{"id":19845162,"url":"https://github.com/weijie-chen/econometrics-with-python","last_synced_at":"2025-04-05T07:06:27.062Z","repository":{"id":39799402,"uuid":"386749231","full_name":"weijie-chen/Econometrics-With-Python","owner":"weijie-chen","description":"Tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques of basic econometrics, the theories are presented lightly without hustles of derivation and Python codes are straightforward. 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I am still organizing the old materials.\r\n\r\nThe lectures notes are loosely based on several textbooks:\u003cbr\u003e\r\n\r\n1. \u003cb\u003e\u003ci\u003eIntroduction to Econometrics\u003c/i\u003e\u003c/b\u003e,  by Christopher Dougherty\u003cbr\u003e\r\n2. \u003cb\u003e\u003ci\u003eIntroduction to Econometrics\u003c/i\u003e\u003c/b\u003e,  by James H. Stock and Mark W. Watson\u003cbr\u003e\r\n3. \u003cb\u003e\u003ci\u003eBasic Econometrics\u003c/i\u003e\u003c/b\u003e,  by Damodar N. Gujarati\r\n\r\n![covers_economtrics-min](https://user-images.githubusercontent.com/59842360/126119680-edc6006d-2458-4ae6-8be1-5d587d37ecb5.jpg)\r\n\r\n## Prerequisites\r\nThe first part is introductory level, it requires trainees have basic knowledge of statistics and probability theory. The second part require linear algebra.\r\n\r\nAnd you would benefit more from the tutorials if you have some skills of: \r\n- [x] NumPy\r\n- [x] Matplotlib\r\n- [x] Pandas\r\n\r\n## Contents\r\n\u003cb\u003eI strongly advise you to download all the files to view them on your PC, since nbviewer and Github has frequent rendering glitches.\u003c/b\u003e\u003cbr\u003e\r\n\r\n### Part I\r\n[Lecture 1 - Simple Linear Regression](https://nbviewer.jupyter.org/github/MacroAnalyst/Basic_Econometrics_With_Python/blob/main/1.%20Simple%20Linear%20Regression.ipynb)\u003cbr\u003e\r\n[Lecture 2 - Multiple Linear Regression, Multicollinearity and Heteroscedasticity](https://nbviewer.org/github/MacroAnalyst/Basic_Econometrics_With_Python/blob/main/2.%20Multiple%20Linear%20Regression%2C%20Multicollinearity%20and%20Heteroscedasticity.ipynb)\u003cbr\u003e\r\n[Lecture 3 - Practical Cases of Linear Regression](https://nbviewer.org/github/MacroAnalyst/Basic_Econometrics_With_Python/blob/main/3.%20Practical%20Cases%20of%20Linear%20Regression%20.ipynb)\u003cbr\u003e\r\n[Lecture 4 - Dummy Variables](https://nbviewer.org/github/MacroAnalyst/Basic_Econometrics_With_Python/blob/main/4.%20Dummy%20Variable.ipynb)\u003cbr\u003e\r\n[Lecture 5 - Nonlinear Regression](https://nbviewer.org/github/MacroAnalyst/Basic_Econometrics_With_Python/blob/main/5.%20Nonlinear%20Regression.ipynb)\u003cbr\u003e\r\n[Lecture 6 - Qualitative Response Model](https://github.com/MacroAnalyst/Basic_Econometrics_With_Python/blob/main/6.%20Qualitative%20Response%20Model%20.ipynb)\u003cbr\u003e\r\n[Lecture 7 - Model Specification](https://nbviewer.org/github/MacroAnalyst/Basic_Econometrics_With_Python/blob/main/7.%20Model%20Specification.ipynb)\u003cbr\u003e\r\n[Lecture 8 - Identification and Simultaneous-Equation Models](https://nbviewer.org/github/MacroAnalyst/Basic_Econometrics_With_Python/blob/main/7.%20Model%20Specification.ipynb)\u003cbr\u003e\r\n[Lecture 9 - Panel Data Analysis](https://nbviewer.org/github/MacroAnalyst/Basic_Econometrics_With_Python/blob/main/9.%20Panel%20Data%20Analysis.ipynb)\u003cbr\u003e\r\n[Lecture 10 - Autocorrelation](https://nbviewer.org/github/MacroAnalyst/Basic_Econometrics_With_Python/blob/main/10.%20Autocorrelation.ipynb)\u003cbr\u003e\r\n[Lecture 11 - Time Series: Basics](https://nbviewer.org/github/MacroAnalyst/Basic_Econometrics_With_Python/blob/main/11.%20Time%20Series%20-%20Basics.ipynb)\u003cbr\u003e\r\n[Lecture 12 - Time Series: Forecast](https://nbviewer.org/github/MacroAnalyst/Basic_Econometrics_With_Python/blob/main/12.