Introduction to Econometrics

(Theory Track)

Office Hours (CJF): Tuesday 3:30-5 or by appointment

Fall 2004

Syllabus

Assignments:

· Assignment 1 (Due 9/20)

· Assignment 2 (Due 9/27)

· Assignment 3 (Due 10/4)

· Assignment 4 (Due 10/11)

· Assignment 5 (Due 10/18)

· Assignment 6 (Due 11/8)

· Assignment 7 (Due 11/15)

· Assignment 8 (Due 11/22)

· Assignment 9 (Due 12/6)

· Assignment 10 (Due 12/13)

Notes:

Gauss-Markov Theorem

Heteroskedasticity

Maximum Likelihood Notes (I)

Panel Data Specification Tests

Exams:

Midterm (with Answers)

Data Sets: