Economics 421: Econometrics
Economics 421/521: Econometrics (Winter 2009, University of Oregon). Instructor: Professor Mark Thoma. This course is a continuation of the econometrics sequence. The first course, EC 420/520, introduces the linear regression model and discusses estimation
and testing under (mostly) ideal conditions. This course looks at what happens when the conditions are less than ideal due to departures from the assumptions necessary for ordinary least squares to be the best linear unbiased estimator, and then provides
alternative regression techniques that address problems arising from the violations of the basic assumptions.
(from economistsview.typepad.com)
Lecture 01 - Review of regression models, Assumptions required for estimates to be BLUE, Gauss-Markov Theorem |
Lecture 02 - Review of hypothesis testing, Heteroskedasticity |
Lecture 03 - Heteroskedasticity |
Lecture 04 - Heteroskedasticity |
Lecture 05 - Heteroskedasticity |
Lecture 06 - Autocorrelation |
Lecture 07 - Autocorrelation |
Lecture 08 - Autocorrelation |
Lecture 09 - Autocorrelation, Outline and Review of Material for Exam |
Lecture 10 - Stochastic Regressors and Measurement Errors |
Lecture 11 - Stochastic Regressors and Measurement Errors |
Lecture 12 - Simultaneous Equations Estimation |
Lecture 13 - Simultaneous Equations Estimation |
Lecture 14 - Simultaneous Equations Estimation |
Lecture 15 - Limited and Qualitative Dependent Variables |
Lecture 16 - Limited and Qualitative Dependent Variables |
Lecture 17 - Limited and Qualitative Dependent Variables |
Lecture 18 - Review of Material since Midterm |
References |
Economics 421: Econometrics (Winter 2009) Introduction to Econometrics. Course: Economics 421/521. Instructor: Professor Mark Thoma. This course is a continuation of the econometrics sequence. |