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• Econometrics 2

Econometrics 2 (ECOM90002) // Assessment

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Important online examination information : This examination is the equivalent of a 2-hour assessment; however, students are provided with 3-hours to accommodate the time that will be required for typesetting of mathematical expressions and the uploading of documents.

Last updated: 31 January 2024

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Econometrics Assignment 2

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Econometrics 1: Individual Assignment #1

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You have substantial latitude about what to emphasize in Chapter 1. I find it useful to talk about the economics of crime example (Example 1.1) and the wage example (Example 1.2) so that students see, at the outset, that econometrics is linked to economic reasoning, if not economic theory. I like to familiarize students with the important data structures that empirical economists use, focusing primarily on cross-sectional and time series data sets, as these are what I cover in a first-semester course. It is probably a good idea to mention the growing importance of data sets that have both a cross-sectional and time dimension. I spend almost an entire lecture talking about the problems inherent in drawing causal inferences in the social sciences. I do this mostly through the agricultural yield, return to education, and crime examples. These examples also contrast experimental and nonexperimental data. Students studying business and finance tend to find the term structure of interest rates example more relevant, although the issue there is testing the implication of a simple theory, as opposed to inferring causality. I have found that spending time talking about these examples, in place of a formal review of probability and statistics, is more successful (and more enjoyable for the students and me). 3

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Exam Format - April, 2024!!

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Week 12 Feedback Form: Introduction to Econometrics!!

Dear Learners, Thank you for continuing with the course and hope you are enjoying it. We would like to know if the expectations with which you joined this course are being met and hence please do take 2 minutes to fill out our weekly feedback form. It would help us tremendously in gauging the learner experience. Here is the link to the form:    https://docs.google.com/forms/d/1oBgqp_zB0hTQpIMZgc6Tv9QO2Gc3bpKMePYwWvEsa9o/viewform Thank you -NPTEL team

Introduction to Econometrics - Week 12 content is live now !!

Dear Learners, The lecture videos for Week 12  have been uploaded for the course " Introduction to Econometrics ". The lectures can be accessed using the following link.   Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=112&lesson=113 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Practice Assignment-10  for Week-10  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=112&assessment=180 Assignment-12  for Week-12  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=112&assessment=192 The assignment has to be submitted on or before Wednesday, [17/04/2024], 23:59 IST. As we have done so far, please use the discussion forums if you have any questions on this module. Note : Please check the due date of the assignments in the announcement and assignment page if you see any mismatch write to us immediately. Thanks and Regards, -NPTEL Team

Introduction to Econometrics - Week 11 content is live now !!

Dear Learners, The lecture videos for Week 11  have been uploaded for the course " Introduction to Econometrics ". The lectures can be accessed using the following link.   Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=104&lesson=105 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Practice Assignment-11  for Week-11  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=104&assessment=179 Assignment-11  for Week-11  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=104&assessment=191 The assignment has to be submitted on or before Wednesday, [10/04/2024], 23:59 IST. As we have done so far, please use the discussion forums if you have any questions on this module. Note : Please check the due date of the assignments in the announcement and assignment page if you see any mismatch write to us immediately. Thanks and Regards, -NPTEL Team

Week 10 Feedback Form: Introduction to Econometrics!!

Important notice:no change in nptel exam schedule for april 2024.

Dear Student,

We wanted to take a moment to address an important matter regarding the upcoming election dates and their potential impact on your exam schedule.

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• Your academic progress and success remain our top priority, and we are committed to maintaining the integrity of the examination process.
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NPTEL Team.

Introduction to Econometrics - Week 10 content is live now !!

Dear Learners, The lecture videos for Week 10  have been uploaded for the course " Introduction to Econometrics ". The lectures can be accessed using the following link.   Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=95&lesson=96 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Practice Assignment-10  for Week-10  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=95&assessment=178 Assignment-10  for Week-10  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=95&assessment=190 The assignment has to be submitted on or before Wednesday, [03/04/2024], 23:59 IST. As we have done so far, please use the discussion forums if you have any questions on this module. Note : Please check the due date of the assignments in the announcement and assignment page if you see any mismatch write to us immediately. Thanks and Regards, -NPTEL Team

Week 9 Feedback Form: Introduction to Econometrics!!

Introduction to econometrics - week 9 content is live now .

