Teaching
Teaching Schedule for Spring, 2025
ECON817 (Advanced Econometrics I), MW 12:30pm-13:45pm, Snow Hall 301
OFFICE HOURS: MW 11:00am-12:00pm, or by appointment.
Downloadable Materials for ECON817
1. Syllabus for ECON817 DOWNLOAD
2. Home Work Assignments for ECON817 DOWNLOAD
3. Textbook (by Russell Davidson and James G. MacKinnon) home page for ECON817
4. Data files for ECON817
5. How to install R package into your computer DOWNLOAD
6. A note on how to use R DOWNLOAD
7. Econometrics in R DOWNLOAD
8. Review for Linear Algebra and Matrix Methods in Econometrics DOWNLOAD
9. Handout for HAC DOWNLOAD
10. Handout for Quadratic Form of Normal Random Vector DOWNLOAD
11. Handout for Partitioned Matrix DOWNLOAD
12. Handouts for Box-Cox Transformation DOWNLOAD
13. Handout for Model Selection DOWNLOAD
14. Handout for Generalized Inverse of Matrix DOWNLOAD
15. Handout for Empirical Likelihood and Generalized Empirical Likelihood DOWNLOAD