Advanced Econometric Theory I

Advanced Econometric Theory II

Advanced Econometric Theory III

Advanced Macroeconomic Theory

Intermediate Econometric Theory

Intermediate Macroeconomics

Principles of Macroeconomics

Time Series Analysis and Forecasting

ECON 5350 Class Notes Math Checklist Below are topics that you need to understand in order to be successful in this class. They include topics from matrix algebra, probability and statistics. Please take some time to review these topics during the rst few weeks of class. 1 Matrix Algebra  Matrix multiplication  Transpose rules for matrices  Inner and out

ECON | 5350 | Advanced Econometric Theory I | lecture_notes |ECON 5350 Class Notes Math Checklist Below are topics that you need to understand in order to be successful in this class. They include topics from matrix algebra, probability and statistics. Please take some time to review these topics during the rst few weeks of class. 1 Matrix Algebra  Matrix multiplication  Transpose rules for matrices  Inner and out

ECON 3010 Intermediate Macroeconomics Chapter 3 National Income: Where It Comes From and Where It Goes Outline of model A closed economy, market-clearing model  Supply side ◦ factors of production ◦ determination of output/income  Demand side ◦ determinants of C , I , and G  Equilibrium ◦ goods market ◦ loanable funds market Factors of production K = capit

ECON | 3010 | Intermediate Macroeconomics | lecture_notes |ECON 3010 Intermediate Macroeconomics Chapter 3 National Income: Where It Comes From and Where It Goes Outline of model A closed economy, market-clearing model  Supply side ◦ factors of production ◦ determination of output/income  Demand side ◦ determinants of C , I , and G  Equilibrium ◦ goods market ◦ loanable funds market Factors of production K = capit

ECON 4230 Intermediate Econometric Theory 1 Model Specication Here we discuss whether the model is correctand address issues such as...  omission of a relevant variable (undertting a model),  inclusion of an irrelevant variable (overtting a model),  measurement error,  specication tests, and  model selection criteria. Undertting a Model 

ECON | 4230 | Intermediate Econometric Theory | lecture_notes |ECON 4230 Intermediate Econometric Theory 1 Model Specication Here we discuss whether the model is correctand address issues such as...  omission of a relevant variable (undertting a model),  inclusion of an irrelevant variable (overtting a model),  measurement error,  specication tests, and  model selection criteria. Undertting a Model 

ECON | 5350 | Advanced Econometric Theory I | lecture_notes |ECON 5350 Class Notes Review of Statistical Inference 1 Samples and Sampling Distributions Denition. We say X 1 ; :::; X n is a random sample of size n if each X i is drawn independently from the same pdf, f ( x i ; ) . Notes: 1. f X i g n i =1 is sometimes said to be an independent and identically distributed (i.i.d.) random sample. 2.  is a vector of parameters (e.g., 

ECON | 5360 | Advanced Econometric Theory II | lecture_notes |ECON 5360 Class Notes Serial Correlation 1 Introduction In this chapter, we focus on the problem of serial correlation (autocorrelation) within the multiple linear regression model. Throughout, we assume that all other classical assumptions are satised. Assume the model is y t = x 0 t  +  t (1) where E (  0 )=  2 =  0 2 6 6 6 6 6 6 6 6 6 6 6 4 1  1   n  2  n  1  1 1  

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