University of California, Berkeley
Department of Economics
549 Evans Hall # 3880
Berkeley, CA 94720-3880
(510) 642-0822
Graduate Student Instructors
Rosario Macera Parra
(First Half)
rmacera@econ.berkeley.edu
Hwa Ryung Lee
(Second Half)
hrlee@econ.berkeley.edu
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Last modified on 1/22/2008
ECONOMETRICS
Spring 2008
Lecture: Mon and Weds, 10:00 AM - 12:00 noon, 608-7 Evans
Instructors:
James Powell, (First Half)
Office Hours: Wednesday, 1:30-3:00 PM, 669 Evans
Paul Ruud, (Second Half)
Office Hours: Wednesday, 1:30-3:00 PM, 661 Evans
Econometrics Paper Requirements
Problem Sets
Data Sets for Empirical Exercises
Lecture Notes
- Review of Classical Least Squares
- Elements of Asymptotic Theory (Revised 1/28/08)
- Asymptotics for Least Squares
- Time Series Models and Inference (Revised 2/5/08)
- Aitken's Generalized Least Squares (Revised 2/11/08)
- Zellner's Seemingly Unrelated Regressions Model
- Models, Testing, and Correction of Heteroskedasticity (Revised 2/20/08)
- Models, Testing, and Correction of Serial Correlation
- Panel Data Models
- Endogenous Regressors and Instrumental Variables
- Matlab Primer