ECON 104: Data Science for Economists
Course Notes and Discussion Materials
Welcome to the course notes for ECON 104. I update these weekly to bridge the gap between the textbook, lecture notes, and exam problems.
Textbook
I follow the fifth edition of Principles of Econometrics by R. Carter Hill, William E. Griffiths, and Guay C. Lim (HGL). I reference their figures, pages, and examples when helpful.
Slides
| Chapter | Topic | Slides |
|---|---|---|
| 8 | Heteroskedasticity | |
| 8 | Heteroskedasticity | |
| 9 | Time Series | |
| 9 | Time Series | |
| 10 | Endogeneity and IV | |
| 10 | Omitted Variable Bias | |
| 10 | Measurement Error | |
| 11 | Simultaneous Equations | |
| 11 | Simultaneous Equations | |
| 15 | Panel Data | |
| 15 | Fixed Effects | |
| 15 | Random Effects | |
| 15 | Cluster-Robust SEs | |
| 15 | Dynamic Panels | |
| 15 | Hausman-Taylor | |
| 16 | Qualitative and Limited DVs | |
| 16 | Overview | |
| 16 | Binary Choice | |
| 16 | Ordered Choice | |
| 16 | Multinomial Logit | |
| 16 | Count Data | |
| 16 | Tobit | |
| 16 | Heckman Selection | |
| 17 | Machine Learning | |
| 17 | Regularization | |
| Discussion Problems | ||
| 8 | Ch. 8 Discussion | |
| 9 | Ch. 9 Discussion | |
| 10 | Ch. 10 Discussion | |
| 11 | Ch. 11 Discussion | |
| 15 | Ch. 15 Discussion | |
| 16 | Ch. 16 Discussion |
Acknowledgements
I thank all past TAs and instructors of Econ 104 at UCLA for their notes, problems, and shared resources. I hope this is helpful to future students and TAs. All errors are mine — please email me at jakeanderson@g.ucla.edu with corrections.