Dear Learners, The lecture videos for Week 9  have been uploaded for the course " Introduction to Econometrics ". The lectures can be accessed using the following link.   Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=86&lesson=87 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Practice Assignment-9  for Week-9  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=86&assessment=177 Assignment-9  for Week-9  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=86&assessment=189 The assignment has to be submitted on or before Wednesday, [27/03/2024], 23:59 IST. As we have done so far, please use the discussion forums if you have any questions on this module. Note : Please check the due date of the assignments in the announcement and assignment page if you see any mismatch write to us immediately. Thanks and Regards, -NPTEL Team

Introduction to Econometrics - Week 9 video is live now!!

Dear Learners, The lecture videos for Week 9  have been uploaded for the course “ Introduction to Econometrics ”. The lectures can be accessed using the following link. Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=86&lesson=87 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Assignment will be released shortly. As we have done so far, please use the discussion forums if you have any questions on this module. Thanks and Regards, -NPTEL Team

Week 8 Feedback Form: Introduction to Econometrics!!

Introduction to econometrics - week 8 content is live now .

Dear Learners, The lecture videos for Week 8  have been uploaded for the course " Introduction to Econometrics ". The lectures can be accessed using the following link.   Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=77&lesson=78 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Practice Assignment-8  for Week-8  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=77&assessment=176 Assignment-8  for Week-8  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=77&assessment=188 The assignment has to be submitted on or before Wednesday, [20/03/2024], 23:59 IST. As we have done so far, please use the discussion forums if you have any questions on this module. Note : Please check the due date of the assignments in the announcement and assignment page if you see any mismatch write to us immediately. Thanks and Regards, -NPTEL Team

Introduction to Econometrics - Week 8 video is live now!!

Dear Learners, The lecture videos for Week 8  have been uploaded for the course “ Introduction to Econometrics ”. The lectures can be accessed using the following link. Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=77&lesson=78 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Assignment will be released shortly. As we have done so far, please use the discussion forums if you have any questions on this module. Thanks and Regards, -NPTEL Team

Week 7 Feedback Form: Introduction to Econometrics!!

Introduction to econometrics - week 7 content is live now .

Dear Learners, The lecture videos for Week 7  have been uploaded for the course " Introduction to Econometrics ". The lectures can be accessed using the following link.   Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=69&lesson=70 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Practice Assignment-7  for Week-7  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=69&assessment=175 Assignment-7  for Week-7  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=69&assessment=187 The assignment has to be submitted on or before Wednesday, [13/03/2024], 23:59 IST. As we have done so far, please use the discussion forums if you have any questions on this module. Note : Please check the due date of the assignments in the announcement and assignment page if you see any mismatch write to us immediately. Thanks and Regards, -NPTEL Team

Week 6 Feedback Form: Introduction to Econometrics!!

Introduction to econometrics - week 6 content is live now .

Dear Learners, The lecture videos for Week 6  have been uploaded for the course " Introduction to Econometrics ". The lectures can be accessed using the following link.   Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=60&lesson=61 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Practice Assignment-6  for Week-6  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=60&assessment=174 Assignment-6  for Week-6  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=60&assessment=186 The assignment has to be submitted on or before Wednesday, [06/03/2024], 23:59 IST. As we have done so far, please use the discussion forums if you have any questions on this module. Note : Please check the due date of the assignments in the announcement and assignment page if you see any mismatch write to us immediately. Thanks and Regards, -NPTEL Team

NPTEL: Exam Registration date is extended for 12 week courses of Jan 2024!

• No further extension will be provided.
• This extension is only applicable for 12-week courses.

Introduction to Econometrics - Week 6 video is live now!!

Dear Learners, The lecture videos for Week 6  have been uploaded for the course “ Introduction to Econometrics ”. The lectures can be accessed using the following link. Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=60&lesson=61 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Assignment will be released shortly. As we have done so far, please use the discussion forums if you have any questions on this module. Thanks and Regards, -NPTEL Team

Week 5 Feedback Form: Introduction to Econometrics!!

Reminder: nptel: exam registration is date is extended for jan 2024 courses.

Dear Learner,  The exam registration for the Jan 2024 NPTEL course certification exam is extended till February 23, 2024 - 05.00 P.M . CLICK HERE to register for the exam Choose from the Cities where exam will be conducted: Exam Cities Click here to view Timeline and Guideline : Guideline For further details on registration process please refer the previous announcement in the course page. -NPTEL Team

Introduction to Econometrics - Week 5 content is live now !!

