This is a companion webpage for the course ECON30130 Econometrics at University College Dublin (UCD). The website provides students with the opportunity to explore and deepen their knowledge of some of the key concepts covered in the course. I will work a lot with visualisations and dashboards, which should help students to develop intuition about econometric techniques. This is work in progress: over the academic year 2022/23, I will add content as we progress through the course. The webpage is a complement to and not a substitute for the textbook, lecture slides or lecture attendance.
Some key concepts have been explained and visualised much better by other econometrics and statistics teachers. At various parts of the text, I will provide links to relevant webpages. In particular, I recommend the following online textbooks:
- Introduction to Econometrics with R by Christoph Hanck, Martin Arnold, Alexander Gerber and Martin Schmelzer of the University of Duisburg-Essen (Germany). This online textbook teaches R based on the Stock & Watson textbook and provides a wealth of examples and exercises. -Introduction to Econometrics with R by Florian Oswald, Vincent Viers, Jean-Marc Robin, Pierre Villedieu and Gustave Kenedi of SciencesPo in Paris. These teachers (who are also great researchers btw) created a standalone course in econometrics. All teaching is through R. The textbook contains lots of examples while often going into great detail.
- For basics of statistics and data science, I highly recommend Telling Stories with Data by Rohan Alexander. It covers a lot of basic tasks such as collecting, cleaning, storing and visualising data.
The website has been created by Benjamin Elsner. For any feedback, please email benjamin(dot)elsner(at)ucd.ie.