Econometrics II 2011/2012 Lectures
JEB110 Econometrics II school web
Lectures: Tuesdays 14:00 - 15:30, room 109
Seminars:
Wednesdays 8:00 - 9:20, room 016 (KA, LK, JK)
Wednesdays 11:00 - 12:20, room 016 (KA, LK, JK)
Wednesdays 12:30 - 13:50, room 016 (KA, LK, JK)
Homework 1
(Due November 9th, 2011, 11:00 AM)
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Homework 2
(Due December 8th, 2011, 11:00 AM)
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Homework 3
(Due December 21th, 2011, 11:00 AM)
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Project Assignment
(Due January 13th, 2012, 11:00 AM)
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Lecture 1
Introductory Lecture
Lecture 1
Lecture 1 (for printing)
Lecture 1 (interactive part in Mathematica)
Lecture 2
Basic Regression Analysis with Time Series Data
Lecture 2
Lecture 2 (for printing)
Lecture 2 (interactive part in Mathematica)
Lecture 3
Further issues in using OLS with time series data
Lecture 3
Lecture 3 (for printing)
Lecture 3 (interactive part in Mathematica)
Lecture 4
Serial correlation and heteroskedasticity in time series regressions
Lecture 4
Lecture 4 (for printing)
Lecture 5
Pooling cross sections across time. Simple panel data methods.
Lecture 5
Lecture 5 (for printing)
Lecture 6
Advanced panel data methods
Lecture 6
Lecture 6 (for printing)
Week 7
Midterm
Lecture 8
Instrumental Variables Estimation and Two Stage Least Squares
Lecture 8
Lecture 8 (for printing)
Lecture 9
Simultaneous Equations Models
Lecture 9
Lecture 9 (for printing)
Lecture 9 (interactive part in Mathematica)
Lecture 10
Limited Dependent Variable Models
Lecture 10
Lecture 10 (for printing)
Lecture 11
Advanced Time Series Methods
Lecture 11
Lecture 11 (for printing)
Lecture 12
Carrying out Empirical Project
Lecture 12
Lecture 12 (for printing)