Index of /mcreel/IDEA2017

[ICO]NameLast modifiedSizeDescription

[PARENTDIR]Parent Directory  -  
[DIR]Bayesian/2017-03-15 08:09 -  
[DIR]Bootstrap/2017-03-15 08:11 -  
[   ]Calendar.pdf2017-03-17 13:58 38K 
[DIR]Data/2017-05-10 08:42 -  
[   ]EconometricsIISyllabus.pdf2017-03-09 08:10 96K 
[DIR]Gretl/2016-03-29 10:20 -  
[DIR]Nonstationary/2017-03-15 08:09 -  
[DIR]OldExams/2017-03-14 16:09 -  
[DIR]ProblemSets/2017-05-12 08:57 -  
[TXT]README.html2017-05-19 11:05 6.5K 
[DIR]Software/2017-03-22 12:40 -  
[DIR]StateSpace/2017-05-02 20:11 -  
[   ]econometrics.iso2017-05-18 15:09 1.6G 
[   ]econometrics.ova2017-03-22 12:43 11K 
[   ]econometrics.pdf2017-05-19 11:00 5.4M 


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.


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.