1. General Information

  • Instructor: 马骏
  • Email: jun.ma@ruc.edu.cn
  • Office: 北校区一号楼西配楼106
  • TA: 杨世祺
  • Email: shiqiyang@ruc.edu.cn
  • Time: 周一 18:00-19:30，周三18:00-19:30
  • Venue: 教二2102

2. Lecture Slides

  1. syllabus
  2. LT1 introduction
  3. LT2 review of probability, (updated: Oct 1, 2022)
  4. LT3 conditional expectation, (updated: Oct 1, 2022)
  5. LT4 simple linear regression, (updated: Mar 7, 2023)
  6. LT5 properties of simple linear regression
  7. LT6 Gauss Markov
  8. LT7 standard errors
  9. LT8 confidence interval (updated: Oct 8)
  10. LT9 hypothesis testing (updated: Oct 18, 2022)
  11. LT10 multiple regression (updated: Apr 26, 2023)
  12. LT11 R squared (updated: Apr 26, 2023)
  13. LT12 multiple regression properties (updated: Apr 26, 2023)
  14. LT13 multiple regression testing (updated: Apr 26, 2023)
  15. LT14 dummy variables (updated: Apr 26, 2023)
  16. LT15 consistency (updated: May 16, 2023)
  17. LT16 asy normality
  18. LT17 misspecification (updated: Nov 23, 2022)
  19. LT18 asymptotic variance (updated: Nov 23, 2022)
  20. LT19 IV (updated: Nov 30, 2022)
  21. LT20 2SLS (updated: Jun 07, 2023); intro to GMM
  22. LT21 Hausman (updated: Jun 07, 2023)
  23. LT22 MLE (updated: Jun 07, 2023)
  24. LT23 binary (updated: Jun 07, 2023); STATA: https://www3.nd.edu/~rwilliam/stats2/Logistic-Stata.pdf
  25. LT24 multinomial (updated: Jun 07, 2023); STATA: conditional logit, ordered logit, multinomial logit
  26. LT25 censor (updated: Jun 07, 2023); STATA: tobit, Heckman
  27. STATA tutorial, data
  28. LT26 treatment, updated, Dec 17
  29. LT27 resampling (updated: Jun 07, 2023)
  30. LT28 pooling (updated: Jun 07, 2023)
  31. LT29 panel (updated: Jun 07, 2023)
  32. LT30 scm