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
Jeff Greenbaum
jeffreyg@econ.berkeley.edu
Richard Crump (Second Half)
crump@econ.berkeley.edu
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Adobe PDF Reader
rowilma@econ.berkeley.edu
Last modified on 1/11/2007
ECONOMETRICS
Spring 2007
Lecture: Mon and Weds, 10:00 AM - 12:00 noon, 608-7 Evans
Instructors:
James Powell, (First Half)
Office Hours: Monday, 2:00-3:30 PM, 669 Evans
Paul Ruud, (Second Half)
Office Hours: Wednesday, 1:30-3:00 PM, 661 Evans
Econometrics Paper Requirements
Problem Sets
- Problem Set 1
- Problem Set 2
- Problem Set 3
- 2002 Midterm
- 2003 Midterm
- 2004 Midterm
- 2005 Midterm
- 2006 Midterm
Data Sets for Empirical Exercises
Lecture Notes
- Review of Classical Least Squares
- Elements of Asymptotic Theory
- Asymptotics for Least Squares
- Time Series Models and Inference (Revised 02/06/07)
- 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