University of California, Berkeley
Department of Economics
549 Evans Hall # 3880
Berkeley, CA 94720-3880
(510) 642-0822
Graduate Student Instructors
Tomas Rau
trau@uclink.berkeley.edu
Jose Antonio Rodgrigues-Lopez
jarodrig@econ.berkeley.edu
Ghostview PS Viewer
Adobe PDF Reader
rowilma@econ.berkeley.edu
Last modified on 1/16/2005
ECONOMETRICS/STATISTICS
Spring 2005
Lecture: Mon and Weds, 10:00 AM - 12:00 noon, 608-7 Evans
Instructors:
James Powell, (First Half)
Office Hours: Tuesday, 2:00-3:30 PM, 669 Evans
Guido Imbens, (Second Half)
Office Hours: TBA
Econometrics Paper Requirements
Problem Sets
Data Sets for Empirical Exercises
- Engel Curve Data (Engel.txt)
- Quarterly National Income and Product Accounts (Qnipa.txt)
- Earnings Data Set (Earnings.txt)
Lecture Notes
- Review of Classical Least Squares
- Elements of Asymptotic Theory
- Asymptotics for Least Squares
- Time Series Models (Revised 2/22/05)
- Inference for Time Series Models (Not Yet Available)
- Aitken's Generalized Least Squares
- Zellner's Seemingly Unrelated Regressions Model
- Models, Testing, and Correction of Heteroskedasticity
- Models, Testing, and Correction of Serial Correlation
- Panel Data Models
- Endogenous Regressors and Instrumental Variables