• Eco 672: (Modern) Applied Time Series Analysis, Syllabus, Cochrane Notes
    Introduction Notes R Book 1 R Book 2 R Intro Math
    L1: Regression Notes Codes House Data
    L2: Tree Models Notes Codes Myrpart CV1 CV2
    L3: Random Forest Notes Codes Bootstrap CV3
    L4: Classification Notes Codes Bank Data CV4 YouTube Practice Exam1 Key
    L5: ARMA Models Notes Codes Example Codes Paper Data Hotel Data Markov Chain Codes GoldenRatio
    L6: Bayesian Forecast Notes Codes ARMA Codes Notes II Notes III Codes MI MCMC
    L7: ARCH Models Notes Codes Engle Paper Codes Engle Data Practice Exam2
    Optional Readings BVT GD LASSO DE LO UR PC KF
    Smoothing Moethod Notes Codes
    Spectral Analysis Notes Codes
    Sinusoidal Models Notes Codes
    PCA Notes Codes
    HAC Estimator Notes Codes
    MCMC---1 Notes Codes
    MCMC---2 Notes Codes 1 Codes 2 Codes 3
  • Econ 411/511: Advanced Empirical Methods, Syllabus, VirtualPC, Learn STATA, STATA Tutorial
    Stata Review Grade Data Log Commands Stata Results Video 1
    Conditional Mean Slides Math Proof HW1 Geometry
    Causality Slides Simulation Log HW2 House Data Tennessee Discrimination Lottery Intuition
    Data Management Slides Data
    Data Cleaning Codes Ugly Data
    Function Form Slides Codes Log
    Dummy Variable Slides Wage Data Codes Log HW3
    Matrix Algebra Slides Codes Log Math Math2 HW4
    SEM Slides WSJ Paper Old Exam1 Key Exam2&Key Crime Paper Angrist Brainstorm
    IV Estimation Slides Codes Log HW5 Big Pic Example Airfare Data Labor Data Labor Paper Sibs Data
    Honors Thesis Gun Trade HongKong Tips
    DID Slides Example Slides 2 HW6 House Paper Injury Data Injury Paper Miami Paper School Paper Twin Paper
    Synthetic Control Slides SCM Terrorism
    Regression Discontinuity Slides Preschool Data Codes HW7 Example Codes AP Paper Alcohol Paper book
    Panel Data Slides Example 1 Fatality Data Monte Carlo Codes HW8 Example 2 jtrain Data jtrain Paper Example 3 Wage Paper Wide wage Data School Paper2 Digest BigP
    Event Study Slides Codes Divorce Paper
    Probit/Logit Slides MLE Simulation Example Codes HW9 Bank Data Monte Carlo Tax Paper Horse 1 Horse 2 Probit Paper MROZ Data
    Empirical Project of Eco411 Instruction Cig Data
    Empirical Project of Eco511 Instruction Cigarette Paper Report 1 Report 2 HK Paper
    Fun Stuff CLT 1.96 Prediction Cheat Bitcoin GA Geometry RE Bayes I Bayes II
    DataFest (Optional) Slides Codes Flight Delay Data House Data Stata Date Stata Bar Graph
  • Eco 420W: Solving Eco Problems Using R, Syllabus
    Introduction to R---1 Notes R Course R Book 1 R Book 2 R Book 3 Fun
    Introduction to R---2 Notes Codes
    Linear Programming Notes Codes Video
    Numerical Method Notes Codes Video
    Utility Maximization Notes Codes
    OLS Notes Codes House Data Book 4 Practice Exam Bayes code
    Quadratic Programming Notes Codes Video
    Markowitz Portfolio Theory Notes Codes Video
    Regression Tree Notes Codes Salary Data Video
    Random Forest Notes Codes Video
    Classification Notes Codes Bank Data Video 1 Video 2
    Duopoly Notes Codes Practice Exam Video 1 Video 2
    Term Paper
    Introduction to Bayesian Statistics Notes Codes
    Markov Chain Notes
    MCMC---1 Notes Codes
    MCMC---2 Notes Codes 1 Codes 2 Codes 3
    Principal Component Notes
  • (OLD) Eco 672: Applied Time Series Analysis, Syllabus Textbook Website Cochrane's Notes
    Lecture 1: Introduction to Time Series Slide GDP Data R Book 1 R Book 2 R Book 3
    Lecture 2: TS Regression Slide R Code SAS Code
    Lecture 3: Difference Equation Slide R Code 1 R Code 2 SAS Code HW1 MarkovChain R Code 3 GoldenRatio Eigenface PCA R Code 5
    Lecture 4: ARMA Models Slide R Code SAS Code CPI Data HW2 Old Exam 1 Answer Key Math Note
    Lecture 5: (G)ARCH Models Slide MLE R Code 1 R Code 2 WMT Data SAS Code HW3 DJ Data Engle Paper Engle Code Engle Data VAR
    Lecture 6: Unit Root and ARIMA Slide R Code1 R Code2 GDP Data SAS Code Perron Paper Stock Paper 1 HW4 Forecasting ARIMA(1,1,1) R Code3
    Bayes Method Slide R Code
    Lecture 7: VAR Slide R Code SAS Code HW5 Data HW5 Stock Paper 2 Matrix Algebra Old Exam 2 Key Violence
