Masters Programmes in Economics, UWE

Department of Accounting Economics and Finance
Bristol Business School,
University of the West of England, Bristol
UWE Masters homepage

Econometrics

Module Leader: 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

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

The files are provided in both Microfit and CSV format and Microfit 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:
Other stuff
Assessed Exercise 2010-11:

Resources:

Here are some useful introductory sites which contain quizzes to help with background study. Courtesy of Economics Network

Updated by jpd 2-Dec-2010