Welcome

This is a replication guide based on A. Colin Cameron’s Analysis of Economics Data: An Introduction to Econometrics, built with JupyterLab and Jupyter Book using R. Positioned below the level of Wooldridge’s introductory text, it serves as an accessible entry point into applied econometrics, with a primary focus on linear regression.

The book covers core topics such as robust standard errors, multiple hypothesis testing, and panel data analysis, while also touching on more advanced material in selected chapters (12 and 17). The content here is organized for reproducibility and step-by-step implementation using real data, which can be downloaded from Cameron’s website.

PART I. Analysis of a Single Series

• 1. CHAPTER 1. ANALYSIS OF ECONOMICS DATA
• 2. CHAPTER 2. UNIVARIATE DATA SUMMARY
• 3. CHAPTER 3. THE SAMPLE MEAN
• 4. CHAPTER 4. STATISTICAL INFERENCE FOR THE MEAN

PART II. Analysis of Two Series

• 5. CHAPTER 5. BIVARIATE DATA SUMMARY
• 6. CHAPTER 6. THE LEAST SQUARE ESTIMATOR
• 7. CHAPTER 7. STATISTICAL INFERENCE FOR BIVARIATE REGRESSION
• 8. CHAPTER 8. CASE STUDIES FOR BIVARIATE REGRESSION
• 9. CHAPTER 09. MODELS WITH NATURAL LOGARITHMS

PART III. Analysis of Several Series

• 10. CHAPTER 10. DATA SUMMARY FOR MULTIPLE REGRESSION
• 11. CHAPTER 11. STATISTICAL INFERENCE FOR MULTIPLE REGRESSION
• 12. CHAPTER 12. FURTHER TOPICS IN MULTIPLE REGRESSION
• 13. CHAPTER 13. CASE STUDIES FOR MULTIPLE REGRESSION
• 14. CHAPTER 14. REGRESSION WITH INDICATOR VARIABLES
• 15. CHAPTER 15. REGRESSION WITH TRANSFORMED VARIABLES

PART IV. Further Topics

• 16. CHAPTER 16. CHECKING THE MODEL AND DATA