    Lecture 8: Cointegration Slide R Code1 R Code2 Data
    Empirical Project Instruction Hotel Data
    Forecasting Slide Codes Paper Data
    Spectral Analysis Slide Codes Hotel Data Slide2 R Code2
    Extrapolation Mothod Slide R Code
    Kalman Filter Slide R Code
    Factor Models and PCA Slide R Code Data 1 Data 2 Data 3
    Breaks and Threshold Model Slide R Code1 R Code2
    Johansen MLE Cointegration Slide R Code SAS Code Data Johansen Paper stata vec manual
    HAC Estimator Slide R Code
    Sinusoidal Model Slide R Code
  • Eco 515: Topics in Microeconomics, Syllabus
    Lecture 1: Introduction to Business Report Slide Assigment 1 Reading A Reading B Reading C
    Lecture 2: Markowitz Portfolio Theory I Slide Assigment 2 R Code
    Lecture 3: Markowitz Portfolio Theory II Slide Assigment 3 R Code
    Lecture 4: Markowitz Portfolio Theory III Slide Assigment 4 R Code Video 1
    Lecture 5: CAPM I Slide Assigment 5 Video 2 Video 3
    Lecture 6: CAPM II Slide Assigment 6 R Code
    Lecture 7: Factor Model Slide Assigment 7
    Lecture 8: Efficient Market Hypothesis Slide Assigment 8
    Business Report Instruction
  • Eco 690, Syllabus, Dallas Data, Phoenix Data
    Lecture 1: Introduction to Business Report Slide Assigment 1 Reading A Reading B Reading C
    Lecture 2: Categorical Variable Slide Assigment 2 Macro Data
    Lecture 3: Quantitative Variable Slide Assigment 3
    Lecture 4: Regression Analysis Slide Assigment 4 Dr. McKee1 Dr. McKee2
    Lecture 5: ARIMA Model Slide Assigment 5
    Lecture 6: Decomposition Methods Slide Assigment 6 shampoo Data housing Data airline Data X12a X12b
    Lecture 7: Smoothing Methods Slide Assigment 7 ship Data inventory Data
    Lecture 8: ARIMA Forecasting Slide Assigment 8 milk Data PeerComments Forecasting ARIMA(1,1,1) R Code
    Group Project Instruction Tips
  • Eco 572: Economic Forecasting with R, Syllabus
    Introduction Notes R Book 1 R Book 2 R Intro
    Regression Notes Codes House Data
    Tree Model Notes Codes
    Random Forest Notes Codes
    Classification Notes Codes Bank Data
    Smoothing Moethod Notes Codes
    ARMA Model Notes Codes
  • Econ 311 (Stata Version): Examining Economic Data and Models, Syllabus, VirtualPC, Learn STATA, STATA Tutorial, Statistics Table
    Lecture 1 Slides Codes House Data IT Resources Video 1 Video 2 Video 3 Video 4 NCAA paper
    Lecture 2 Slides Codes HW 1 Our Data Notation and Intuition Math Note 1 Math Note 2 Video1 Video2 Video3 Wage Data Exercise
    Old Exams Exam 1 Key Exam 2 Key Exam 3 (ignore Q1-Q5) Key
    Lecture 3 Slides Empirical Example HW 2 House Data Wage Data Monte Carlo 1 Monte Carlo 2 Randomization Experiment
    Lecture 4 Slides Empirical Example Stata Commands Stata Results ANOVA Jellyfish
    Lecture 5 Slides Empirical Example Codes HW 3 Empirical Example II Codes Wage Data NBA Data Video 1 Video 2
    Lecture 6 Slides Empirical Example Codes Smoke Data Video EZ Data
    Lecture 7 Slides Empirical Example Fertility Data Codes Hotel Data Empirical Example 2 Codes IBM Data Empirical Example 3
    Empirical Project Instruction School Data
  • Eco 311 (Old R Version): Examining Economic Data and Models, Syllabus, R Course, Statistics Table, Notation and Intuition
    Lecture 1 Slides Codes Video 1 Video 2 Video 3 R Book 1 R Book 2
    Lecture 2 Slides Codes HW 1 House Data Video1 Video2 Old Exam 1 Key
    Lecture 3 Slides Codes HW 2 Video1 Video2 MiniCodes
    Lecture 4 Slides Codes Math Video1 Old Exam 2 Key
    Lecture 5 Slides Codes HW 3 Wage Data Video 1 Video 2 NBA NBA Data ANOVA
    Lecture 6 Slides Codes Gun Trade Nuclear HongKong
    Lecture 7 Slides Codes Video Old Exam 3 Key Smoke Data
    Project Instruction School Data Basic R
    Optional Reading NCAA RTM LasVegas 1.96 CLT SECI OSTT TSTT N Test TIE Log
    Optional Reading Geometry LAD COVID WLS Bootstrap Matrix 315 Cluster IV Panel Data ML Bayes
    Optional Reading Logistic MLR EventStudy Identification GLS CatchMe Cox Text Tree TR Latex
    Data Analysis Stock Data CoefPlot Data RD Data PanelDID ESR SC SL Shiny