20.10.2009 | | Introductory Slides from the first lecture: (ppt) German-English Dictionary for Statistics and Econometrics (xls) |
21.10.2009 | | Assignments for next week: First batch of Questions for Review. Please download the updated version from ILIAS. |
26.10.2009 | | Time Table here Slightly modified script available on Ilias |
26.10.2009 | | Introductory slides for the first practical class (pdf) Information concerning the assignments (pdf) Gauss Tutorial (pdf) Wage data for the introductory session (txt) Introduction program (prg) |
27.10.2009 | | Assignments for next week: Second batch of Questions for Review. Please download the updated version (of today) from ILIAS. |
2.11.2009
| | Assignments for the practical class (will be updated each week!) (pdf)
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03.11.2009 | | Assignments to work on for next week: Batch 4 in Q4R (not Batch 3! this is not yet covered). I plan to work more on the assignments next Tuesday (whole two hours), so be prepared to be able to answer the questions of this and the previous assignment sheets. |
10.11.2009 | | Last week's workfile here (Sorry for delay.) Here is the GAUSS program of todays lecture/exercise (you see, I also commit programming errors). BTW: Very enjoyable (and productive) class today! This is how University should be. (I think). For next week, work on the assignments in batch 3 of Q4R. Next week will be devoted to Maximum Likelihood estimation. The exercise will deal with some important results from ML theory. | |
17.11.2009 | | Additional information on cml library (pdf) | |
25.11.2009 | | Next Tuesday's time slot will be devoted to an 'practical class' /exercise format. Discussion will focus on practial applications and the Q4R from batches 4 (on ML) as well as batch 7 (1.-3.) and batch 8 and batch 9 (1. and 2.) (Unit root tests). The batch 7 and 8 and 9 material will be covered in the Monday lecture. Note: For Diploma students the course counts for 7 LP (not 6). I just recognized the error on this page. | |
08.12.2009
| | Please note that tomorrow's practical class will take place from 2 pm to 4 pm (this is an exception. Next week's class will take place at the usual time!)
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| | Material for the 6th assignment: data (txt) | |
15.12.2009 | | Garch data (fmt) | | |
17.12.2009 | | EVIEWS Workfile from Tuesdays Lecture (S&P) with GARCH equation object (wf) | | |
04.01.2010 | | Grades for the first assignments (pdf) | | |
18.01.2010 | | Data for the nineth assignment sheet (txt). Source file for SVAR (src). | | |
01.02.2010 | | Data for the 11th assignment (fmt) | | | |
08.02.2010 | | Data for the 12th assignment (txt) and starting values for cml estimation (x1.fmt) and (x2.fmt) | | | |
16.02.2010 | | Data for 13th assignment (txt), source files for Gauss VECM estimation: (src), Results and plot : (src) | | | |
18.02.2010 | | Grades for the second assignment (pdf) | | | |
01.03.2010 | | Updated script is available on Ilias | | | |