Nathan Wozny
Welcome to my videos on econometrics! The collection is growing slowly over time. I hope you find them helpful.
Nonstationarity: Trends
Time series assumption
Time Series Models
Instrument Validity
Identification
Instrumental Variables: Mechanics
Two Stage Least Squares (2SLS)
Quasi-Experiments: Instrumental Variables
Potential Outcomes
Experiments
Internal Validity in Experiments
Quasi-experiments: difference-in-differences
Quasi-experiments: regression discontinuity
Goodness of Fit, Likelihood Ratio Test
Logit and Probit
Interaction Variables
Dummy Variables
Regression Mechanics
Instrumental Variables
Measurement error
Fixed effects in panel data
Simultaneous Equations and Instrumental Variables
F Tests for Linear Restrictions
Sampling Distributions
Omitted Variable Bias
Hypothesis Testing
Properties of Regression
Regression Interpretation and Goodness of Fit
Nonlinear Models
Binary dependent variables