IDEA Econometrics II

Spring, 2022.

Michael Creel, office B3-1104, michael.creel@uab.cat

NEWS:

first problem set is due Friday 08 April, turn it in to Gaurav.
second problem set Due Friday 29 April, turn it in to Gaurav. This has been updated with a link to the Nerlove data set.
third problem set
fourth problem set This problem set is not to be turned in, but you may like to work on it.

Practice questions for the final exam. This is a first list. I may update it with additional questions.

Here's a video on panel data using the Stock and Watson example:

data file in Gretl format

GENERAL INFORMATION:

COURSE PROGRAM
My notes and example programs are at https://github.com/mcreel/Econometrics
- Get the file "econometrics.pdf". This has the examples mostly in Julia. When reading the notes, you should make sure to read the code of the examples and make sure that you understand it. You don't actually have to run it for the purposes of this course.
- If you would like to run the examples, there are a few youtube videos that explain how to install and run the code.
To follow the class, it is sufficient to read the notes and a textbook, and do the problem sets, using Matlab or other software of your choice. The assistant, Gaurav Mehta, (gaurav.mehta@barcelonagse.eu) will be able to help you with Matlab, and he will present TA sessions with Matlab examples. I will be able to help if you use Julia. If you choose not to use Matlab or Julia, please do not expect help with software. Have a look at the problem sets before deciding to use software other than Matlab or Julia, you will need to be able to do those problems.
There will be 4 problem sets. The due dates will be announced in class, and in the NEWS section, up above.