G30 Econometrics I
| 1st | October | 3rd | Cancelled | |
| 2nd | 11th | Guidance, matrices | ||
| 3rd | 17th | OLS as an algebraic tool, the linear regression model | ||
| 4th | 24th | Small sample properties of the OLS estimator, goodness-of-fit | ||
| 5th | 31st | Hypothesis testing | ||
| 6th | November | 7th | Cancelled | |
| 7th | 14th | Hypothesis testing, asymptotic properties of the OLS estimator, multicollinearity | ||
| 8th | 28th | Prediction,intepreting the linear model, selecting the set of regressors, misspecifying the functional form | ||
| 9th | December | 5th | Illustrations | |
| 10th | 12th | Heteroskedasticity and autocorrelation, consequences for the OLS estimator, deriving an alterantive estimator, heteroskedasticity | ||
| 11th | 19th | Testing for heteroskedasticity, illustration, autocorrelation, testing for first-order autocorrelation | ||
| 12th | January | 16th | Testing for first-order autocorrelation, illustration, alternative autocorrelation patterns, waht to do when you find aytocorrelation?, | |
| endogeneity, instrumental variables and GMM, cases where the OLS estimator cannot be saved | ||||
| 13th | 23rd | Cases where the OLS estimator cannot be saved, the instrumental variables estimator | ||
| 14th | 30th | An introduction to maximum likelihood, specification tests | ||
| 15th | February | 6th | How to use Eviews |