This is the website for Econ 402: Econometrics at the University of Mississippi.

• Introduction: slides

• A crash course in R (and gretl): slides, R script

• Background: slides

• Regression, part I: slides

• Regression, part II: slides

• Inference: slides

• Multivariate regression: slides

• Heteroskedasticity and autocorrelation: slides

• Endogeneity: slides

• Specification: slides

To save the HTML slides as PDFs, go to the menu on the bottom left, select Tools: PDF Export Mode, then use File: Print to save a PDF.

All of the data files used in the R commands, as well as the files used to generate the slides, are available in the CourseFiles folder.