University of California, Berkeley
Department of Economics
549 Evans Hall # 3880
Berkeley, CA 94720-3880
(510) 642-0822
Graduate Student Instructors
Alex Rothenberg
(First Half)
alexroth@econ.Berkeley.EDU
Edson Severnini
(Second Half)
edson@econ.berkeley.edu
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Last modified on 4/7/2010
ECONOMETRICS
Spring 2010
Lecture: Mon and Weds, 10:30 AM - 12:00 noon, 608-7 Evans
Instructor:
James Powell
Office Hours: Monday, 1:30-3:00 PM, 669 Evans
Course Outline (Revised March 16)
Econometrics Paper Requirements
Problem Sets
- Problem Set 1
- Problem Set 2
- Problem Set 3
- Problem Set 4
- Problem Set 5
- 2007 Midterm
- 2008 Midterm
- 2009 Midterm
Data Sets for Empirical Exercises
Lecture Notes
- Review of Classical Least Squares
- Elements of Asymptotic Theory
- Asymptotics for Least Squares
- Time Series Models
- 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
- Method-of-Moments Estimation
- Matlab Primer