NOTE: Topics 6) and 12) are for self-study and will not be covered in the lecture. However, they are relevant for both the practical sessions and the exams.

 

1) The Nature of Econometrics and Economic Data

PART 1: REGRESSION ANALYSIS WITH CROSS-SECTIONAL DATA

2) The Simple Regression Model

3) Multiple Regression Analysis: Estimation

4) Multiple Regression Analysis: Inference

5) Multiple Regression Analysis: OLS Asymptotics

6) Multiple Regression Analysis: Further Issues

7) Multiple Regression Analysis with Qualitative Information

8) Heteroskedasticity

9) More on Specification and Data Issues

PART 2: REGRESSION ANALYSIS WITH TIME SERIES DATA

10) Basic Regression Analysis with Time Series Data

11) Further Issues in Using OLS with Time Series Data

12) Serial Correlation and Heteroskedasticity in Time Series Regressions

PART 3: ADVANCED TOPICS

13) Pooling Cross Sections across Time: Simple Panel Data Methods

14) Advanced Panel Data Methods

15) Instrumental Variables Estimation and Two Stage Least Squares

16) Simultaneous Equations Models

17) Limited Dependent Variable Models and Sample Selection Correction

18) Advanced Time Series Topics (Unit Roots, Cointegration, VAR)