- Review
- Regression Review using gretl

- Time Series: Regression with Stationary Data
- Introduction
- Stata Commands: Defining time series, time-series plots, lag and difference operators
- Finite distributed lags
- Finite distributed lags in gret
- More gretl code for Finite Dist Lag Models
- Standard errors for nonlinear functions of parameters with an example in gretl

- Serial
Correlation
with more stuff on the
BG test and the LMF test

- Estimation of AR(1) Models
- ARDL and model selection and Okun Analysis and some more gretl code for model selection and output.
- Multiplier Analysis based on ARDL
- Miscellaneous notes, ardl.inp, and the LMF (in gretl) from Kiviet

- Nonstationary Data
- Non-Stationarity: Trends
- Non-Stationarity: Breaks
- QLR Test in Stata

- DF vs. DF-GLS. For data, http://www.stata-press.com/data/r11/lutkepohl2
- GDP example in gretl

- Spurious regressions
- Cointegration and the Error Correction Model with gretl lesson. The gretl script file.
- DOLS to estimate the cointegrating vector.
- VAR and VEC Models
- VECM gretl lesson
- VAR gretl lesson
- gdp.dta and fred.dta data sets
- IRF/FEVD and gretl lesson

- ARCH/GARCH with gretl lesson
- Background
- Instrumental Variables
- Proxy Varianbles and IV specification issues
- Cragg-Donald and gretl program

- SEM
- Panel Data 1
- Panel Data 2
- gretl example: fatality rate