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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.