Mike Jonas Econometrics - Invidious

Mike Jonas Econometrics

I teach econometrics at the University of San Francisco, and I wanted a place for my students, and anyone else, to find straightforward tutorials and examples of how to use Stata and R-studio effectively to execute data analyses.

You will find topics that range from a first introduction to the software, to advanced techniques covered at the graduate level.

Additional videos will be added on a weekly basis (on average), and luckily there is no shortage of possible topics.
On twitter @MichaelRJonas

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6:54

RStudio Tutorial: First Difference Regression

Mike Jonas Econometrics

Shared 1 year ago

1.2K views

31:39

ECON Intro Econometrics Brief Review

Mike Jonas Econometrics

Shared 1 year ago

762 views

9:13

Finance Data in R Using getSymbols

Mike Jonas Econometrics

Shared 3 years ago

12K views

26:38

Causal Inference: A Simple Difference-in-Difference Model

Mike Jonas Econometrics

Shared 4 years ago

68K views

27:31

Econometrics Lecture: Autocorrelation Part 1

Mike Jonas Econometrics

Shared 4 years ago

4.7K views

3:28

Residual and Prediction Plots In Python

Mike Jonas Econometrics

Shared 4 years ago

13K views

6:59

How to Filter Data in R

Mike Jonas Econometrics

Shared 4 years ago

49K views

9:20

How to Run a Regression in Python

Mike Jonas Econometrics

Shared 4 years ago

28K views

10:09

How to Download World Bank Data in R-Studio

Mike Jonas Econometrics

Shared 4 years ago

10K views

21:09

How to Make Maps in Stata

Mike Jonas Econometrics

Shared 4 years ago

25K views

9:10

A First Look at Using Python for Econometrics

Mike Jonas Econometrics

Shared 4 years ago

15K views

21:36

The Chow Structural Break test in Stata

Mike Jonas Econometrics

Shared 4 years ago

21K views

17:53

Stata Time Series Tutorial: The Rolling Regression

Mike Jonas Econometrics

Shared 4 years ago

11K views

14:06

Estimating a GARCH model in Stata

Mike Jonas Econometrics

Shared 4 years ago

26K views

46:06

Intro Econometrics Lecture: Slope Dummy and Interaction Terms

Mike Jonas Econometrics

Shared 4 years ago

3.4K views

17:12

Stata Tutorial: Out of Sample Forecasts

Mike Jonas Econometrics

Shared 4 years ago

23K views

36:41

Econometrics Lecture: Derivation of the OLS Coefficient Variance

Mike Jonas Econometrics

Shared 4 years ago

2.2K views

15:27

Time Series Econometrics: The CORRGRAM command in Stata

Mike Jonas Econometrics

Shared 4 years ago

7.3K views

10:33

Using PUTEXCEL to export Stata output to MS Excel

Mike Jonas Econometrics

Shared 4 years ago

42K views

34:28

Econometrics Lecture: OLS Unbiased Proof

Mike Jonas Econometrics

Shared 4 years ago

4.9K views

33:10

Econometrics Lecture: The Classical Assumptions

Mike Jonas Econometrics

Shared 4 years ago

26K views

17:29

Basic Time Series in Stata: Finite Distributed Lag Models

Mike Jonas Econometrics

Shared 4 years ago

10K views

10:53

OLS Regression "By Hand" in Excel: Part 3

Mike Jonas Econometrics

Shared 4 years ago

1.5K views

23:19

Geometric (Infinite) Distributed Lag Model in Stata

Mike Jonas Econometrics

Shared 4 years ago

2.4K views

29:23

Roadmap to Learning Econometrics, Part 2

Mike Jonas Econometrics

Shared 4 years ago

1.4K views

24:48

Financial Econometrics Lecture 1, Part 2

Mike Jonas Econometrics

Shared 4 years ago

3K views

13:18

Financial Econometrics Lecture 1, Part 1

Mike Jonas Econometrics

Shared 4 years ago

8.5K views

19:44

Intro Econometrics Lecture: Roadmap for Learning Econometrics Pt. 1

Mike Jonas Econometrics

Shared 4 years ago

3.5K views

12:47

