Econometric Analysis
Econ 507
Spring, 2010
Econometric Analysis
Econ 507
Spring, 2010
Location and times
Tu and Th: 2:00-3:50 pm; DKH 215 (Section AL1 : Non-Econ PhD ).
Tu and Th: 4:00-5:50 pm; DKH 215 (Section ALA : Econ PhD ).
Office Hour : W 10:00-12:00 pm
Announcements
Jan 18 : Welcome!
Feb 10
: PS 1 has been uploaded.
Some course documents
Syllabus : PDF
Problem Sets :
PS1 : PDF (Due : Feb. 18th, 18:00)
Reading Lists :
White, H. (1982), "Maximum Likelihood Estimation of Misspecified Models," Econometrica, 50, 1-25.
Hall, A. (1987), "The Information Matrix Test for the Linear Model," Review of Economic Statistics, 257-263.
Bera, A. and Lee, S. (1993), “Information Matrix Test, Parameter Heterogeneity and ARCH: A Synthesis,” Review of Economic Studies, 60, 229‑240.