Travis Roach
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ECON 5453 - Econometric Analysis

General linear models for estimation and hypothesis testing, policy analysis, and interpretations of various statistical models. The topics treated include general linear and nonlinear regression models, inferences in regression analysis, multivariate analysis, analysis of categorical data, panel data methods, time-series forecasting, and topics in sampling techniques and machine learning.

Link to MS Teams
econ_5453_syllabus.docx
File Size: 23 kb
File Type: docx
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Textbook - The Effect by Nick Huntington-Klein

It seems like a lot of contemporary data science splits the difference in the worst possible way by focusing on shiny new techniques, without either developing the mathematical intuitions behind them, or doing much to improve understanding of the real-world problems.

— Nate Silver (@NateSilver538) August 12, 2020

Homework, solutions


homework_1.pdf
File Size: 85 kb
File Type: pdf
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homework1_solns.pdf
File Size: 107 kb
File Type: pdf
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homework_2.pdf
File Size: 87 kb
File Type: pdf
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homework_3.pdf
File Size: 103 kb
File Type: pdf
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homework2_solns.pdf
File Size: 111 kb
File Type: pdf
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homework_3___solutions.pdf
File Size: 175 kb
File Type: pdf
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Data Sets

​Earthquake Data
Gas Station Data
Home Price Data
Auto Data
​NLSY72 Data; Variable Descriptions
Car Demand time-series data
OK COVID Data
BMI, Steps Data (women) (men)

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  • Home
  • Research
  • Teaching
  • Office Hours
  • CV
  • Current Classes
    • ECON 1203
    • ECON 2103
    • ECON 5453
    • MBA 5042
  • Media
  • Links