MSc Econometrics (Ec402)

Vassilis Hajivassiliou, LSE 2022

Michaelmas 2022

IMPORTANT NOTICE:

ACCESS TO THE MATERIAL ON THIS PAGE IS ALLOWED ONLY FROM:

THE MOODLE/EC402 PAGE AND BY OTHER AUTHORIZED USERS!

Administrative

• Office Hours
• Lecture Schedule:

  Code	Teaching Title	Type	Grp	Day	Room	Start	Finish	MT Wks
  EC402	EC402 Econometrics	LEC	1	Mon	Hong Kong Theatre	10:00	12:00	1,2,3,4,5,6,7,8,9,10,11
  EC402	EC402 Econometrics	LEC	2	Mon	Hong Kong Theatre	13:00	14:00	1,2,3,4,5,6,7,8,9,10,11

• Intro: Course Guide/Reading List

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• Part 1: Week-by-week Lecture Notes

  • Week 1 Lecture Notes

  • Week 2 Lecture Notes

  • Week 3 Lecture Notes

  • Week 4 Lecture Notes

  • Week 5 Lecture Notes

  • Week 6 Lecture Notes

  • Week 7 Lecture Notes

  • Week 8 Lecture Notes

  • Week 9 Lecture Notes

  • Week 10 Lecture Notes

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• Part 1.A: Additional Material

  • Zoom Office Hour, week 12

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• Part 2: Supplementary Technical Notes --- All pages together

  Section-by-section Supp.Tech. Notes follow:

  • Chapter 1: Statistics Overview
  • Chapter 2: The Linear Regression Model
  • Chapter 3: Hypothesis Testing
  • Appendix 1 to Chapter 2: Asymptotics
  • Appendix 2 to Chapter 2: Limited Dependent Variable Models
  • Appendix 3 to Chapter 2: A Synthesis of the Classic 5 Assumptions
  • Chapter 4: IV Estimation
  • Chapter 5.1: Independence, Mean-Independence, and Uncorrelatedness [OPTIONAL]
  • Chapter 5.2: Some Clarifications on Relations between A4 and A3 Assumptions
  • Chapter 5.3: Some Clarifications on Hypotheses Testing in Linear Regression
  • Chapter 5.4: A Synthetic Summary of the Asymptotics of Ordinary Least Squares

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• Part 3: Problem Sets

  • Problem Set 1
  • Problem Set 2
  • Problem Set 3
  • Problem Set 4
  • Problem Set 5
  • Problem Set 6
  • Problem Set 7
  • Problem Set 8
  • Problem Set 9
  • Problem Set 10

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• Part 4: Answers to Problem Sets

  These will be uploaded on the webpage week by week

  • Answers to Problem Set 1
  • Answers to Problem Set 2
  • Answers to Problem Set 3
  • Answers to Problem Set 4
  • Answers to Problem Set 5
  • Answers to Problem Set 6
  • Answers to Problem Set 7
  • Answers to Problem Set 8
  • Answers to Problem Set 9
  • Answers to Problem Set 10

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• Part 5: Past ec402 Exams (last 2 academic years)

  2022-2023
  ec402 LT Mock Exam, based on January 2022 paper	See Answers to ec402 January 2022 Exam below
  2021-2022
  ec402 ST Final Exam, June 2022	Answers to ec402 ST Final Exam, June 2022
  ec402 LT Final Exam, January 2022	Answers to ec402 LT Final Exam, January 2022
  2020-2021
  ec402 ST Final Exam, June 2021	Answers to ec402 ST Final Exam, June 2021
  ec402 LT Final Exam, January 2021	Answers to ec402 LT Final Exam, January 2021

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• Part 6: Graphical and Monte-Carlo Illustrations

  • Teaching Programs

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