Econometrics II 2012/2013 Lectures
JEB110 Econometrics II school
web
Please note that final terms are available and you can register through SIS
Lectures: Tuesdays 14:00 - 15:30, room 109
Seminars:
Wednesdays 11:00 - 12:20, room 016 (KA, LK, JK, MR)
Wednesdays 12:30 - 13:50, room 016 (KA, LK, JK, MR)
Thursdays 12:30 - 13:50, room 016 (KA, LK, JK, MR)
Thursdays 14:00 - 15:20, room 016 (KA, LK, JK, MR)
Homework 1
(Due November 8th, 2012, 05:00 PM)
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and data
Homework 2
(Due December 5th, 2012, 03:30 PM)
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assignment together with data
Homework 3
(Due December 20th, 2012, 03:30 PM)
CORRECTED!!!
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assignment together with data
Project Assignment
(Due January 18th, 2013, 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
(this lecture will not be part of the final
exam)
Lecture
11
Lecture
11 (for printing)
Lecture 12
Carrying out Empirical Project
Lecture
12
Lecture
12 (for printing)