Econometrics: working with data on the computer

Teaching economics in terms of practical classes should be based on three whales: solving problems “manually”, programming economy meters, working with data on a computer. This book is dedicated to the third “whale”.
The manual was prepared on the basis of practical economies in economics, which the authors spent more than ten years at various faculties of the Higher School of Economics. It is intended mainly for undergraduate students studying in economic specialties, as well as economytrics teachers. Also, this workshop can be used in the magistracy when repeating the bachelor"s course.
The thematic composition of most of the workshop is quite traditional for the bachelor"s course:
• the method of the smallest squares and linear regression,
• Trust intervals,
• Verification of statistical hypotheses,
• Fictive variables and test tests,
• Tests for the correctness of the functional form: Ramsey test and the Boxing Coce test,
• multicollinearity,
• Heteroscope,
• Auto -correction,
• Binar selection models: logit and Probit models,
• Systems of simultaneous equations,
• Endogenicity,
• Elements of analysis of panel data.
The main feature of this manual is the use of not only real, but also simulated data. This is done with the idea that when analyzing real data, students immediately face a whole set of deviations from theoretical prerequisites, while on simulated data in the conditions of a controlled experiment, such deviations can be set separately. As a result, you can feel the pure effect of each of the deviations from theoretical premises. In this case, the task of detecting a deviation and its elimination becomes simpler and more visible. In addition to the tasks with simulated data, the allowance includes tasks with real data in order to develop students" skills not only in “refined”, but also “combat” conditions