G30 Econometrics I
| 1st | October | 1st | Guidance, matrices | |
| 2nd | 8th | pp.6-12. | OLS as an algebraic tool | |
| 3rd | 15th | pp.12-19. | The linear regression model, small sample properties of the OLS estimator | |
| 4th | 22th | pp.20-29. | Goodness-of-fit, hypothesis testing | |
| 5th | 29th | pp.29-47. | Hypothesis testing, asymptotic properties of the OLS estimator, multicollinearity | |
| 6th | November | 12th | pp.52-72. | Prediction, interpreting the linear model, selecting the set of regressors, misspecifying the functional form |
| 7th | 19th | pp.72-90. | Illustration: explaining house prices, predicting stock index returns, explaining individual wages | |
| 8th | 26th | pp.94-103. | Consequences for the OLS estimator, deriving an alternative estimator, heteroskedasticity | |
| 9th | December | 3rd | pp.103-116. | Heteroskedasticity, testing for heteroskedasticity, autocorrelation |
| 10th | 10th | pp. 116-125. | Testing for first-order autocorrelation, illustration, alternative autocorrelation patterns, | |
| what to do when you find autocorrelation? | ||||
| 11th | 17th | pp. 125-144. | What to do when you find autocorrelation?, a review of the properties of the OLS estimator, | |
| cases where the OLS estimator cannot be saved | ||||
| 12th | January | 7th | Cancelled | |
| 13th | 14th | pp. 144-158. | Cases where the OLS estimator cannot be saved, the instrumental variables estimator, | |
| illustration: estimating the returns to schooling | ||||
| 14th | 21st | pp.179-191. | An introduction to maximum likelihood, specification tests | |
| 15th | 28th | How to use EViews |