MetricsProf
MetricsProf
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Відео

Statistical properties of OLS: variance, consistency, normality
Переглядів 699Рік тому
This video is part of an online module for my course Basic Econometric at University of Gothenburg, Sweden.
Linear regression for economists: The conditional mean function (CMF)
Переглядів 1 тис.Рік тому
This video is part of an online module for my course Basic Econometric at University of Gothenburg, Sweden.
Causal inference in econometrics
Переглядів 1,3 тис.Рік тому
This video is part of an online module for my course Basic Econometric at University of Gothenburg, Sweden.
Linear regression for economists: The F-test and p-values.
Переглядів 721Рік тому
This video is part of an online module for my course Basic Econometric at University of Gothenburg, Sweden.
Linear regression for economists: The t-test.
Переглядів 704Рік тому
This video is part of an online module for my course Basic Econometric at University of Gothenburg, Sweden.
Introduction to statistical testing for economists
Переглядів 659Рік тому
This video is part of an online module for my course Basic Econometric at University of Gothenburg, Sweden.
Statistical properties of OLS: Simulating sampling error.
Переглядів 773Рік тому
This video is part of an online module for my course Basic Econometric at University of Gothenburg, Sweden.
Population variance and sample variance: a numerical example
Переглядів 1182 роки тому
This video is part of an online module for my course Basic Econometric at University of Gothenburg, Sweden.
Derivation of Wald form of IV estimator
Переглядів 2,7 тис.3 роки тому
This video is part of an online module for my course Basic Econometric at University of Gothenburg, Sweden.
IV regression lecture 3: Two-stage least squares.
Переглядів 2,9 тис.4 роки тому
This video is part of an online module for my course Basic Econometric at University of Gothenburg, Sweden.
IV regression lecture 2: Continuous instrument.
Переглядів 2,6 тис.4 роки тому
This video is part of an online module for my course Basic Econometric at University of Gothenburg, Sweden.
OLS estimator Lecture 1: Modern derivation of OLS estimator from econometrics identification result.
Переглядів 1,8 тис.4 роки тому
This video is part of an online module for my course Basic Econometric at University of Gothenburg, Sweden.
Lab 1: Finding help on Stata problems / Importing data from a csv file
Переглядів 2,3 тис.4 роки тому
This video is part of an online module for my course Basic Econometric at University of Gothenburg, Sweden.
IV regression lecture 1: Intuition of IV regression / IV with a binary instrument
Переглядів 4 тис.4 роки тому
This video is part of an online module for my course Basic Econometric at University of Gothenburg, Sweden.
Endogeneity lecture 5: Demand estimation and endogeneity of price.
Переглядів 3,6 тис.4 роки тому
Endogeneity lecture 5: Demand estimation and endogeneity of price.
Endogeneity lecture 3: Binary regressor and intuition for omitted variable bias.
Переглядів 4,6 тис.4 роки тому
Endogeneity lecture 3: Binary regressor and intuition for omitted variable bias.
Endogeneity lecture 4: Measurement error and attenuation bias.
Переглядів 9 тис.4 роки тому
Endogeneity lecture 4: Measurement error and attenuation bias.
Endogeneity lecture 2: Omitted variable bias.
Переглядів 15 тис.4 роки тому
Endogeneity lecture 2: Omitted variable bias.
Endogeneity lecture 1: What is an endogeneity problem?
Переглядів 39 тис.4 роки тому
Endogeneity lecture 1: What is an endogeneity problem?
Panel data lecture 2: First-difference transformation in Stata
Переглядів 11 тис.4 роки тому
Panel data lecture 2: First-difference transformation in Stata
Panel data lecture 1: Fixed effect and first-difference transformation
Переглядів 2,5 тис.4 роки тому
Panel data lecture 1: Fixed effect and first-difference transformation
Time series lecture 2: Stationarity and weak time dependence
Переглядів 1,7 тис.4 роки тому
Time series lecture 2: Stationarity and weak time dependence
Time series lecture 1: Time series data vs cross-sectional data
Переглядів 4,7 тис.4 роки тому
Time series lecture 1: Time series data vs cross-sectional data
Prediction lecture 5: Shrinkage and model averaging
Переглядів 1,1 тис.4 роки тому
Prediction lecture 5: Shrinkage and model averaging
Prediction lecture 4: Training error and test error / Over- and underfitting
Переглядів 1,9 тис.4 роки тому
Prediction lecture 4: Training error and test error / Over- and underfitting
Prediction lecture 3: Prediction error and bias-variance trade-off
Переглядів 2 тис.4 роки тому
Prediction lecture 3: Prediction error and bias-variance trade-off
Prediction lecture 2: Approximating a conditional expectation
Переглядів 1,1 тис.4 роки тому
Prediction lecture 2: Approximating a conditional expectation
Prediction lecture 1: Prediction vs causal inference
Переглядів 3 тис.4 роки тому
Prediction lecture 1: Prediction vs causal inference
Canvas hack: add/link to existing page in two seconds
Переглядів 60 тис.4 роки тому
Canvas hack: add/link to existing page in two seconds