%20Time%20Series%20-%20Forcasting.ipynb)\r\n\u003cbr\u003e\r\n### Part II\r\n[Lecture 1 - Geometry of OLS](https://nbviewer.org/github/MacroAnalyst/Econometrics_With_Python/blob/main/Chapter%201%20-%20Geometry%20of%20Ordinary%20Least%20Squares.ipynb)\u003cbr\u003e\r\n[Lecture 2 - Statistical Properties of OLS](https://nbviewer.org/github/weijie-chen/Econometrics-With-Python/blob/main/Chapter%202%20-%20Statistical%20Properties%20of%20OLS.ipynb)\u003cbr\u003e\r\n[Lecture 3 - Hypothesis Test and Confidence Interval](https://nbviewer.org/github/weijie-chen/Econometrics-With-Python/blob/main/Chapter%203%20-%20Hypothesis%20Test%20and%20Confidence%20Interval.ipynb)\u003cbr\u003e\r\n\r\n\r\n\r\n\r\n## Screen Shots Demonstrations\r\n![截图01](https://user-images.githubusercontent.com/59842360/144827958-bcd71d00-ac22-423f-84a6-4d2af87c676b.jpg)\r\n![截图02](https://user-images.githubusercontent.com/59842360/144827956-016047c1-0a08-4baa-9118-53395eff6bad.jpg)\r\n![截图03](https://user-images.githubusercontent.com/59842360/144827959-260979c8-1c36-4cf1-a7e7-ba9716de4578.jpg)\r\n![截图04](https://user-images.githubusercontent.com/59842360/144828132-1307ef49-aab4-471f-897e-a4229ddc6045.jpg)\r\n![截图06](https://user-images.githubusercontent.com/59842360/144827965-aec7f52f-8c65-49e8-9d7e-292218c3d989.jpg)\r\n![截图07](https://user-images.githubusercontent.com/59842360/144827943-e09bcb3d-d53e-470f-aa46-82952c91b1a2.jpg)\r\n![截图08](https://user-images.githubusercontent.com/59842360/144827948-8c2c3842-564e-4d87-bbea-bf09852fe294.jpg)\r\n![截图09](https://user-images.githubusercontent.com/59842360/144827954-09b97a8f-3ebc-4658-b9c5-d9cd0115be4a.jpg)\r\n![截图10](https://user-images.githubusercontent.com/59842360/144827961-ff799a3c-7156-4e96-bcb3-2b6411e34508.jpg)\r\n![截图11](https://user-images.githubusercontent.com/59842360/144827963-a36b6f94-8a05-4445-a3bd-f8273859f585.jpg)\r\n![截图12](https://user-images.githubusercontent.com/59842360/144827971-f96dcc20-0ed4-467b-ae93-5747b62541f4.jpg)\r\n![截图13](https://user-images.githubusercontent.com/59842360/144827972-6ef99513-1305-4007-a990-3165f1949d42.jpg)\r\n![截图14](https://user-images.githubusercontent.com/59842360/144827975-de11727a-3297-423f-9954-cd000f1a4862.jpg)\r\n![截图15](https://user-images.githubusercontent.com/59842360/144827977-18cef5d4-8175-4fb3-8b03-ecb454365169.jpg)\r\n![截图16](https://user-images.githubusercontent.com/59842360/144827980-6135c943-2f07-4a52-b2a8-fb2f5cb2d32a.jpg)\r\n![截图17](https://user-images.githubusercontent.com/59842360/144827978-24da8d60-8cae-4163-b3a0-84119b8ef9c6.jpg)\r\n![截图01](https://user-images.githubusercontent.com/59842360/178335929-995a4299-d0bf-4da8-b59a-571a5d296e27.jpg)\r\n![截图02](https://user-images.githubusercontent.com/59842360/178335931-368f07f9-9e18-43de-9a37-82bf15026ed4.jpg)\r\n![截图03](https://user-images.githubusercontent.com/59842360/178335933-83bb7bc5-fd50-4aea-9c34-afe4e8dd95b4.jpg)\r\n![截图04](https://user-images.githubusercontent.com/59842360/178335913-a36ac76b-9bd4-4d9a-b589-04de529fb44a.jpg)\r\n![截图05](https://user-images.githubusercontent.com/59842360/178335920-3c472ff8-0933-46a9-b06d-b92684033f8e.jpg)\r\n![截图06](https://user-images.githubusercontent.com/59842360/178335923-9f95d50f-4715-4ec0-a3c9-5fc6b0533546.jpg)\r\n![截图07](https://user-images.githubusercontent.com/59842360/178335924-783511c2-3881-4ca2-bb1f-a80b82bdedf2.jpg)\r\n![截图08](https://user-images.githubusercontent.com/59842360/178335926-e015933c-bd90-4ec0-a6b4-1ed59ab7efd3.jpg)\r\n","funding_links":[],"categories":[],"sub_categories":[],"project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fweijie-chen%2Feconometrics-with-python","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fweijie-chen%2Feconometrics-with-python","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fweijie-chen%2Feconometrics-with-python/lists"}