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Textbook Examples
Econometric Analysis, William H. Greene
Chapter 3: Least Squares Regression
Chapter 5: Hypothesis Tests and Model Selection
Introductory Econometrics For Finance, Chris Brooks
Chapter 2: Simple Linear Regression: Estimation of an Optimal Hedge Portfolio
Chapter 5: Estimation and Hypothesis Testing of the CAPM
Introduction to GAUSS for Stata Users
Data Management
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Sections:
Interactive Data Import
Programmatic Data Import
Programmatic Export
Data Cleaning
Data Exploration
Data Sampling
Data Smoothing
Data Transformations
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