British University in Egypt
Department of Economics,
Econometric Modelling: Draft version
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
- Ordinary Least Squares
- Specification Testing
- Multiple Regression
- Relations between F and chi squared
- F Tests
- Dummy variables
- Structural stability tests
- Problems with OLS
- Dynamic models
- Functional forms
- Ommited variable bias
- Maximum likelihood estimation and testing
Also Ch 4 Kennedy
- Unit roots
- Simultaneity and OLS
- Instrumental variables
Class exercise data sets
The files are provided in both Microfit and CSV format and Microfit 4.1 can read both types.
If you have any problems with the .fit files try the CSV.
To download the data sets press the shift key when you click on the name:
Assessed Exercise 2008-9:
- A pdf file of the assessed exercise is
- A pdf file of the article is
- Press shift and the left mouse key to download the data: Microfit file
- Deadline: 11th January 2009.
Here are some useful introductory sites which contain quizzes to help with background study.
Courtesy of Economics Network
- 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
Updated by JPD 19-Nov-2008 07:40 PM