Econometrics I (Ph.D.)
Fall 2006
Office Hours (CJF): Thursday 2:30-4 or by appointment
Assignments:
Assignment 1 (Due 9/12)
Assignment 2 (Due 9/19)
Assignment 3 (Due 9/26)
Assignment 4 (Due 10/3)
Assignment 5 (Due 10/10)
Assignment 6 (Due 10/17)
Notes:
Asymptotic Properties of OLS Estimators
Exams:
Data Sets:
ecn1_wag (Gauss)
ecn1_wag (Ascii - with extension .txt)
aggdem (Gauss)
aggdem (Ascii – with extention .txt)
lab_sup (Gauss)
lab_sup (Ascii – with extension .txt)
GAUSS Sample Programs:
Program 1 (Sampling distribution of beta hat and s2)
Program 2 (Hypothesis testing in Linear Model)
Sur_example.txt (Sampling experiment in Two Equation System)
dchoice.txt (Nonlinear estimation of binary choice models)