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Tools for Teaching Econometrics6 months ago
Introduction \label | Printing regression results in equation format | Solution to inference questions | Introduction to Statistics | Test on the mean | Confidence interval for the mean | Tests on the difference between two means | Confidence intervals for the difference between two means | Test on the variance | Confidence intervals for the variance | Testing equality between two variances | Introduction to Econometrics | Tests on a single regression coefficient | Confidence interval on a regression coefficient | Testing linear combinations of coefficients (direct-t) | Testing multiple restrictions with the F test | Miscellaneous | Probability using a normal table | Generate statistics tables | Generate time series | Generate supply and demand functions | References
Instrumental Variables Tools for the Case of Weak and/or Many Instruments1 years ago
The model | K-class Estimator and LIML | The method | The LIML method | Computing $\hat\kappa$ | Computing the K-Class estimators | Inference | Weak Instruments | Testing for weak instrument: @stock-yogo05 | Testing for weak instrument: @sanderson-windmeijer16 | Testing for weak instruments: @montiel-olea-pflueger13 | Testing for weak instruments: @lewis-mertens22 | Data Generating Process (for later use) | References
Semiparametric Least Squares Inference for Causal Effects with R1 years ago
Introduction \label | The causalSLSE package \label | The Semiparametric LSE model | The starting knots \label | Creating a SLSE model \label | Selecting the knots manually \label | Methods for slseModel objects \label | The causal-SLSE model (cslseModel) \label | Setting the knots manually \label | Estimating the model \label | The predict method \label | The plot method \label | Factors, interactions and functions of confounders \label | Optimal selection of the knots \label | Selection for slseModel versus cslseModel objects | Selections saved in slseModel objects. | Select a saved selection with update | The causalSLSE method for cslseFit objects \label | The extract method \label | The causalSLSE method for cslseModel objects \label | The causalSLSE method for formula objects \label | Examples \label | A simulated data set from Model 1 \label | A simulated data set from Model 2 \label | A simulated data set from Model 3 \label | A simulated data set with product terms \label | Summary of methods and objects \label | Experiments (to be removed before publishing) | References
Generalized Method of Moments with R2 years ago
Single Equation | Systems of Equations | Some extra codes
Generalized Empirical Likelihood with R3 years ago
A very brief review of the GEL method | The solveGel Method | The gelFit Method | The evalGel Method | One function to fit them all: gel4 | GEL confidence intervals for the mean | Some extra codes
Computing Generalized Empirical Likelihood and Generalized Method of Moments with R4 years ago
Introduction | Generalized method of moments | GMM with R | Generalized empirical likelihood | GEL with R | Conclusion | Computational Details
SEIR Model7 years ago
The SEIR Model | The Package