The final version of my notes is in the file econometrics.pdf, on the class web page and the github page. The econometrics.iso file has been updated with this semester's additions.
Problem set 4 is due Tue. 23 May. I added one day, so you can work after the last TA session.
12 May: the data set CarrascoJBES2001.gdt for the fourth problem set has been updated to include the dataset description. Please download it again if you have the first version without the description.
The economist who has written an article about macroeconomics is Paul Romer. This article is worth a read to evaluate and interpret the DSGE example I'm using in class.
There was a question about material to review asymptotic theory. Cameron and Trivedi, Appendix A is a good source. My notes, Ch. 25, has a brief section.
My notes and example programs are at https://github.com/mcreel/Econometrics
Get the file "econometrics.pdf"
the file "econometrics_print.pdf" available here is the same, but formatted for reading rather than projection.
To follow the class, it is sufficient to read the notes and a textbook, and do the problem sets, using Matlab. 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.
However, if you're interested in running the examples, it's not too hard to do. Here's how:
econometrics.iso is a CD image that contains the notes and all software and examples. If you burn it to a CD, the CD can be used to boot a computer (or a virtual machine), giving access to all software without the need to install anything. I recommend using VirtualBox to access the CD image. Virtualbox runs on Windows, Linux and MacOS X
econometrics.ova is a virtual machine descriptor file.
IMPORT it into Virtualbox
click on Settings->Storage, and select the location of the econometrics.iso file
Then you're ready to start the virtual machine.
TIP FOR KEYBOARDS:
Before booting, when you see the initial boot screen in Virtuabox,hit the <TAB> key, and append "keyboard-layouts=XX", without quotes, and replacing XX with the country code of your keyboard (e.g., XX=es for Spain).
run setup_econometrics first time you enter use the system
Remember to save the state of the virtual machine when closing it, for faster access the next time.