New resource: Intro to econometrics in R

I've added a new resource to this site - all of my section materials from ARE 212, Max Auffhammer's first-year PhD econometrics course, which build off of notes written by Dan HammerPatrick Baylis, and Kenny Bell.

These section notes simultaneously provide a gentle introduction to econometrics and to R. I covered very basic coding, including matrix operations and functions; partitioned regression and goodness of fit; hypothesis testing; ggplot2; generalized least squares and maximum likelihood; large sample properties of OLS; non-standard standard errors (twice!); instrumental variables; power calculations; spatial data; and replication, with a bonus intro to Monte Carlo simulation. Quite a full semester! 

 It's so nice when everything is well behaved! OLS is even consistent!

It's so nice when everything is well behaved! OLS is even consistent!

I hope these will be a helpful resource to others. A warning: I made many of the materials from scratch and/or expanded existing notes, so there are almost certainly errors. Please let me know if you find any. A more important warning: These notes are rife with bad jokes. Prepare yourselves.

Finally, I owe a debt of gratitude to all of the ARE-212-ers of 2016, who braved 8 AM section (not my choice) and have already dramatically improved these materials. Thanks for being a super fun class!

 An end-of-semester gift from one of my students (did I mention I had a great class?) and excellent in-joke for those in the know.

An end-of-semester gift from one of my students (did I mention I had a great class?) and excellent in-joke for those in the know.