Econometrics 1: COMPLETE NOTES + R CODES
Subject notes for UniMelb ECOM20001
Topics cover the overall subject of Econometrics 1 — as shown in the pyramid chart on the cover page.
1. Probability Review
2. Statistics Review
3. Single Linear Regression
4. Multiple Linear Regression
5. Non-Linear Regression
6. Assessing Studies based on Multiple Regression
7. Time Series Regression
Every important part in each topic was included based on the lecture slides for Econometrics 1 Sem 2, 2019 with additional of R code summaries for each topic for a quick review of codes to remember. These are very useful during revision and assignments especially in understanding the big load of topics in the subject.
(The notes are arranged in 3 column order, to be read from left to right. With yellow boxes indicating big subtopics and light orange boxes the explanations to the subtopic.)
Semester 2, 2019