2. Multiple Statistics
3. Parametric
4. Future Research Tips

Content .html | .Rmd