Advanced Econometric Methods

This is the homepage of Advanced Econometric Methods, semester 1, 2011. Please check this page regularly.

News

14/06/2011: Solutions to practice questions posted on 10/06/2011
10/06/2011: New practice questions here (solutions above)

Course Outline

The course outline can be downloaded here.

Course Notes

The course notes will serve as the primary 'text' for the course. They can be downloaded here (PDF, 2.5MB).

Lecture Slides and Computer Labs

Week 1 [February 24]
- Lecture
Week 2 [March 3]
- Lecture, Computer Lab
Week 3 [March 10]
- Lecture, Computer Lab
Week 4 [March 17]
- Lecture, Computer Lab
Week 5 [March 24]
- Lecture, Computer Lab
Week 6 [March 31]
- Lecture, Computer Lab
Week 7 [April 7]
- Lecture, Computer Lab
Week 8 [April 14]
- Holidays (no classes)
Week 9 [April 21]
- Holidays (no classes)
Week 10 [April 28]
- Lecture, Computer Lab
Week 11 [May 5]
- Mid term exam, no computer lab
Week 12 [May 12]
- Lecture, Computer Lab
Week 13 [May 19]
- Lecture, Computer Lab
Week 14 [May 26]
- Lecture, Computer Lab
Week 15 [June 2]
- Lecture, no computer lab

Assessment

Assessment will consist of two assignments and two exams.

Assignments

Assignment 1 and solutions
Assignment 2 and solutions

Exams

The solutions to this year's midterm exam are here

The midterm and final exams for 2010 can be downloaded here and here.

The solutions to last year's midterm exam are here

Details for the final exam:

Date: June 20
Reading time starts: 9:15am
Writing time: 9:30--12:30
Location: HA_G040

Econometrics Resources

Several texts are recommended in the course outline.

R Resources

Installation

Download the

Windows binary here
Mac OS X binary here
Linux users (like me) can figure it out on their own

This video may be helpful. If you still have problems installing don't give up. Try googling the error message.

Tutorials

Reference Material

R-project: The R homepage
R-intro: Nice introduction to R, PDF
R reference card: Handy reference card, PDF
Quick-R: Tutorial for SAS/SPSS/Stata users
R-graph gallery: Large collection of example figures
ggplot: Excellent alternative plotting library

Extra Reading (fun stuff)

StatET review: User interface for R
R-bloggers: Lots of news about and tutorials on R
inside-R: R community site sponsored by Revolution Analytics
R-statistics blog: Statistics with R, other open source stuff
Revolutions: Blog on R by Revolution Analytics
Statisfaction: R-centric stats blog
Probability and Statistics Blog: Ditto

Web Searches

Because of its one character name 'R', googling R queries can be problematic. The search sites below been developed to overcome this difficulty.

R search: Part of r-project
R-seek: Search functions, lists, etc.

Advanced Econometric Methods (EMET3011/8014)

John Stachurski