Building a Regression "By Hand" in Excel Part 2

Mike Jonas Econometrics

Shared 5 years ago

1.9K views

11:03

Building an OLS Regression "By Hand" in Excel: Part 1

Mike Jonas Econometrics

Shared 5 years ago

5.9K views

6:21

Stata Tutorial: COVID-19 Mobility Data

Mike Jonas Econometrics

Shared 5 years ago

1.5K views

21:21

Financial Data in Stata: Getsymbols, Lags, Differences and Returns

Mike Jonas Econometrics

Shared 5 years ago

8.8K views

19:28

Stata Tutorial: Data for Intro Econometrics Time Series Project

Mike Jonas Econometrics

Shared 5 years ago

4.1K views

20:07

Stata Tutorial: Gathering Cross Sectional Data

Mike Jonas Econometrics

Shared 5 years ago

13K views

10:48

Downloading COVID-19 Daily Panel Data into Stata

Mike Jonas Econometrics

Shared 5 years ago

1.6K views

6:30

Factor and Categorical Variables in R-Studio

Mike Jonas Econometrics

Shared 5 years ago

7.9K views

17:25

Introduction to Programming Loops in Stata

Mike Jonas Econometrics

Shared 5 years ago

19K views

32:13

Heteroskedasticity Part 2 - Introduction to Econometrics Lecture

Mike Jonas Econometrics

Shared 5 years ago

2.4K views

45:26

Heteroskedasticity Part 1 - Introduction to Econometrics Lecture

Mike Jonas Econometrics

Shared 5 years ago

7.8K views

36:26

Tobit and Heckman models in Stata

Mike Jonas Econometrics

Shared 5 years ago

34K views

28:33

The very basics of Logit and Probit models in Stata.

Mike Jonas Econometrics

Shared 5 years ago

25K views

21:01

COVID-19 Data: Simple Exponential Growth Models in Stata

Mike Jonas Econometrics

Shared 5 years ago

4.4K views

42:46

Intro Econometrics F-Statistic Full Lecture

Mike Jonas Econometrics

Shared 5 years ago

1.8K views

20:25

Hypothesis Testing Part 2: Confidence Intervals and Coefficient Plots

Mike Jonas Econometrics

Shared 5 years ago

4.5K views

23:27

Econometric Theory: Simple OLS Derivation

Mike Jonas Econometrics

Shared 5 years ago

3.1K views

16:04

Hypothesis Testing Part 1: Interpreting t-statistics from OLS Regression in Stata

Mike Jonas Econometrics

Shared 5 years ago

7.1K views

6:11

Your First .do File in Stata

Mike Jonas Econometrics

Shared 5 years ago

4.7K views

4:29

Pivot Tables in Stata

Mike Jonas Econometrics

Shared 5 years ago

3.7K views

19:15

Stata Tutorial: Basics of Instrumental Variables and Two-Stage Least Squares

Mike Jonas Econometrics

Shared 5 years ago

18K views

22:07

Stata Tutorial: Intro Data Cleaning with Panel Data

Mike Jonas Econometrics

Shared 5 years ago

44K views

5:33

Stata Tutorial: Constructing a Panel using Append

Mike Jonas Econometrics

Shared 5 years ago

7.3K views

6:32

Stata Tutorial: Encode string/text to dummy variable

Mike Jonas Econometrics

Shared 5 years ago

20K views

14:52

Stata Tutorial: Creating a panel of asset returns using the GETSYMBOLS and RESHAPE commands

Mike Jonas Econometrics

Shared 5 years ago

2.3K views

23:57

Stata Tutorial: Basic Unit Root Test

Mike Jonas Econometrics

Shared 6 years ago

56K views

9:16

Scatter Plots in Stata using the "Twoway" option

Mike Jonas Econometrics

Shared 6 years ago

37K views

7:47

Time Series Plots in Stata

Mike Jonas Econometrics

Shared 6 years ago

32K views

9:05

R-Studio Tutorial: F-Test for Joint Significance

Mike Jonas Econometrics

Shared 6 years ago

29K views

8:42

Stata Tutorial: Breusch-Pagan Test for Heteroskedasticity

Mike Jonas Econometrics

Shared 6 years ago

41K views

12:16

Stata Tutorial: White Test for Heteroskedasticity

Mike Jonas Econometrics

Shared 6 years ago

43K views

10:35

Simple Regression in Stata and RStudio Side-by-Side

Mike Jonas Econometrics

Shared 6 years ago

4.7K views