Econometrics II
LECTURE NOTES


Master in ECONOMIC ANALYSIS


 

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Notes 1
System OLS, GLS & GMM

Notes 2
 Simultaneous Equations Models

Notes 4 Unobserved Effects Panel Data Models
Notes 5
Dynamic Models

Notes 6
Inference with Autocorrelated Data

Notes 7
Correcting for Autocorrelation and Heteroskedasticity

Notes 8
Extremum estimates. Hypotheses Tests

Notes 9
Limited Dependent Variable Models




 Matrix notes from Mittelhammer et al. (2000).

  
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Comments:  Carlos Velasco carlos.velasco@uc3m.es
Last modification: 4-27-2010