Econometrics Projects are due in just over 2 weeks and your brains are probably flooded with data, estimation issues and diagnostic tests! But fear not, we’re here to help. W.E.E has compiled a list of useful resources, which will help you get through the pain. We’ve searched websites, blogs, Youtube and the library, to assemble a list of resources that communicate important econometric concepts and practices, in a simple and concise way. Enjoy!
STATAcorp LP: Lots of useful videos on how to use STATA
Sayed Hossain: Slower paced guided videos. Videos available for STATA and EVIEWS.
Burkey Academy: Theory and Practical examples of OLS, Panel data models and Fixed Effects.https://www.youtube.com/user/BurkeyAcademy
Ben Lambert: A simple Khan Academy style approach to Econometric theory. Great for intuition!
Learnitt.com: Mostly basic approach but some helpful stuff
Websites and Blogs
Mostly Harmless Econometrics: blog to accompany the book.
Econometrics by Simulation: PHD student demonstrates application of STATA and R.http://www.econometricsbysimulation.com/p/stata.html
Econometrics Sense: exactly what is says on the tin! http://econometricsense.blogspot.de/
Talkstats: Online Forum for all things Econometrics and Statistics http://www.talkstats.com/
Books (all available at the Library/Online)
“A Guide to Modern Econometrics “ by Marno Verbeek
Offers more concise and simplified explanations of Econometric concepts.
“A New Introduction to Multiple Time Series Analysis” by Helmut Lutkepohl.
A more advanced approach to Time Series Econometric theory.
“Microeconometrics Using Stata” by Colin Cameron and Pravin Trivedi
“Introduction to Time Series Using Stata” by Sean Becketti
Both books offer applied examples of time series analysis using STATA. Theory, STATA and examples all in one place, what more could you want?
Homegrown: Warwick University resources
Jeremy Smith: The father of Econometrics at Warwick. He has a range of great resources to ease your STATA woes!
Econometrics 2: Final year Econometrics module, goes back to the basics.Includes lecture notes and useful STATA code from class exercises.
(a) Econometrics 2: Microeconometrics:
(b) Econometrics 2: Time Series