Dear Learners, The lecture videos for Week 5  have been uploaded for the course " Introduction to Econometrics ". The lectures can be accessed using the following link.   Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=50&lesson=51 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Practice Assignment-5  for Week-5  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=50&assessment=173 Assignment-5  for Week-5  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=50&assessment=185 The assignment has to be submitted on or before Wednesday, [28/02/2024], 23:59 IST. As we have done so far, please use the discussion forums if you have any questions on this module. Note : Please check the due date of the assignments in the announcement and assignment page if you see any mismatch write to us immediately. Thanks and Regards, -NPTEL Team

Dear Learner,  The exam registration for the Jan 2024 NPTEL course certification exam is extended till February 20, 2024 - 05.00 P.M . CLICK HERE to register for the exam Choose from the Cities where exam will be conducted: Exam Cities Click here to view Timeline and Guideline : Guideline For further details on registration process please refer the previous announcement in the course page. -NPTEL Team

Introduction to Econometrics : Discussion Forum!!

Dear Learners, This is a discussion forum where you can ask questions and doubts in the subject to the faculty. We find that this is not being used at all and no queries have been raised. Make use of this unique opportunity where you can directly interact with the faculty and team. The doubts can be about anything taught in the videos, the assignment questions or any other content. The team will be happy to answer the queries. Pls let us know if you have any issues in using the forum. Dont miss this chance! Link to Discussion Forum:   https://groups.google.com/a/nptel.iitm.ac.in/g/noc24-ec06-discuss Warm regards -NPTEL team

Introduction to Econometrics - Week 5 video is live now!!

Dear Learners, The lecture videos for Week 5  have been uploaded for the course “ Introduction to Econometrics ”. The lectures can be accessed using the following link. Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=50&lesson=51 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Assignment will be released shortly. As we have done so far, please use the discussion forums if you have any questions on this module. Thanks and Regards, -NPTEL Team

Week 4 Feedback Form: Introduction to Econometrics!!

Introduction to econometrics - week 4 content is live now .

Dear Learners, The lecture videos for Week 4  have been uploaded for the course " Introduction to Econometrics ". The lectures can be accessed using the following link.   Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=41&lesson=42 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Practice Assignment-4  for Week-4  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=41&assessment=172 Assignment-4  for Week-4  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=41&assessment=184 The assignment has to be submitted on or before Wednesday, [21/02/2024], 23:59 IST. As we have done so far, please use the discussion forums if you have any questions on this module. Note : Please check the due date of the assignments in the announcement and assignment page if you see any mismatch write to us immediately. Thanks and Regards, -NPTEL Team

Introduction to Econometrics - Week 4 video is live now!!

Dear Learners, The lecture videos for Week 4  have been uploaded for the course “ Introduction to Econometrics ”. The lectures can be accessed using the following link. Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=41&lesson=42 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Assignment will be released shortly. As we have done so far, please use the discussion forums if you have any questions on this module. Thanks and Regards, -NPTEL Team

Week 3 Feedback Form: Introduction to Econometrics!!

Introduction to econometrics: reminder for assignment 1 & 2 deadline.

Dear Learners, The Deadline for Assignments 1 & 2 will close on Wednesday,[07/02/2024], 23:59 IST. Kindly submit the assignments before the deadline. Thanks and Regards, -NPTEL Team

Introduction to Econometrics - Week 3 content is live now !!

Dear Learners, The lecture videos for Week 3  have been uploaded for the course " Introduction to Econometrics ". The lectures can be accessed using the following link.   Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=33&lesson=34 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Practice Assignment-3  for Week-3  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=33&assessment=171 Assignment-3  for Week-3  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=33&assessment=183 The assignment has to be submitted on or before Wednesday, [14/02/2024], 23:59 IST. As we have done so far, please use the discussion forums if you have any questions on this module. Note : Please check the due date of the assignments in the announcement and assignment page if you see any mismatch write to us immediately. Thanks and Regards, -NPTEL Team

Introduction to Econometrics - Week - 3 video is live now !!

Dear Learners, The lecture videos for Week 3  have been uploaded for the course “ Introduction to Econometrics ”. The lectures can be accessed using the following link. Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=33&lesson=34 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Assignment will be released shortly. As we have done so far, please use the discussion forums if you have any questions on this module. Thanks and Regards, -NPTEL Team

Week 2 Feedback Form: Introduction to Econometrics!!

Reminder: nptel: exam registration is open now for jan 2024 courses.

Dear Learner, 

Here is the much-awaited announcement on registering for the Jan 2024 NPTEL course certification exam. 

1. The registration for the certification exam is open only to those learners who have enrolled in the course. 

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3 . Date of exam: Apr 21, 2024 

CLICK HERE to register for the exam.

Choose from the Cities where exam will be conducted: Exam Cities

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Domain Certification

Domain Certification helps learners to gain expertise in a specific Area/Domain. This can be helpful for learners who wish to work in a particular area as part of their job or research or for those appearing for some competitive exam or becoming job ready or specialising in an area of study.  

