Introduction to Econometrics
Chapter 1 : Sample moments and Software
By Lund University
Before we begin this course, we will look at sample moments (numbers you can calculate from a sample) and introduce some econometric software.
Sample moments
The first thing we will look at in this course is sample moments. We begin with fundamental concepts such as population, sample and random sample. We then look at moments from a single variable: sample mean, sample variance and sample standard deviation. We then look at sample moments from two variables: sample covariance and sample correlation. This section is heavily dependent on sums. To review sums, check out the final section of Equations and sums. You will practice working with sums mathematically as well as in Excel.
To do: Add exercises..
Sample moments
Problem: Calculate sample moments in Excel
Problem: Sample variance, negative and zero
Problem: Important sum rules for sample moments
Problem: Calculating sums in Excel
Getting started with econometric software
A quick introduction to Eviews and/or Stata.
Todo: Create the Stata lecture.