British University in Egypt

Department of Economics,

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

Module handbook in pdf format is here

1. Introduction


2. Ordinary Least Squares
3. Testing
4. Specification Testing
5. Multiple Regression
6. Relations between F and chi squared
7. F Tests
8. Dummy variables
9. Structural stability tests
10. Problems with OLS
11. Autocorrelation
12. Dynamic models
13. Heteroscedasticity
14. Multicollinearity
15. Functional forms
16. Outliers
17. Ommited variable bias
18. Maximum likelihood estimation and testing Also Ch 4 Kennedy
19. Unit roots
20. Cointegration
21. Identification
22. Simultaneity and OLS
23. Instrumental variables

• MAEG2 as Microfit file or CSV file
• Cons95 as Microfit file or CSV file
• Chap2 as Microfit file or CSV file

• Mock exam 2008-9
• Test 2008-9

• A pdf file of the assessed exercise is here.
• A pdf file of the article is here.
• Press shift and the left mouse key to download the data: Microfit file here
• Deadline: 11th January 2009.

• Simple regression quiz by Guy Judge, University of Portsmouth Ten multiple choice questions for introductory econometrics. The quiz is hosted by the Quia service, which allows academics to add their own quizzes by subscription.
• Applied regression analysis online quizzes by Trudy Ann Cameron, University of California, Los Angeles Twenty-two quizzes on applied regression analysis, each with ten questions, divided into topics.
• Applied regression analysis online quizzes by Geoffrey Gerdes, Trudy Ann Cameron, UCLA Twenty server-marked, ten-question, mutliple-choice tests on various aspects of regression.
• Revision session -sort of... by Geniusgeorge