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Applied econometrics scripts for analyzing macroeconomic indicators and policy impacts using panel data models, Hausman tests, and fixed/random effects estimations.

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Econometry

Applied econometrics scripts for analyzing macroeconomic indicators and policy impacts using panel data models, Hausman tests, and fixed/random effects estimations.

This repository contains scripts and datasets for applied econometric analysis using Python (and optionally Stata).
It includes exercises and case studies on panel data, fixed and random effects models, Hausman tests, and dummy variable interpretation.


Overview

The project explores empirical relationships between macroeconomic indicators and employment using econometric models.
It demonstrates how to estimate and interpret panel data models (FE/RE) and perform hypothesis testing.


Contents

  • script_modelo → Jupyter notebooks with analysis scripts
  • panel_limpio.csv → Datasets used in the examples

Requirements

To run the notebooks, install the following packages:

pip install pandas numpy statsmodels linearmodels matplotlib

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Applied econometrics scripts for analyzing macroeconomic indicators and policy impacts using panel data models, Hausman tests, and fixed/random effects estimations.

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