G30 Econometrics I
| 1st | October | 1st | Cancelled | |
| 2nd | 15th | pp. 441-448. | Vectors and matrices | |
| 3rd | 22th | pp. 6-15. | Ordinary least squares as an algebraic tool, the linear regression model | |
| 4th | 29th | pp. 15-22. | Small sample properties of the OLS estimator, goodness-of-fit | |
| 5th | November | 5th | pp. 22-31. | Hypothesis testing |
| 6th | 12th | pp. 32-47. | Asymptotic properties of the OLS estimator, multicollinearity | |
| 7th | 19th | pp. 58-72. | Interpreting the linear model, selecting the set of regressors, comparing non-nested models, misspecifying the functional form | |
| 8th | 28th | pp. 72-90. | Illustration: Explaining house prices, predicting stock index returns, explaining individual wages | |
| 9th | December | 3rd | pp. 94-105. | Consequences for the OLS estimator, deriving an alternative estimator, heteroskedasticity |
| 10th | 10th | pp. 105-118. | Testing for heteroskedasticity, sutocorrelation, testing for first-order autocorrelation | |
| 11th | 17th | pp. 119-126. | Illustration: the demand for ice cream, alternative autocorrelation patterns, what to do when you find autocorrelation? | |
| 12th | January | 7th | pp. 137-147. | A review of the properties of the OLS estimator, cases where the OLS estimator cannot be saved |
| 13th | 15th | pp. 148-158. | The instrumental variables estimator, illustration: estimating the returns to schooling | |
| 14th | 21st | pp. 179-191. | An introduction to maximum likelihood, psecification tests | |
| 15th | 28th | How to use Eviews | ||