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Econometrics 101: Basic Regression Analysis

By  |  December 24, 2015

This course introduces econometrics with a two-class discussion of of basic regression analysis.The first class covers the simple and multiple regression model while the second class covers problems with the model and how to deal with those problems.

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    View the classes here,

    Class 1

    Class 2

    Suggested Reading

    Session One:

     

    1. J. Baker and T. Bresnahan, Economic Evidence in Antitrust: Defining Markets and Measuring Market Power (September 2006), Stamford Law and Economics Olin Working Paper No. 328, electronic copy available at http://ssrn.com/abstract=931225.

    Additional Supplemental Readings:

    1. J. WOOLDRIDGE, INTRODUCTORY ECONOMETRICS: A MODERN APPROACH (South-Western College Publishing 2000), chapters 1-3.  First chapter available for review, and book available for purchase, at http://books.google.com/books?id=64vt5TDBNLwC&lpg=PP1&ots=Jx_1jOcAua&dq=wooldridge%20introductory%20econometrics&pg=PT34#v=onepage&q=&f=false.
    1. J. ANGRIST & J.S. PISCHKE, MOSTLY HARMLESS ECONOMETRICS: AN EMPIRICIST COMPANION (Princeton University Press 2009), chapters 1-3.  First chapter available for review, and book available for purchase, at http://press.princeton.edu/titles/8769.html.
    1. THE EVOLVING ROLE OF STATISTICAL ASSESSMENTS AS EVIDENCE IN THE COURTS (S. Fienberg ed., New York: Springer 1989), section 3.3, pp. 104-118.

    Session Two:

    1. R. M. Abrantes-Metz and P. Bajari, Screening for Conspiracies: Applications for Litigation, Pre-Litigation, Regulation and Internal Monitoring, Working Paper (March 11, 2009), Electronic copy available at http:ssrn.com/abstract=1357862.
    1. L. Froeb and M. Shor, appears as Auction Models, Chapter IX in ECONOMETRICS: LEGAL, PRACTICAL, AND TECHNICAL ISSUES (John Harkrider ed., American Bar Assoc., Section of Antitrust Law Econometrics 2005), pp. 225-246.  Electronic copy available athttp://www2.owen.vanderbilt.edu/mike.shor/Research/auctions.ABA.pdf

    Additional Supplemental Readings:

    1. J. WOOLDRIDGE, INTRODUCTORY ECONOMETRICS: A MODERN APPROACH (South-Western College Publishing 2000), chapters 6-9.  First chapter available for review, and book available for purchase, at http://books.google.com/books?id=64vt5TDBNLwC&lpg=PP1&ots=Jx_1jOcAua&dq=wooldridge%20introductory%20econometrics&pg=PT34#v=onepage&q=&f=false.
    1. J. ANGRIST & J.S. PISCHKE, MOSTLY HARMLESS ECONOMETRICS: AN EMPIRICIST COMPANION (Princeton University Press 2009), chapters 4-5. First chapter available for review, and book available for purchase, at http://press.princeton.edu/titles/8769.html.
    1. R. M. Abrantes-Metz, L. M. Froeb, J. F. Geweke and C. T. Taylor, A Variance Screen for Collusion, 24 INTERNATIONAL JOURNAL OF INDUSTRIAL ORGANIZATION 467-486 (2006).
    1. J. HARRINGTON, appears as Detecting Cartels, HANDBOOK OF ANTITRUST ECONOMICS (P. Buccirossi ed., Cambridge: The MIT Press 2008), pp. 213-258.

     

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