ECO402 Econometrics Fall 2011

Lecturers: LAB assistants Textbooks: Lectures LABs

Associate professor Ragnhild Balsvik Office hours Thu 12-13 room C 304 Professor ivind Anti Nilsen Office hours Mon 12-13 room C 209 PhD students: Katrine Holm Reiso, Magne Asphjell, Grant Mc Dermott + 3 master students Jeffrey M. Wooldridge "Introductory econometrics, a modern approach" 4th Edition 2008 Tuesday 12:15-14.00 Jan Mossin Thursday 08:15-10.00 Agnar Sandmo Tuesdays 12.15-14.00 MV409, MV502 og M20 Wednesdays 15.15-17.00 MV502 og MV409 Topic Textbook chapters

Week

Date

Part 1: Introduction, basic econometrics 34 34 35 35 36 36 37 37 38 38 Tue 23.08 Thu 25.08 Tue 30.08 Wed Thu 01.09 Tue 06.09 Thu 08.09 Tue 13.09 Wed Thu 15.09 Tue 20.09 Thu 22.09 1 2 LAB LAB 3 4 5 LAB LAB 6 7 8 AN, RB Introduction; What is econometrics and Stata? RB OLS: The simple regression model RB RB RB RB RB RB RB RB RB RB Introduction to STATA The simple regression model, continued The multiple regression model Inference Stata exercise 1. Deadline Wed 21.09 Inference, continued. Predictions, adjusted R-sq Dummy variables, heteroscedasticity Specification problems 6 7, 8 9 2 3 4.1-4.6 1 2

39

Tue 27.09 Wed 28.09

LAB LAB

AN AN

Stata exercise 2. Deadline Wed 05.10

40 40 41 41 42 42 43

Tue 04.10 Thu 06.10 Tue 11.10 Wed 12.10 Tue 18.10 Thu 20.10 Tue 25.10

9 10 LAB LAB 11 12 13

AN AN AN AN AN AN AN

Part 2: Endogeneity and Instrumental Variables Instrumental Variables and 2SLS Instrumental Variables and 2SLS, continued Stata exercise 3. Deadline Mon 24.10 Part 3: Time series analysis Distributed lag models, trends and seasonality Autocorrelation Highly presistent time-series Part 4: Panel data methods Pooled cross sections, basic panel data methods Pooled cross sections, basic panel data methods

15.1-15.3, 15.5-15.6, 15.8 15.1-15.3, 15.5-15.6, 15.8

10, 18.1 12 11.3, 18.2-18.4, Hill et al. chap. 16

43 44 44 45

Thu 27.10 Tue 01.11 Thu 03.11 Tue 08.11 Wed 09.11

14 15 16 LAB LAB

AN AN AN AN AN

13, 14 13, 14

Stata exercise 4. Deadline Wed 16.11

ECO402 Econometrics Fall 2013

Lecturers: LAB assistants Textbooks: Lectures LABs

Associate professor Ragnhild Balsvik, room E240 in the new building PhD students: Susanna Sten Gahmberg, Kristina Bott, Katrine Holm Reiso Master students: Justina Banyte, Evangelos Kyritsis, Harrison Alger Jeffrey M. Wooldridge "Introductory econometrics, a modern approach" 5th Edition 2013 Wednesdays 16.15-18.00, AUD D in new building Fridays 12.15-14.00, AUD D in new building Fridays 12.15-16.00, new building lab1 and lab2

Week

Date

Lecture no Topic

Textbook chapters

Part 1: Introduction, basic econometrics 34 35 35 36 36 37 37 38 38 39 Fri 23.08 Wed 28.08 Fri 30.08 Wed 04.09 Fri 06.09 Wed 11.09 Fri 13.09 Wed 18.09 Fro 20.09 No lecture 1 2 LAB 3 4 5 LAB 6 7 Introduction; What is econometrics and Stata? OLS: The simple regression model Introduction to STATA The simple regression model, continued The multiple regression model Inference Stata exercise 1. Deadline Friday week 38 Inference, continued. Predictions, adjusted R-sq Dummy variables, heteroscedasticity 1 2

2 3 4

6 7, 8

39 40

Fri 27.09 Wed 02.10

LAB 8

Stata exercise 2. Deadline Friday week 40 Specification problems Part 2: Endogeneity and Instrumental Variables Instrumental Variables and 2SLS Instrumental Variables and 2SLS, continued Stata exercise 3. Deadline Friday week 42 Part 3: Time series analysis Distributed lag models, trends and seasonality Autocorrelation Highly presistent time-series Part 4: Panel data methods Pooled cross sections, basic panel data methods Pooled cross sections, basic panel data methods Stata exercise 4. Deadline Friday week 45 Extra, or Prepared questions session 9

40 41 41

Fri 04.10 Wed 09.10 Fri 11.10

9 10 LAB

15.1-15.3, 15.5-15.6, 15.8 15.1-15.3, 15.5-15.6, 15.8

42 42 43

Wed 16.10 Fri 18.10 Wed 23.10

11 12 13

10, 18.1 12 11.3, 18.2-18.4, Hill et al. chap. 16

43 44 44 45

Fri 25.10 Wed 30.10 Fri 01.11 Fri 08.11

14 15 LAB 16

13, 14 13, 14