Class Notes

  1. Review
  2. Regression Review using gretl
  3. Time Series: Regression with Stationary Data
  4. Nonstationary Data
  5. Spurious regressions
  6. Cointegration and the Error Correction Model with gretl lesson.  The gretl script file.
  7. DOLS to estimate the cointegrating vector.
  8. VAR and VEC Models
  9. ARCH/GARCH with gretl lesson
  10. Background
  11. Instrumental Variables
  12. Proxy Varianbles and IV specification issues
  13. Cragg-Donald and gretl program
  14. SEM
  15. Panel Data 1
  16. Panel Data 2
  17. gretl example: fatality rate
Miscellaneous Programs for Class