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Assessment Materials in Econometrics

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Introduction to econometrics: course materials
Christopher Dougherty, LSE
 From this page you can access lecture notes, handouts and past exam papers from this LSE course, Introduction to Econometrics, all in PDF. It includes an extensive study guide broken down into chapters, a syllabus, problem sets and lecture topics, marking schemes for assessment and statistical tables.

Lectures in mathematical statistics
D. S. G. Pollock, Queen Mary College, University of London
 Fifteen detailed lecture handouts in PDF are archived here along with 11 exercise sheets with answers. The lecture topics are: Sets and Boolean Algebra, The Binomial Distribution, The Multinomial Distribution, The Poisson Distribution, The Binomial Moment Generating Function, The Normal Moment Generating Function, Characteristic Functions and the Uncertainty Principle, The Bivariate Normal Distribution, The Multivariate Normal Distribution, Conditional Expectations and Linear Regression, Sampling Distributions, Maximum Likelihood Estimation, Regression estimation via Maximum Likelihood, Cochrane's Theorem, and Stochastic Convergence.

Past exam papers
D. S. G. Pollock, Queen Mary College, University of London
 This is an archive of exam papers from Queen Mary College, available in PDF. It covers courses in Econometric Theory, Economic Forecasting, M.Sc. Time Series Analysis, M.Sc. Mathematical Statistics and Environmental Economics, in some cases going back to 1994.

[Applied regression analysis past exam inventory]
Trudy Ann Cameron, UCLA
 A large archive of past exams covering applied regression analysis by Trudy Ann Cameron of UCLA. Links are included to a range of past papers with detailed solutions in separate files.

Introductory econometrics
Mike Abbott, Queen's University, Kingston
 This is a course website for Introductory Econometrics as taught by Mike Abbott at Queen's University, Kingston (Australia). It includes extensive course materials, lecture notes, statistical tables, datasets and assignments and a number of past exams, going back to 1997, some with answers in separate files.

Econometrics / statistics
Daniel L McFadden, University of California, Berkeley
 Available are notes from lectures, problem sets, and a sample exam. Lecture topics are: Discrete Response Models, Sampling and Selection, Generalized Method of Moments, Instrumental Variables, Systems of Regression Equations, Simultaneous Equations, and Robust Methods in Econometrics. From an Econometrics / statistics course as taught by Daniel L. McFadden of University of California, Berkeley in 2001.

Introduction to econometrics / statistics
Daniel McFadden, University of California, Berkeley, James Powell, University of California, Berkeley
 This 1998 course page has seven sets of extensive lecture notes totalling more than 160 pages of explanatory material. There are also seven quizzes, also in PDF and PostScript formats. The course is an Introduction of Econometrics / Statistics as taught by Daniel McFadden, James Powell at University of California, Berkeley.

Econometrics I: lecture handouts and exams
Chris Sims, Princeton University
 This course page includes lecture notes and some practice questions and exam papers. Answers are in separate files. It covers an econometrics course as taught by Chris Sims of Princeton in 2002.

Time series econometrics
Chris Sims, Princeton University
 This course site from 2001 has lecture notes and exercises. By following the links, you can see archived materials from the course from 2000, 1999 and 1997.

Applied econometrics supplementary exercises
Bill Wan Sing Hung, Hong Kong Baptist University
 This is a large set of exercises keyed to chapters of the textbook "Basic Econometrics" by Damodar N. Gujarati, with suggested answers for all questions.

Simple regression quiz
Guy Judge, University of Portsmouth
 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.

Applied regression analysis online quizzes
Trudy Ann Cameron, University of California, Los Angeles
 These twenty-two quizzes on applied regression analysis, were written by Trudy Ann Cameron of UCLA. Each multiple choice quiz has ten questions and the list is divided into topics, such as Locating related things in SHAZAM output, F-tests, log forms, quadratic forms and Moments of distributions; Common distributions.

This page was last updated Tue Mar 30 14:32:26 BST 2010