Econometrics
course outline
 background  statistics and probability
 lecture 1  ordinary least squares
 lecture 2  maximum likelihood
 lecture 3  hypothesis testing
 lecture 4  violations of the GaussMarkov assumptions
 Kennedy, chaps. 5, 6 and 7
 lecture 5  panel data
 Hill, Griffiths and Lim, chap. 15
 Kennedy, chap. 18
 lecture 6  heteroskedascity
 lecture 7  probability models
 Studenmund, chap. 13
 Hill, Griffiths and Lim, chap. 16
 Kennedy, chap. 16
 logit model,
(wxM)
 lecture 8  timeseries
references and software
 statistics
 statistical software
 mathematical software
textbooks
 recommendations:
 other suggestions:
