MSc International Business Economics: Econometric Theory and Methods

Term 2

Paul Dunne

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Module Handbook

Lecture notes:

  1. Introduction
  2. Problems with OLS
  3. Dynamic models
  4. Unit roots
  5. Cointegration
  6. Identification
  7. Simultaneity and OLS
  8. Instrumental variables
  9. Functional forms
  10. Ommited variable bias
  11. Outliers
  12. Systems Estimation
  13. VAR and Cointegrating VAR exercise

Data sets

Some econometric quizzes to test your knowledge

Mock exam 2003

 

23-Mar-2004 01:45 PM