Econometrics b: Applied Econometrics

British University in Egypt

Department of Economics,

Econometric Modelling b: Applied Econometrics
This page is still under construction -please check back frequently for revisions and let me know of any problems

Module Leader: Prof J Paul Dunne

This page contains links to information in Adobe pdf format. If you do not have Adobe Acrobat Reader on your computer, download it from here

Draft module handbook in pdf format will be here

Topics

Matrix Algebra	Project Intro	Notes	More detailed notes
General Linear Model I	Project Surgery	Notes
General Linear Model II	Project Surgery	Notes
Macromodelling/VARs	VAR Notes	Cointegration Notes	Computer Class	Exercise	Arms race paper
Cross Sectional Econometrics	Notes	Exercise	Data
Industry: Growth and Size	Notes	Exercise	Data
Panel Data Models	Notes	Computer Class	Readings
Dynamic Panel Data Models	Notes etc above		Dynamic models(advanced)

Introductions to the econometrics packages

Introductory Microfit Exercise here and data file MAEG2 in Microfit here and CSV format here

Session on using Stata: Welcome to Stata Introductory exercise

Panel Data Methods: Notes Exercise Readings

STOP PRESS:

11-Feb-2009 06:34 AM