Econometrics I (Ph.D.) Fall 2000

Syllabus

Assignments:

Number 1:    Due 9/19/00

Number 2:    Due 9/26/00 

Number 3:    Due 10/3/00  Corrected Version

Number 4:    Due 10/10/00

Number 5:    Due 10/17/00

Number 6:    Due 10/24/00

       Data Set: ecn1_wag (ZIP file)

Number 7:    Due 11/21/00

Number 8:    Due 11/28/00

Number 9:    Due 12/5/00

Number 10:  Due 12/12/00 

 

Notes:

Asymptotic Properties of OLS Estimators

GLS

Robust Standard Errors for OLS Estimators

 

Exams:

Midterm

1999 Final

 

GAUSS Sample Programs:

1. Simulated Probabilities

2. Maximum Likelihood Estimation