ECON 4261
INTRODUCTION TO ECONOMETRICS
 Spring 2006

 

Relevant material for the course can be found in this page.

(Last update : May 5th) 

 

  • Notice
  1. Problem Set 2 has been uploaded and the new due date is Feb. 21.
  2. Problem Set 3 has been uploaded and the new due date is Mar. 9.
  3. Notes on OLS estimation and R_squared have been uploaded.  
  4. Codes for Exercise 1 in Problem Set 2 have been uploaded.
  5. Notes on hypothesis testing have been uploaded.
  6. Sample midterm exercise done on March 9th are uploaded.
  7. Extra office hours are scheduled for March 20th 9-11am and 4-5pm.
  8. Problem Set 3 is now due March 21st.
  9. Midterm is scheduled for March 28th 11:15-12:30. Make-up exam is scheduled for March 24th 1:30-2:45pm.
  10. Sample midterm and formula sheet are uploaded for your own practice. No answer keys will be provided.
  11. Midterm and answer key are posted.
  12. Additional lecture notes on the structural break are posted.
  13. Problem Set 5 has been uploaded and the due date is April 27th.
  14. Answer keys to problem set 4 have been uploaded.
  15. Notes on heteroskedasticity and sorting a matrix in GAUSS have been uploaded.
  16. On the week of April 17-21, Nick will teach two recitations (Tue, Thu 11:15-12:30) and Julian (Guest lecturer) will teach one class (Thu 12:45-2:00).
  17. Problem Set 6 has been uploaded and the due date is May 5th.
  18. Final exam is now available online. Please read the instructions very carefully before you proceed. Good luck!

 

 

 

  • Problem Sets

NOTE: Solutions to computational exercises will be provided upon request.

Problem Set 1  (pdf ver.)

Solution PS 1

Problem Set 2  (pdf ver.)

Solution PS 2

Problem Set 3  (pdf ver.)

Solution PS 3

Problem Set 4  (pdf ver.)

Solution PS 4

     Data for Exercise 3

     Graph for Problem 3

     README File

 

     Data for Exercise 4  

    Graph for Problem 4

     README File

 

Problem Set 5 (pdf ver.)

Solution PS 5

Problem Set 6 (pdf ver.)

Solution PS 6

     Data for Exercise 4

    Gauss Code for Problem 4

     README File

 

 

 
  • Class Notes

 

Math Diagnosis Test

Guide to Greek alphabet(...just in case)

Connecting to the University Server

Tutorial on GAUSS

Notes on Estimation

Supplementary notes for February 9th class

Notes on OLS Estimation

Notes on R2 (Goodness of Fit)

Codes for Exercise 1 in Problem Set 2 (pdf)  Text version

Notes on hypothesis testing

Sample exercise (March 9th)

GAUSS code for Problem Set 3

Notes on Structural Break

Notes on Heteroskedasticity

Notes on How to Sort a Matrix in GAUSS

Sample questions in autocorrelation

Notes on creating random numbers in EXCEL

Excel plots on Moving Average Process

 

 

 

 

 

 

 

 

  • Practice Exams

 

             Sample Midterm Exam

             Formulas

 

             Sample Final Exam

 

  • Midterm

 

             Midterm Exam

             Midterm Answer Key

 

Data for Part A

Readme file for Part A

 

 

 

  • Grade statistics

       Problem Set 1 

       Problem Set 2 

 

       Midterm 

 

       Problem Set 3 

 

       Problem Set 4 

 

 

Home

 

 

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