Econometrics

[Prof Stephen G. Hall] Lectures

Location (URL): 
http://www2.le.ac.uk/departments/economics/people/shall/teaching/lectures
Creator: 
Stephen G. Hall, University of Leicester
0

A set of ten Powerpoints from a 2006 econometrics course at Leicester.

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Sample Exam Questions for Econometrics

Location (URL): 
http://www2.le.ac.uk/departments/economics/people/shall/teaching/sample-exam-questions-for-econometrics/sample-exam-questions-for-econometrics/view
Creator: 
Stephen G. Hall, University of Leicester
0

A set of questions from a econometrics course as Leicester, without answers, as a six-side PDF document.

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Example PowerPoint Slides

Location (URL): 
http://www2.le.ac.uk/departments/economics/people/shall/teaching/example-powerpoint-slides
Creator: 
Stephen G. Hall, University of Leicester
0

Some PowerPoint slides from an econometrics course, giving activities for students to do in GiveWin/PCGive, and illustrating with screenshots.

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ReplicationWiki

Location (URL): 
http://replication.uni-goettingen.de/wiki/index.php/Main_Page
Creator: 
Thomas Kneib, Jan H. Höffler

Encouraging students to replicate the analyses of published papers is one way to familiarise them with some of the process of real research and to get  However, it is rare to find papers for which the appropriate data and code are available to enable a replication. Funded by the Institute for New Economic Thinking (INET), this site collects descriptions of research for which replications are possible, and details of the known replications of existing papers. Replications can be published as working papers.

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Econometics

Location (URL): 
http://www.ssc.wisc.edu/~bhansen/econometrics/Econometrics.pdf
Creator: 
Bruce E. Hansen, University of Wisconsin

Last revised in January 2013, this is a thorough and technical 346-page textbook.

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Economics Research and Communication

Location (URL): 
https://ocw.mit.edu/courses/economics/14-33-economics-research-and-communication-spring-2012/index.htm
Creator: 
Sara Ellison, MIT

Archived materials from a Spring 2012 course that aims to take students "through the process of forming economic hypotheses, gathering the appropriate data, analyzing them, and effectively communicating their results". Includes reading suggestions and assessment materials (without answers). The course presumes knowledge of statistical methods in economics.

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A Distant Learning Course on Discrete Choice Methods with Simulation

Location (URL): 
http://eml.berkeley.edu/~train/distant.html
Creator: 
Kenneth Train, University of California, Berkeley

Materials from a course taught in Spring 2001, including a syllabus, video lectures (in quite a low resolution) and an electronic version of the 2009 textbook Discrete Choice Methods with Simulation. Topics include Advantages and Limitations of Logit, Numerical Maximization, and Hierarchical Bayes

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RATS procedure and example files

Location (URL): 
http://www.estima.com/cgi-bin/bookbrowser.cgi
Creator: 
Various
0

Software company Estima hosts example downloadable RATS files enabling replication of the examples used in many textbooks, including James Hamilton's 'Time Series Analysis', Brockwell and Davis' 'Introduction to Time Series and Forecasting', Greene's 'Econometric Analysis', Gujarati's 'Basic Econometrics' and Stock and Watson's 'Introduction to Econometrics'.

Simple regression quiz

Location (URL): 
http://www.quia.com/tq/100508.html
Creator: 
Guy Judge, University of Portsmouth
2

This webpage provides ten multiple choice questions for introductory econometrics, written by Guy Judge of Portsmouth University. The quiz is hosted by the Quia service, which allows academics to add their own quizzes by subscription. Marking and feedback on the correct answers is provided.

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Bayesian methods in econometrics

Location (URL): 
http://econweb.ucsd.edu/~jhamilto/Econ226.html
Creator: 
James D Hamilton, University of California, San Diego

Bayesian statistics and its application to econometrics - lecture slides and notes. The Powerpoint presentation comprises nearly 100 slides.

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