are 212: multiple equation estimation

I had a great time serving as the GSI for Max Auffhammer's first-year PhD econometrics course, ARE 212. I built these notes off of material from Dan Hammer, Patrick Baylis, and Kenny Bell. I've created some sections from scratch and expanded others, so there are likely mistakes remaining (caveat econometricus). If you find one, let me know! If you do use these notes for a course, please credit me (and the three guys listed above). 

syllabus:

ARE 212 Syllabus - 2016 Edition

section notes:

Section 1: Introduction to R [PDF] [ZIP: PDF, Rnw, & data]

Section 2: knitr and matrix operations [PDF] [ZIP]

Section 3: Functions and looping (feat OLS) [PDF] [ZIP]

Section 4: Partitioned regression and goodness of fit [PDF] [ZIP]

Section 5: Hypothesis testing [PDF] [ZIP]

Section 6: Figures with ggplot2 [PDF] [ZIP]

Section 7: GLS and MLE [PDF] [ZIP]

Section 8: Large-sample properties of OLS [PDF] [ZIP]

Section 9: Non-standard standard errors I [PDF] [ZIP]

Section 10: Non-standard standard errors II [PDF] [ZIP]

Section 11: Instrumental variables [PDF] [ZIP]

Section 12: Power calculations [PDF] [ZIP]

Section 13: Spatial data [PDF] [ZIP - largeish file]

Section 14: Replication [PDF] [ZIP]

Bonus: Monte Carlo primer [PDF] [ZIP]

other useful stuff:

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