Every domain will comprise Core courses and Elective courses. Once a learner completes the requisite courses as per the mentioned criteria, you will receive a Domain Certificate showcasing your scores and the domain of expertise. Kindly refer to the following link for the list of courses available under each domain: https://nptel.ac.in/domains

Outside India Candidates

Candidates who are residing outside India may also fill the exam form and pay the fees. Mode of exam and other details will be communicated to you separately.

Thanks & Regards, 

Introduction to Econometrics - Week 2 content is live now !!

Dear Learners, The lecture videos for Week 2  have been uploaded for the course " Introduction to Econometrics ". The lectures can be accessed using the following link.   Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=25&lesson=26 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Practice Assignment-2  for Week-2  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=25&assessment=170 Assignment-2  for Week-2  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=25&assessment=182 The assignment has to be submitted on or before Wednesday, [07/02/2024], 23:59 IST. As we have done so far, please use the discussion forums if you have any questions on this module. Note : Please check the due date of the assignments in the announcement and assignment page if you see any mismatch write to us immediately. Thanks and Regards, -NPTEL Team

Week 1 Feedback Form: Introduction to Econometrics!!

Introduction to econometrics - week 1 content is live now .

Dear Learners, The lecture videos for Week 1  have been uploaded for the course " Introduction to Econometrics ". The lectures can be accessed using the following link.   Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=16&lesson=17 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Practice Assignment-1  for Week-1  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=16&assessment=169 Assignment-1  for Week-1  is also released and can be accessed from the following link Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=16&assessment=181 The assignment has to be submitted on or before Wednesday, [07/02/2024], 23:59 IST. As we have done so far, please use the discussion forums if you have any questions on this module. Note : Please check the due date of the assignments in the announcement and assignment page if you see any mismatch write to us immediately. Thanks and Regards, -NPTEL Team

Introduction to Econometrics - Week - 1 video is live now !!

Dear Learners, The lecture videos for Week 1  have been uploaded for the course “ Introduction to Econometrics ”. The lectures can be accessed using the following link. Link:  https://onlinecourses.nptel.ac.in/noc24_ec06/unit?unit=16&lesson=17 The other lectures in this week are accessible from the navigation bar to the left. Please remember to login into the website to view contents (if you aren't logged in already). Assignment will be released shortly. As we have done so far, please use the discussion forums if you have any questions on this module. Thanks and Regards, -NPTEL Team

NPTEL: Exam Registration is open now for Jan 2024 courses!

Introduction to econometrics: welcome to nptel online course - jan 2024.

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Browse Course Material

Course info.

• Prof. Victor Chernozhukov

Departments

As taught in.

• Econometrics

Learning Resource Types

Part a (theory).

(i) Solve one of questions 1–5 in Lecture 4 (PDF) . (ii) Solve question 1 in Lecture 5.

Part B. (Empirics)

(i) Solve question 6 from Lecture 4. (ii) Solve question 2 from Lecture 5 (PDF) . You may consult the R code included (but do not copy it), it relies on the GMM package. If you are using Stata, there is a GMM command there with good documentation and there is also a bs command (no kidding) also called bstrap and bootstrap.

Part C (Bonus and Make-up Problems)

Solve problem 5 in Lecture 4 or problems 3 or 4 or both in Lecture 5. For each one of the problems you solve correctly, we will increase the previous homework grades up by 2 brackets. For example, if you earned a check- on a homework question in one the previous or current homeworks, and you solve 1 bonus problem correctly, that check- gets converted to check+. If you did an okay job on 1 problem, we will bump you up one grade bracket (1 +) for trying. If you solve all 3 problems correctly, you can earn as much as 6 + increments to grades on the previous or current HWs.

Reminder: The best 3–4 performing students in the class will get prizes from Victor in the form of books! You can get either the Van der Vaart book on Asymptotic Statistics, the Imbens Rubin book on Causal Inference, or Pearl’s book on Causality.

Rules: Solutions should preferably be submitted as pdf documents prepared in latex and the code should be submitted as .zip file. Please provide detailed write-ups: explain theoretical foundations of your analysis and provide step-by-step explanation for your empirical analysis. Think that you are writing an empirical portion of your paper and you are trying to communicate the results to your colleagues and referees. You can work in groups to discuss the homework, but all the write-ups and all the coding should be individual.

Associated Files

R-code for BS Examples in Lecture 5 (R)

Data Set on Monthly Total Returns (CSV)

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