Python for Econometrics
Unlock the power of Python to analyze economic data, build econometric models, and make data-driven decisions.
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Python Fundamentals and Econometric Setup
Unit 1: Setting Up Your Python Environment
Anaconda Installation
Jupyter Notebook Basics
Basic Configuration
Managing Environments
Package Management
Unit 2: Python Fundamentals for Econometrics
Data Types
Lists and Tuples
Dictionaries
Control Flow
Functions
Unit 3: Essential Libraries for Econometrics
Pandas: DataFrames
NumPy: Arrays
Matplotlib: Plotting
Seaborn: Visualization
Library Integration
Data Wrangling and Linear Regression
Unit 1: Introduction to Data Wrangling with Pandas
Intro to Pandas
Selecting Data
Adding/Removing Columns
Handling Missing Data
Data Type Conversion
Unit 2: Data Transformation and Cleaning
Filtering & Sorting
Grouping and Aggregating
Merging Datasets
Pivoting Data
String Manipulation
Unit 3: Linear Regression with scikit-learn
Sci-kit Learn Setup
Building the Model
Making Predictions
Feature Importance
Model Diagnostics
Unit 4: Linear Regression with statsmodels
Statsmodels Setup
Building with Statsmodels
Interpreting Results
Statsmodels Diagnostics
Advanced Statsmodels
Time Series and Panel Data Analysis
Unit 1: Introduction to Time Series Analysis
Time Series Basics
Stationarity
Autocorrelation
White Noise
Decomposition
Unit 2: ARIMA Models
ARIMA Models
ARIMA Estimation
ARIMA Diagnostics
ARIMA Forecasting
SARIMA
Unit 3: Volatility Modeling with GARCH
Volatility Clustering
ARCH Models
GARCH Models
GARCH Extensions
GARCH Forecasting
Unit 4: Panel Data Analysis
Panel Data Intro
Pooled OLS
Fixed Effects
Random Effects
Hausman Test
Advanced Econometric Methods and Causal Inference
Unit 1: Discrete Choice Models: Logit and Probit
Intro to Discrete Choice
The Logit Model
The Probit Model
Logit vs. Probit
Extensions & Applications
Unit 2: Instrumental Variables Regression
Endogeneity Problem
Instrumental Variables
2SLS in Python
IV Diagnostics
IV Applications
Unit 3: Causal Inference Techniques
Causal Inference Intro
Diff-in-Diff Overview
DID in Python
Regr. Discontinuity
RD in Python
Hypothesis Testing, Machine Learning, and Automation
Unit 1: Hypothesis Testing in Python
T-tests in Python
Chi-squared Tests
ANOVA in Python
Non-parametric Tests
Power Analysis
Unit 2: Machine Learning for Econometric Modeling
Regularization
Cross-Validation
Classification Methods
Model Selection
ML Interpretability
Unit 3: Automating Econometric Workflows
Data Loading Scripts
Model Estimation Scripts
Report Generation
Workflow Orchestration
Version Control