Teaching and Software

I regularly teach courses in Probability, Statistics and Econometrics, both at Undergraduate and Graduate level, and supervise independent research projects for Undergraduate students majoring in Economics and Applied Mathematics and Statistics.

In this page you can find the syllabi for the courses I teach and some useful resources for Statistics and Econometrics, including software.

Undergraduate Econometrics and Statistics

ECO 320 - Mathematical Statistics

Stony Brook University.

ECO 321 - Econometrics

Stony Brook University.

Resources

David M Diez, Christopher D Barr, and Mine Cetinkaya-Rundel, OpenIntro Statistics.

Francis X. Diebold, Econometric Data Science: A Predictive Modeling Approach.

James H. Stock and Mark W. Watson, Companion website to Introduction to Econometrics, Pearson.

Christoph Hanck, Martin Arnold, Alexander Gerber and Martin Schmelzer, Introduction to Econometrics with R.

Graduate Econometrics and Statistics

ECO 520 - Mathematical Statistics

Stony Brook University.

ECO 521 - Econometrics

Stony Brook University.

Resources

Bruce Hansen, Econometrics.

PhD Comprehensive Exam Samples

Samples of PhD Comprehensive Exam at Stony Brook University: Sample 1; Sample 2.

Software

Statistical Computing

The R-project for Statistical Computing.

Using R for Introductory Econometrics

Econometrics with R

LaTeX Resources

LaTeX Introductory Guides: Unix Users; Windows Users.

Academic Papers on Teaching with R

Racine, J. and Hyndman, R. (2002), Using R to teach econometrics. Journal of Applied Econometrics, 17: 175-189.

Meredith, E. and Racine, J. S. (2009), Towards reproducible econometric research: the Sweave framework. Journal of Applied Econometrics 24: 366-374.