## are 212: multiple equation estimation

I served as the GSI for Max Auffhammer's first-year PhD econometrics course, ARE 212, in Spring 2016. 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!

**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**:

Google's R style guide

RStudio's cheat sheets (particularly helpful: the RStudio IDE one, the Data Visualization one, and the Data Wrangling one)

Swirl: R tutorials