ECONOMICS 620

Professor N. M. Kiefer
Last update Feb 21, 2007

TRANSPARENCIES

(YOU CAN DOWNLOAD THE CONTENTS OF TRANSPARENCY FILMS PRESENTED IN THE CLASS)

ETM : Econometric Theory and Methods (Davidson and MacKinnon)

EM : Econometric Methods (Johnston and Dinardo)

CET : An Introduction to Classical Econometric Theory (Ruud)

 

 

Beamer files

 

กค  LECTURE #1  

กค  LECTURE #2

กค  LECTURE #3

กค  LECTURE #4

กค  LECTURE #5

กค  LECTURE #6

กค  LECTURE #7

กค  LECTURE #8

กค  LECTURE #8a

กค  LECTURE #9

กค  LECTURE #10

กค  LECTURE #11

กค  LECTURE #12

กค  LECTURE #13  and Forecasting

กค  LECTURE #14

กค  LECTURE #15

กค  LECTURE #16

กค  LECTURE #17

กค  LECTURE #18

กค  LECTURE #19

กค  LECTURE #20

กค  Default Probability

 

PDF files

 

กค  LECTURE #1 - Introduction

กค  LECTURE #2 - Simple Regression I  (CET Ch1, ETM Ch1-3, EM Ch1,Appendix A)

กค  LECTURE #3 - Simple Regression II (CET Ch2,5, ETM Ch1-3, EM Ch1,Appendix B)

กค  LECTURE #4 - Multiple Regression I (CET Ch6-12, ETM Ch1-3, EM Ch3)

กค  LECTURE #5 - Multiple Regression II (CET Ch6-12, ETM Ch1-3, EM Ch3)

กค  LECTURE #6 - Multiple Regression III (CET Ch6-12, ETM Ch4, EM Ch3,4.5,4.6)

กค  LECTURE #7 - Multiple Regression IV (CET Ch6-12, ETM Ch3, EM Ch4)

กค  LECTURE #8 - Asymptotics I (CET Ch15)

กค  LECTURE #8a - Asymptotics II (CET Ch15)

กค  LECTURE #9 - Asymptotics III : MLE (CET Ch15)

กค  LECTURE #10 – Neyman-Pearson Lemma and Asymptotic Testing (CET Ch15)

กค  LECTURE #11 - GLS I (CET Ch18-20, EM Ch5)

กค  LECTURE #12 - GLS II (CET Ch18-20, EM Ch5)

กค  LECTURE #13 - Time Series    &  Forecasting (CET Ch25, ETM Ch13, EM Ch6-8)

กค  LECTURE #14 - Lags and Dynamics (ETM Ch13, EM Ch7)

กค  LECTURE #15 SEM I (CET Ch26, EM Ch9)

กค  LECTURE #16 -SEM II (CET Ch26, EM Ch9)

กค  LECTURE #17 -SEM III (CET Ch26, EM Ch9)

กค  LECTURE #18 - Nonlinear Models (ETM Ch6)

กค  LECTURE #19 - Nonparametric Analysis

กค  LECTURE #20 - Generalized Method of Moments 

กค  Default Probability

 

 


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