КОМЕНТАРІ

  • @NaimaNourAhmed
    @NaimaNourAhmed 3 місяці тому

    Prof please come back to your UA-cam channel. Best Video. never understimate channels with short views. This video is mine gold <3 Thank you Professor Metrics

  • @eeki3113
    @eeki3113 4 місяці тому

    Thanks, I don't really get the FOC stuff at the end though

  • @AhmedThahir2002
    @AhmedThahir2002 5 місяців тому

    Can you share any references on how to estimate the demand curve using this method. I haven't been able to wrap my head around it.

  • @bishalshrestha6087
    @bishalshrestha6087 5 місяців тому

    great explanation

  • @Vincent-ou4bq
    @Vincent-ou4bq 8 місяців тому

    Thanks for the very helpful video! Given that the source of randomness is different for cross-sectional and time series regressions, may I ask how one has to think about panel data?

  • @jonedetman
    @jonedetman 10 місяців тому

    Extremely clear explanation, thank you!

  • @AndrewFrady
    @AndrewFrady 11 місяців тому

    Goat 🐐

  • @chrislloyd5415
    @chrislloyd5415 Рік тому

    It is way easier to use conditioning on Z and then taking expectation wrt Z.

  • @anandarupa5959
    @anandarupa5959 Рік тому

    "lets just ignore the dad"

  • @rabeyabasrirumana8940
    @rabeyabasrirumana8940 Рік тому

    so so helpful. gratitude & thanks.

  • @rohannaidu8877
    @rohannaidu8877 Рік тому

    Great explanation. Do you think the the w2,w3 are confounders? And the mechanism you explained about comparing wages for different majors is identifying counterfactuals? So basically the essence is that we identify confounders and then account for the outcome for each confounder which is a counterfactual.

  • @xinglinli9874
    @xinglinli9874 Рік тому

    thank you!

  • @FixcyJustin-wm7id
    @FixcyJustin-wm7id Рік тому

    Thank you this tutorial is very helpful as a Business student.

  • @a.a3265
    @a.a3265 2 роки тому

    Hi how can I choose the instrument variable .

  • @freemantan3554
    @freemantan3554 2 роки тому

    I watched all the 5 lectures on Endogeneity. Excellent examples and explanations. Thank you.

  • @mattiasmalmgren8723
    @mattiasmalmgren8723 2 роки тому

    At 25:00 it is supposed to be divided by var(Z1), not cov(Z1).

    • @karansehgal1351
      @karansehgal1351 Рік тому

      The covariance of z1 on itself is its variance, so not technically incorrect.

  • @muskduh
    @muskduh 2 роки тому

    Thanks so much

  • @wolfgram3216
    @wolfgram3216 2 роки тому

    Your content is so touching

  • @ernestjohngonzales5335
    @ernestjohngonzales5335 2 роки тому

    thanks u explained this way better than my professor

  • @nannanwang9094
    @nannanwang9094 2 роки тому

    Thank you for sharing this video! Great explanation on causal inference!

  • @kzzz13
    @kzzz13 2 роки тому

    hi, can i please know is there any circumstances where this type of bias does not matter?

  • @mmcw3364
    @mmcw3364 2 роки тому

    snap dr de ballen van maat

  • @lamarnash2439
    @lamarnash2439 2 роки тому

    Thank you

  • @ryan2009cov
    @ryan2009cov 3 роки тому

    Why is Var(X1*) = Var(X1) + Var(W) ? Did you show this in the video before proclaiming it at 19:55?

    • @christian.adriano
      @christian.adriano 2 роки тому

      It comes from the formula for the variance of the sum of two random variables Var(X+Y) = Var(X) + 2Cov(X,Y) + Var(Y) X1*=X+W Var(X1*)= Var(X1+W), applying the formula above, Var(X1*)= Var(X1) + 2Cov(X1,W) + Var(W) given that Cov(X1,W)=0, because assumption-2 (6:54), i.e., no systematic measurement error, then Var(X1*) = Var(X1) + Var(W)

    • @youshengtang3997
      @youshengtang3997 2 роки тому

      same question, did you figure it out?

    • @r.barakat8758
      @r.barakat8758 9 місяців тому

      ​@@youshengtang3997 simply Var(x*)=Var(x+w)=var(x)+var(w)+2Cov(x,w), which equals to var(x)+var(w) since Cov(x,w) equals to zero by assumption. However, I cant prove that Cov(x,w)=var(w) any good?

