Econometrics (2016 Spring)

News and announcements

Course introduction

• EC-Courseplan

Lecture notes

• EC-L1-Introduction-To-Econometrics
• EC-L2-Two-Variable-Regression
• EC-L3-CNLRM-Distribution-Interval-Testing
• EC-L4-Two-Variable-Regression-Model-Extensions
• EC-L5-Multiple-Regression
• EC-L6-Dummy-Variable
• EC-L7-Multicollinearity
• EC-L8-Heteroscedasticity
• EC-L9-Autocorrelation
• EC-L10-ModelSpecification
• EC-L11-QualitativeResponseRegression
• EC-L12-PanelDataRegressionModels
• EC-L13-TimeSeriesEssentials
• EC-L14-Introductoary-Bayesian-Econometrics

R notes

• EC-C1-R-Intro
• EC-C2-MatrixLinearRegression
• EC-C3-R-RegressionWithDummies
• EC-C4-Multicollinearity
• EC-C5-Heteroscedasticity
• EC-C6-Autocorrelation
• EC-C7-QualitativeRegression
• EC-C8-PanelDataRegression
• EC-C9-AR-MA-Processes

Additional materials

• Datasets
• Generalized Method of Moments for Linear Models
• ARIMA Models
• Matrix-Derivatives

Solutions to assignments

• EC-S1
• EC-S2
• EC-S3
• EC-S4
• EC-S5
• EC-S6
• EC-S7
• EC-S8