USING TIME SERIES ECONOMETRICS:
A HANDS ON INTRODUCTION AND REFRESHER COURSE.

Paul Dunne

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Course Handbook

Lecture notes:

1. Applied research and econometric methodology
2. Basic statistical theory and OLS
3. Problems with OLS
4. Dynamic models
5. Unit roots
6. Cointegration
7. Identification
8. Simultaneity and OLS
9. Instrumental variables
10. Functional forms
11. Ommited variable bias
12. Outliers

Data sets

Some econometric quizzes to test your knowledge

Replication exercise