Explore an 11-hour comprehensive series of lectures on econometrics, covering topics such as time series analysis, stationarity, forecasting, diagnostic testing, robust inference, instrumental variables estimation, and binary models. Delve into the state of play in econometrics, practice with time series data, learn about autoregressive and moving average models, and understand stationarity conditions. Engage in exercises on diagnostic testing, robust standard errors, and maximum likelihood estimation. Gain practical experience using MATLAB for econometric analysis and review important concepts like p-values and dummy variables. Conclude with a practice question to reinforce your understanding of the material covered throughout the series.
Overview
Syllabus
ECON61001, TS Intro.
ECON61001 - State of Play Part 2.
ECON61001 - State of Play 1.
ECON61001 Exercise TS Data.
ECON61001 TS Data - AR Stationarity Condition.
ECON61001 TS Data - AR forecasting.
ECON61001 - Testing for Stationarity/Nonstationarity.
ECON61001 - Testing for Stationarity/Nonstationarity.
ECON61001 TS Data - MA forecasts.
ECON61001 Robust standard errors.
ECON61001 Diagnostic Testing and Robust se MATLAB practice Part 1.
ECON61001 Diagnostic Testing and Robust se MATLAB practice Part 2.
ECON61001 Diagnostic Testing and Robust Inference.
ECON61001 Exercise DiagTestRobInf.
ECON61001 Diagnostic Testing and Robust Inference.
ECON61001 Exercise IV Estimation.
ECON61001 P-value review.
ECON61001 Dummy variables or Sub-samples.
ECON61001 Binary Model Lecture Example.
ECON61001 Exercise ML.
ECON61001 Practice Question Q1.
Taught by
Ralf Becker
