Economics 412 (Econometrics III)
Midterm: April 03; Final exam: May 09 (Friday) from 6 - 8 PM in MONT 311
Final exam schedule: http://adastrarpt.prod.uconn.edu/reports/exams/STORRS_1083/finals.htm
Syllabus: pdf file
Problem sets: hw2; hw3; hw4; hw5; hw6; hw7;
Solutions: chap4; chap5; chap8; chap10; chap12-15;
Solutions of additional problems: hw3; hw5; hw6; hw7
Exams: MT Spring 2008
sol;
Final Spring
2008 sol
Related papers: 1. Large
sample estimation and hypothesis testing by
2. Computing marginal effects in the Box-Cox model by J. Abrevaya (Econometric Reviews, vol. 21, pp. 383 -- 393, 2002)
Data sets: ATTEND.DTA; CORNWELL.DTA; CPS78.txt; NLS80.DTA; NORWAY.DTA;
Some useful Matlab links: There’s lots of information on Matlab that you can get by searching the web; see, e.g.,
2. Econometrics software links from The Econometrics Journal home page
3. Introduction
to Matlab by Ela Pekalska and Marjolein van der Glas
4. Basic concepts in Matlab by Michael G. Kay
5. Matlab Programming by Gerald W. Recktenwald
6. Matlab array manipulation tips and tricks by Peter J. Acklam
7. Writing fast matlab code by Pascal Getreuer
8. GMM library for Matlab by Mike Cliff