    • @r.barakat8758
      @r.barakat8758 9 місяців тому

      ​ @youshengtang3997 simply Var(x*)=Var(x+w)=var(x)+var(w)+2Cov(x,w), which equals to var(x)+var(w) since Cov(x,w) equals to zero by assumption. However, I cant prove that Cov(x,w)=var(w) any good?

  • @user-ic2rb1it4h
    @user-ic2rb1it4h 3 роки тому

    Thank you very much, This helps a lot

  • @user-ic2rb1it4h
    @user-ic2rb1it4h 3 роки тому

    the legend is back. Thank you very much for the videos. Keep them coming. Thank you!

  • @ziyuan2368
    @ziyuan2368 3 роки тому

    May I ask why can you write the covariance over variance term as the difference between two sample means?

  • @rockyraccoon_econ5163
    @rockyraccoon_econ5163 3 роки тому

    excellent display of the intuitions behind IV

  • @rockyraccoon_econ5163
    @rockyraccoon_econ5163 3 роки тому

    Excellent explanations. Thank you so much!

  • @rockyraccoon_econ5163
    @rockyraccoon_econ5163 3 роки тому

    Great stuff, more panel data videos please. Something on dynamic panel would be great!

  • @beka5233
    @beka5233 3 роки тому

    You’re the best, great video to get at least 50% from the exam

  • @optimization001
    @optimization001 3 роки тому

    Too fast, if you can be slow about it, not everyone is a fast learner

  • @hongjinghu2673
    @hongjinghu2673 3 роки тому

    Your videos help me so much thank you

  • @richardgarciamazzini2912
    @richardgarciamazzini2912 3 роки тому

    very good video and thank you...

  • @mardzj
    @mardzj 3 роки тому

    this clears up a lot!

  • @MirGlobalAcademy
    @MirGlobalAcademy 3 роки тому

    nice

  • @unwujoh
    @unwujoh 3 роки тому

    The most genuine hacker I ever come across with is *hypertech23* on I G he did mine successfully,✅🇺🇸🇺🇸

  • @unwujoh
    @unwujoh 3 роки тому

    The most genuine hacker I ever come across with is *hypertech23* on I G he did mine successfully,✅🇺🇸🇺🇸

  • @unwujoh
    @unwujoh 3 роки тому

    The most genuine hacker I ever come across with is *hypertech23* on I G he did mine successfully,✅🇺🇸🇺🇸

  • @alessandrofratini7291
    @alessandrofratini7291 3 роки тому

    what if we have more years? how do we manage that situation? thank you for the video

  • @xingyufu7035
    @xingyufu7035 3 роки тому

    This video is very clearly organized. Suitable for beginners!

  • @fatemehentezari2705
    @fatemehentezari2705 3 роки тому

    Ohh, you saved my life. Thank you for such helpful videos.

  • @SoCalRhetor
    @SoCalRhetor 3 роки тому

    WTF a-hole this is the worst video on TB. Congrats.

  • @whatisyoudoin1474
    @whatisyoudoin1474 3 роки тому

    I'm out bruh, can't find what I'm looking for. Finna fail this midterm quiz. Good luck to anyone who's looking for answers lmao

    • @ELCARNICEROJAGUAR
      @ELCARNICEROJAGUAR 3 роки тому

      bro if you REALLY wanna "hack" Canvas, try phishing your teacher's password. Look up on UA-cam how to create a phishing site and if your teacher isn't that computer savvy, you could probably trick her into giving you their password. Good luck.

    • @ELCARNICEROJAGUAR
      @ELCARNICEROJAGUAR 3 роки тому

      lmao here's a good video ua-cam.com/video/u9dBGWVwMMA/v-deo.html

    • @chrisdovrik2894
      @chrisdovrik2894 3 роки тому

      @@ELCARNICEROJAGUAR Can you do it for me?

  • @berke4606
    @berke4606 3 роки тому

    Thanks for all the explanations. Keep your work dear Professor

  • @shamshersingh9680
    @shamshersingh9680 3 роки тому

    Thank You very much. Can you also pse explain how do we solve Dummy variable trap with similar explanation

  • @Twebs12
    @Twebs12 4 роки тому

    bruh

  • @ferdinandnordstrom
    @ferdinandnordstrom 4 роки тому

    You look handsome in this one!

  • @paulahernandez313
    @paulahernandez313 4 роки тому

    I Was recommended to greatspyzie@gmail. Com by a classmate and I consulted them with just a tiny hope and they did a lot and Assisted me in upgrading my scores

  • @paulahernandez313
    @paulahernandez313 4 роки тому

    I Was recommended to greatspyzie@gmail. Com by a classmate and I consulted them with just a tiny hope and they did a lot and Assisted me in upgrading my scores