(Enter summary)
Abstract: prior to this class:
1. Knowledge of econometrics at the level of Gujarati (1995) (chapters 1--15) (i.e. Met
201).
2. Knowledge of statistical theory at the level of Freund (1992) (i.e. Stat 250).
3. Some prior exposure to linear algebra, i.e. familiarity with matrix notation, and
basic operations on vectors and matrices.
4. Knowledge
1
of a statistical software package such as TSP or SHAZAM.
2
5. Knowledge of intermediate micro- and macroeconomic theory.
4 Organization
The class will be... (Update)
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BibTeX entry: (Update)
@misc{ bergland-applied,
author = "Olvar Bergland",
title = "Applied Econometrics - Course Outline",
url = "citeseer.ist.psu.edu/bergland98applied.html" }
Citations (may not include all citations):
371
Time Series Analysis: Forecasting and Control (context) - Box - 1976
148
Time-Series Analysis (context) - Hamilton - 1994
144
Econometric Analysis (context) - Greene - 1997
123
Autoregressive Conditional Heteroscedasticity with Estimates.. (context) - Engle - 1982
55
Estimation and Inference in Econometrics (context) - Davidson - 1993
42
The Theory and Practice of Econometrics (context) - Judge, Griffiths et al. - 1985
31
Introduction to the Theory and Practice of Econometrics (context) - Judge, Hill et al. - 1988
30
Mathematical Statistics (context) - Freund - 1992
17
Classical Estimation Methods for LDV Models Using Simulation (context) - Hajivassiliou - 1994
16
Better Bootstrap Confidence Intervals (context) - Efron - 1987
14
Learning and Practicing Econometrics (context) - Griffiths, Hill et al. - 1993
10
Statistics and Econometric Models (context) - Gourieroux, Monfort
8
Intermediate Statistics and Econometrics: A Comparative Appr.. (context) - Poirier - 1995
7
Econometric Models (context) - Intriligator, Bodkin et al. - 1996
6
Estimation by Simulation (context) - McFadden - 1994
5
Handbook of Econometrics (context) - Engle - 1994
5
ARCH Models: Properties, Estimation and Testing (context) - Bera - 1993
5
The Practice of Econometrics (context) - Berndt - 1990
5
Basic Econometrics (context) - Gujarati - 1995
3
The Econometric Analysis of Economic Time Series (context) - Hendry - 1983
2
An Introduction to Bootstrap Methods (context) - Stine - 1990
1
Statistical Decision Theory and Baysian Analysis (context) - Berger - 1985
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