University of California, Berkeley
Department of Economics
549 Evans Hall # 3880
Berkeley, CA 94720-3880
(510) 642-0822
Graduate Student Instructors
Carol Caetano
carolina@econ.berkeley.edu
Raul Razo
raulrazo@econ.berkeley.edu
Ghostview PS Viewer
Adobe PDF Reader
rowilma@econ.berkeley.edu
Last modified on 2/26/2006
ECONOMETRICS
Spring 2006
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 (tentative)
Richard Smith, (Second Half)
Office Hours: Tuesday, 2:00-3:30 PM, 651 Evans (tentative)
Econometrics Paper Requirements
Problem Sets
Data Sets for Empirical Exercises
Lecture Notes
- Review of Classical Least Squares
- Elements of Asymptotic Theory (revised)
- Asymptotics for Least Squares
- Time Series Models and Inference (preliminary 2/16/06)
- 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