Maximum Likelihood
Lecture notes for the maximum likelihood topic are available on this link
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Lecture 4: Instrumental Variables
Lecture notes for this lecture are available on this link
Supplementary reading for this topic is the paper below (pdf on blackboard).
Colm Harmon & Hessel Oosterbeek & Ian Walker, 2003. "The Returns to Education: Microeconomics," Journal of Economic Surveys, Blackwell Publishing, vol. 17(2), pages 115-156, 04. Read More!
Supplementary reading for this topic is the paper below (pdf on blackboard).
Colm Harmon & Hessel Oosterbeek & Ian Walker, 2003. "The Returns to Education: Microeconomics," Journal of Economic Surveys, Blackwell Publishing, vol. 17(2), pages 115-156, 04. Read More!
Lecture 3: Heteroscedasticity and Autocorrelation Lecture
The lecture notes were handed out as a hardcopy in class. They are also available on this link
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Lecture 2 - Classical Linear Regression Model
Lecture Notes for this session are available here
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Welcome
Welcome to the blog for the M.A. Econometrics Course.
The posts here will include the materials for the lectures and labs.
You can find administrative information and sample exam questions on the right. Read More!
The posts here will include the materials for the lectures and labs.
You can find administrative information and sample exam questions on the right. Read More!
Lecture 1 - Introduction to Econometrics
Main Reading:
Verbeek, Appendices A and B.
Other Readings:
Leamer, E. E. (1983): “Lets Take the Con out of Econometrics”, American Economic Review, Vol. 73, No. 1, 31-43
Hendry, D. (1980): “Econometrics – Alchemy or Science?” Economica, November 1980, 47, 387 - 406
Hendry, D. F. (1993): “Econometrics: Alchemy or Science?”, Blackwell, Oxford.
Morgan, M. S. (1990): “The History of Econometric Ideas”, Cambridge, Cambridge
University Press, Cambridge.
Bjerkholt, O. (1995) “Ragnar Frisch, Editor of Econometrica 1933-1954” Econometrica, 1995, vol. 63, issue 4, pages 755-65
Lecture Materials:
Link to Lecture Notes Read More!
Instructions on printing lecture slides
Some people have had some trouble printing the lecture slides. I suggest the best way forward is to print them several slides per page.
To achieve this, click File > Print as per usual.
However in the Page Scaling option, choose the Multiple pages per sheet from the drop-down menu.
You can then choose how many slides you wish to print per page. Most people choose either 4 or 6.
If you have any more queries, feel free to contact Enda. Read More!
To achieve this, click File > Print as per usual.
However in the Page Scaling option, choose the Multiple pages per sheet from the drop-down menu.
You can then choose how many slides you wish to print per page. Most people choose either 4 or 6.
If you have any more queries, feel free to contact Enda. Read More!