Economics 421: Econometrics (Winter 2011, University of Oregon) | Economics

Economics 421: Econometrics

Economics 421/521: Econometrics (Winter 2011, University of Oregon). Instructor: Professor Mark Thoma. This course is a continuation of the econometrics sequence. The first course, EC 420/520, introduces the linear regression model and discusses estimation and testing under (mostly) ideal conditions. This course looks at what happens when the conditions are less than ideal due to departures from the assumptions necessary for ordinary least squares to be the best linear unbiased estimator, and then provides alternative regression techniques that address problems arising from the violations of the basic assumptions.
(from economistsview.typepad.com)

Lecture 01 - Review of regression models, Assumptions required for estimates to be BLUE, Gauss-Markov Theorem

Lecture 02 - Review of hypothesis testing, Heteroskedasticity

Lecture 03 - Heteroskedasticity

Lecture 04 - Heteroskedasticity

Lecture 05 - Heteroskedasticity

Lecture 06 - Heteroskedasticity, Autocorrelation

Lecture 07 - Autocorrelation

Lecture 08 - Autocorrelation

Lecture 09 - Autocorrelation, Answer questions on material for exam

Lecture 10 - Autocorrelation, Stochastic Regressors and Measurement Errors

Lecture 11 - Stochastic Regressors and Measurement Errors

Lecture 12 - Stochastic Regressors and Measurement Errors

Lecture 13 - Simultaneous Equations Estimation

Lecture 14 - Simultaneous Equations Estimation

Lecture 15 - Simultaneous Equations Estimation

Lecture 16 - Simultaneous Equations Estimation, Limited and Qualitative Dependent Variables

Lecture 17 - Limited and Qualitative Dependent Variables

Lecture 18 - Limited and Qualitative Dependent Variables

Lecture 19 - Review for final

References

Economics 421: Econometrics (Winter 2011)
Introduction to Econometrics. Course: Economics 421/521. Instructor: Professor Mark Thoma. This course is a continuation of the econometrics sequence.