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Econometrics I

Econ 5243

Econometrics I (Econ 5243) is the first course in our Ph.D. level graduate econometrics sequence. This course is appropriate for advanced master's students as well, although those not well versed in linear regression are advised to take Econ 5213 first. There is a much greater emphasis in this course on econometric theory and tools than you'll find in 5213. So, I also advise as a prerequisite a two course sequence in mathematical statistics.

In recent years this course has been taught using Davidson and MacKinnon's Econometric Theory and Methods and is suitable only for those who are already reasonably comfortable running regressions and matrix algegra. This page provides links to all important information available on this web site for those enrolled in my Econ 5243 sections this spring.




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Homework

  1. Simulation exercise
  2. Regression exercise.  Due March 13.  Data.
  3. Nonlinear least squares and Delta Method

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