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Econometrics

In this repository, you will find implemented author's projects in econometrics divided into different tasks:

  • Cluster Analysis: cluster analysis, including theoretical and practical assignments with code writing and visualization of results
  • Dimensionality Reduction: dimensionality reduction using PCA (Principal Component Analysis), including theoretical and practical assignments based on data about protest activity in European Union countries
  • Factor Analysis: factor analysis, applied to study the relationships between variable values based on the 6th wave of the World Values Survey research
  • Regression Analysis: various works in the field of regression analysis and its applications:
    • Interaction Variable
    • Multiple Regression with interpretation and causal inference
    • Panel Data Analysis (including Fixed-Effects, Random-Effects, and Mixed-Effects models)

Some materials are taken from course materials on probability theory, mathematical statistics, linear algebra, multivariate statistical analysis, and regression analysis from the Department of Higher Mathematics of the HSE University.

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