Introduction to Econometrics [U13783]
Welcome to the Home Page for the unit Introduction to Econometrics (also known as ECONMET or U13783).
Here you can find electronic versions of all the course material - lecture notes, practical exercises,
information about the assessment and the exam etc.
WARNING! These resources are not a substitute for
attendance at lectures and practical classes. Students taking this unit are strongly advised to attend all
lectures and practical classes.
Please check the Notice Board section below regularly for special announcements. I also have a blog and a wiki where I put other information relevamt to econometrics.
Don't forget each week to send me a "One-Minute" e-mail telling me
- the main thing that you have learned from the lecture(s)
- the main thing that you still don't understand
I will reply to your e-mail with an attempt to explain the point that you don't understand.
Questions and answers will then be added to my list of Frequently Answered Questions (FAQs).
Notice Board
Each week there will be three hours of lectures (a double lecture on Tuesday afternoons and a further hour at lunchtime on Thursdays). In addition each student will be required to go to a seminar and a computer lab session to go through the weekly problem sheets.
Please check the portal to find out the times of the lectures and which seminar and computer practical group you are in.
You can see me on an individual basis in one of my office hours (times to be announced) or in the Econometrics cafe (where you can chat to me over coffee in the Portland coffee bar).
NEWS
- "There are more questions than answers!". I am gradually putting together a collection of past exam papers and accompanying solutions. Go here to see what is available.
- The answers to the informal in-class multiple choice test are here.
Topics and course materials
Week 1 Introduction to the unit and a review of the simple bivariate regression model
Week 2 More on the bivariate regression model
Week 3 Estimators and their properties
Week 4 The Multiple Regression Model
Week 5 Extensions to the multiple regression model
Week 6 Testing restrictions
Week 7 Heteroskedasticty and further diagnostic testing
Week 8 Autocorrelation
Week 9 Dynamic models
Week 10 Simultaneous equation models
Assessed work
Links to other helpful sites
Guy Judge
[Guy Judge's Home Page]
[Guy's Statistics and Mathematics for Economics blog]
[Guy's Econometrics blog]
This Page maintained by Guy
Judge <Guy.Judge@port.ac.uk>
Page Last Updated: March 2012
