Econometrics II (Econ 508)
Professor Norman R. Swanson
Fall 2007
A picture is
worth a thousand words. But so is a statistic ...
This is the third course in the econometrics sequence, and the first
elective econometrics course. The course primarily covers topics in
time series analysis. The aim of the course is to familiarize students with time
series methods from both an applied and a theoretical perspective. Emphasis in
the final project will be on empirical analysis, bootstrap nad Monte Carlo techniques,
while emphasis for the in-class test will be on
methodological issues discussed in class.
Important Dates (subject to change)
· Thursday October 18: GAUSS demo - NJ 101 2:00-3:30.
· Thursday October 25: EVIEWS demo.
· Monday November 5 (after regular class): In class midterm examination problem solving and question period.
· Thursday November 8: In class midterm examination problem solving and question period.
· Monday November 12: In class midterm examination.
· Monday November 5 and 19. In class presentations.
· Monday December 10: Final project due in class.
· Econometrics 508 Course Syllabus. PDF Version.
· Econometrics 508 Lecture Notes. PDF Version.
· Econometrics 508 List of possible presentation papers. PDF Version.
· Econometrics 508 Additional Reading List. PDF Version.
· Set of Practice Problems (do problems 1,2,3,4,6) PDF Version.
· Another Set of Practice Problems (do all) PDF Version.
· Solution Set for "Another Set of Practice Problems" PDF Version.
· old midterm exam (do problems 1a, 2, 3) PDF Version.
· old midterm exam (do all) PDF Version.
· old midterm exam (do problem 3) PDF Version.
· old final exam (do problems 1,4) PDF Version.
Software Examples and Discussion
· Basic Introduction to EVIEWS
· Gauss Monte Carlo Experiment Example
· Technical Notes.
· papers as they
are discussed in class
Additional Links
· Resources for Economists: Data Links, Econ Dept's,
Conferences, and Economists
· Mark Watson's GAUSS Tutorial
· Any queries or
comments? Please click here ---> ---
nswanson@econ.rutgers.edu