Econometrics
message board
Midterm Exam
(posted: 22 July 2017)
As discussed in class, I would like you to submit your answers to the
midterm exam questions on
Thurs. 27 July.
When I review your answers, what I will want to see is that you have
learned regression analysis. If it helps, you may think of
this assignment as an opportunity to develop a set of notes for
yourself.
And in developing your own notes on regression analysis,
please remember that the
problem set
will help you understand the topic. And please remember that
my notes and my wxMaxima notebooks in
lec. 1, lec. 2 and
lec. 3 will help you understand the
problem set.
...
Week of July 2427
(posted: 22 July 2017)
This week, I would like to continue working with you on datasets.
Specifically, I would like to introduce the
OECD data.
We will test the same null hypothesis, but with a richer dataset.
It contains more variables and more detailed variables (than the
Italian data).
On the theoretical side, we will also discuss
panel data and
heteroskedascity.
To prepare for our discussion of panel data,
please read StockWatson chap. 8 and Kennedy chap. 18.
To prepare for our discussion of heteroskedascity,
please read Kennedy chap 8.
...
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links and files
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
 Stock and Watson, chap. 8
 Kennedy, chap. 18
 lecture 6  heteroskedascity
 lecture 7  probability models
 Stock and Watson, chaps. 9
 Kennedy, chap. 16
 logit model,
(wxM)
 lecture 8  timeseries
references and software
 statistics
 statistical software
 mathematical software
textbooks
