MSc Econometrics (Ec402)

Vassilis Hajivassiliou, LSE 2023

Autumn Term 2023

IMPORTANT NOTICE:

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

THE MOODLE/EC402 PAGE AND BY OTHER AUTHORIZED USERS!

Return to Ec402 Moodle page

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	1	Mon	Hong Kong Theatre	13:00	14:00	1,2,3,4,5,6,7,8,9,10,11

• .
• Q&A Session Schedule:

  Code	Teaching Title	Type	Grp	Day	Room	Start	Finish	MT Wks
  EC402	EC402 Econometrics	LEC	1	Wed	Hong Kong Theatre	11:00	12:00	6
  EC402	EC402 Econometrics	LEC	1	Tue	CLM.2.02	11:00	12:00	10
  EC402	EC402 Econometrics	LEC	1	Wed	CBG.B1.02	11:00	12:00	10

• Intro: Course Guide/Reading List

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• Part 0: Outline of Lecture Topics

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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

  • Week 11 Lecture Notes

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• Part 1.A: Additional Material

  • A Note on Confidence Intervals (Interval Estimation)

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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 3 academic years)

    2023-2024
    ec402 AT Final Exam, January 2024	Answers to ec402 AT Final Exam, January 2024
    2022-2023
    ec402 ST Final Exam, June 2023	Answers to ec402 ST Final Exam, June 2023
    ec402 LT Final Exam, January 2023	Answers to ec402 LT Final Exam, January 2023
    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

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  • Part 6: Graphical and Monte-Carlo Illustrations

    • Teaching Programs

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