Sok Lee

I would not take this class if I did not have to. 1 Columbia University: Arts & Sciences Fall 2022 Course: ECONUN3412_002_2022_3-INTRODUCTIONTOECONOMETRICS : ECONUN3412_002_2022_3 - INTRODUCTION TO ECONOMETRICS Instructor: Sok Lee

decision theory; asymptotic; convergence in probability

This class while challenging, was very informative.

Basic measure theory; Statistical decision theory

I learned how to use STATA, about OLS, and regressions.

It was the first time I was exposed to statistical decision theory (in the first half) and I enjoyed the content. In the second half, we were introduced to topics on sparse high-dimensional regression, subsampling and multiple testing, which were interesting too.

Econometric thinking, modeling, basic econometric concepts, how to use Stata

We covered basic statistics and probability as well as decision theoretic frameworks for estimation, testing, and inference. The second half covered asymptotic theory, linear regression, high dimensional regression, restricted regression, multiple testing, and subsampling.

regression models, IV regression, DiD, econometric methodology (through Stata)

I learned the basics of using regression models like LPM, logit, probit, panel data, multiple and fixed effects regressions, and LASSO to analyze data.