Julia code for "Introductory Econometrics" A Modern Approach", Seventh Edition by Jeffrey M. Wooldridge
- The code cover Part 1: "Regression Analysis with Cross-Sectional Data" of the book (chapters 1 to 9).
- The code cover all examples, problems, and computer problems given in the book.
- In the code the GLM.jl package is used.
- The init_example.jl file contains helper functions that were needed to make the code complete (getting data and functionalities currently missing in GLM.jl).
- For each chapter a file called chapter_XX.jl is provided, where XX is chapter number.
The code were tested under Julia 1.9.2 and Project.toml/Manifest.toml configuration provided in this repository.
When you run the code please consider that:
- A project environment is properly activated in your Julia session
(it is simplest to do it by running
julia --projectin the folder where you downloaded this repository). - The code downloads source R files from https://github.com/JustinMShea/wooldridge and stores them in a working directory.
- It is assumed that code for each chapter is executed in a separate Julia session sequentially (i.e. there might be some variables defined in the code for a given chapter that are used in several places)