Install R and RStudio

R language resources

Other econometric software

 Resources often used by econometrics students at MTSU

 Useful links

 Links to data

 Weekly topics for Econometrics I

Read this first

1)      Introduction to R, data manipulation, and regression analysis

a)      Reading and writing data

b)      Running a regression

c)      Data cleaning, modifying variables, estimating a model

2)      Introduction to specification, multicollinearity, and omitted variable bias

a)      Specification, interaction terms, J-tests

b)      Multicollinearity

c)      Influential variables and observations

3)      Applications of F-tests: Granger causality, Chow test, and fixed effects

a)      Applications

4)      Heteroskedasticity, temporal autocorrelation, and bootstrapping

a)      Heteroskedasticity

b)      Temporal Autocorrelation

5)      Endogeneity, spatial autocorrelation

a)      Endogeneity

b)      Spatial autocorrelation

6)      Listwise deletion, multiple imputation

a)      Listwise deletion, multiple imputation