Econometrics for MRes (Ec443)

Vassilis Hajivassiliou, LSE 2020-2021

Code	Teaching Title	Type	Grp	Day	Room	Start	Finish	MT Wks	Zoom Link
EC443	EC443 Econometrics	LEC	1	Tue (Part A)	ONLINE	11:00	13:00	1,2,3,4	https://lse.zoom.us/j/85870833493?pwd=T3FWL3NKejg0R2l1Rkxzak80SGF5Zz09
EC443	EC443 Econometrics	LEC	1	Thu (Part B)	ONLINE	12:00	14:00	1,2,3,4	https://lse.zoom.us/j/83264800217?pwd=a2MxemdMaEtzdGRIbXI5azlQWStKZz09
EC443	EC443 Econometrics	LEC	1	Mon (Part C1)	ONLINE	09:00	11:00	5,6,7,8	https://lse.zoom.us/j/86493772702?pwd=cWJ6OVlYVy85cTZmTG5wdlZYWGxNZz09
EC443	EC443 Econometrics	LEC	1	Mon (Part C2)	ONLINE	16:00	18:00	5,6,7,8	https://lse.zoom.us/j/87681217176?pwd=bjZKU0NEaVVqUDV6cHoxTEJxRjhUQT09

[REVIEW] Chapter 1: An Overview of Regression Analysis
- Five Classic Regression Assumptions
- Summary of Estimation Results Under Eleven Alternative Data-Generating Mechanisms
- The Classic 5 Regression Assumptions and Their Violation
- Instrumental Variables Estimation
- Canonical Form of Sampling Error Vectors
- Appendix 1: Asymptotic Limits and Large Sample Approximations
- Appendix 2: Complications with Infinite Moments
- Appendix 3: The Dangers of Atheoretic Approaches to Regression Analysis
Chapter 2
- Stationary and Nonstationary Time-Series
- Illustrative Data
  - Spurious vs. Cointegrated Regressions: Stata Data File
  - Spurious vs. Cointegrated Regressions: Definitions of Generated Variables and Regression Results
Chapter 3
- Limited Dependent Variable Models
Chapter 4
- Panel Data Models
Chapter 5
- Simulation-Based Inference

Problem Sets
Answers to Problem Sets

These will be uploaded automatically in the correct week

Graphical and Monte-Carlo Illustrations
- Misspecification in Linear Regression
- LLN and CLT Experiments