Applied Econometrics

Economics Masters Programme, UWE

Bristol Business School,
University of the West of England, Bristol

Applied Econometrics: UPEN3Q-15-M

Module Leader: J Paul Dunne
Lecturers: 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

STOP PRESS:

Module will run fortnightly on Tuesdays from 1-5pm starting on 25th January 2011 in 3B011. The second session onwards will start in 4B020.
Assessment: Project hand in date is Wednesday 5th May 2011 in the relevant box near BBS Reception

Module handbook in pdf format is here

Sessions

Session 1:
Introduction	Project Intro	Matrices	Matrix Algebra
Introduction to Microfit	Exercise	Data (.fit)	Data (.csv)
Introduction to Stata	Notes	Exercise	Data
Introduction to Eviews		Exercises	Data
Session 2:
General Linear Model	Notes I	Notes II	Project Surgery
Macromodelling/VARs	VAR Notes	Readings	Exercises
Session 3
Macromodelling/VARs cont			Exercises	Exercises P1	Exercises P2	Arms race paper	GC paper
Industry: Growth and Size	Notes	Readings	Exercise	LDV notes
Session 4:
Discrete choice modelling -Wayne Thomas
Session 5:
Fixed Effects and Panel Data	Notes	Readings	Exercise	Other Notes
Dynamic Panel Data Models		Readings	Ron Smith's paper
Session 6: Topics from
Demand Analysis	Notes	Readings	Exercise 1	Exercise 2	Exercise 3
Production Functions	Notes	Readings	Exercise	B & D paper
Consumption		Readings
Student Project presentations	Info

Resources:

John C. Frain, 2006. Stata commands for unobserved effects panel data here
Ron Smith and Ana-Maria Fuertes: 2010 course notes on Panel Time Series here

Maths and Statistics refresher course here
Econometrics refresher course here

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 Geofrrey Gerdes, Trudy Ann Cameron, UCLA Twenty server-marked, ten-question, mutliple-choice tests on various aspects of regression.

Econometrics revision session -sort of... by Geniusgeorge

A Mock exam paper is available here

A copy of the 2005 exam paper is available here

A copy of the 2006 exam paper is available here

Updated by JPD 20 Feb 2011