Week 2: OLS in Matrix Form.

Schedule of the Week

Date
Time
Item
Place
Material
Mon, Feb 21 by 12:00 Inform tutors about your homework teams
16:00–17:30 Office hours (Oliver) Zoom
Tue, Feb 22 13:30–14:30 Office hours (Thomas) Zoom
15:30–17:00 Office hours (Viktoriia) Zoom
Wed, Feb 23 8:30–10:00 Lecture A5,6 B244
10:00 Homework 1 is assigned Github
Thu, Feb 24 10:15–11:45 Lab (Viktoriia) A5,6 B317
15:30–17:00 Lab (Viktoriia) Zoom

Study Notes

Work through Wooldridge’s appendix D first, because it will be heavily used in appendix E. Try to test yourself by doing some concrete examples (2 × 2- or 2 × 3-matrices are totally fine) to make sure you understand what’s going on. Moreover, closely read section E.1 – E.3 and skim the rest of this appendix. Also, in order review the linear model in matrix form take a look at Scott Long’s chapter 1–2, in particularly sections 2.1–2.5.

Readings

Long, J. Scott. 1997. Regression Models for Categorical and Limited Dependent Variables. Thousand Oaks, CA: Sage. Chapter 1-2. Required
Wooldridge, Jeffrey, M. 2009. Introductory Econometrics. A Modern Approach. Appendix D. Required
Wooldridge, Jeffrey, M. 2009. Introductory Econometrics. A Modern Approach. Appendix E. Required
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