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214 видео
6.1 Effects of Data Scaling on OLS statistics (changing units of measurement)
1.3d What are Panel Data or Longitudinal Data?
7.5b Example of a linear probability model
7.7 Regression with discrete dependent variables
9.2a Using Lagged dependent variables as proxy variables
7.3 Using dummy variables for multiple categories
6.3 Goodness of fit and selection of regressors
10.6 Numerical example on Real vs. Nominal GDP
8.2a Example with robust inference in R
Data Visualization in R (Part 1/2)
11.1c CPI components and measurement issues
9.2 Using Proxy variables for unobserved explanatory variables
R Notation
9.4b Measurement error in an explanatory variable
9.1b Tests against Nonnested Alternatives
Referencing in R Markdown (LaTeX style)
9.2 Example of using a proxy variable
9.4a Measurement error in the dependent variable
9.6 Least Absolute Deviation and Quantile regression
Data Transformation in R (Part 2/2)
Introduction to R for Data Science
R Objects: Vectors, Matrices, Arrays, Lists and Data Frames
Modifying values in R
9.5c Outliers and Influential observations
Data Transformation in R (Part 1/2)
The RStudio environment
9.5c Example of regressions with or without outliers
ARIMA models: Estimation and order selection (Part 6)
2.3 Time Series plots in R
Installing R and RStudio
Basics of R
4.3a Demand: Law of demand, demand schedule, and demand curve
Exponential Smoothing: Simple Exponential Smoothing (Part 2)
7.4a Interactions involving dummy variables
ARIMA models: application in R (Part 8)
Loading, Viewing, working with an R dataset (basics)
6.1a Beta coefficients or Standardized coefficients
7.4c Testing for differences in regression functions across groups: the Chow test or F-test
Exponential Smoothing: Introduction (Part 1)
Tidying Data in R using pivot_longer() and pivot_wider()
9.1 Functional form misspecification
Importing Data in R
9.5ab Nonrandom Sampling and Missing data
Data Visualization in R (Part 2/2)
Creating a simple Quarto document
2.4 Lag Plots, Autocovariance, Autocorrelation and White Noise Processes in R
7.0 Introduction to Regression analysis with Qualitative information
ARIMA models: stationary vs. non stationary time series (Part 1.1)
9.1a RESET as a general test for Functional form misspecification
11.1b Calculating CPI and CPI inflation (example)