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Econometrics

Michael Creel ()

UFAE and IAE Working Papers from Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)

Abstract: This document contains lecture notes for a first year graduate course in econometrics, with coverage of basic topics such as OLS and hypothesis testing, through maximum likelihood and GMM, nonlinear models, time series, panel data, Bayesian methods, simulation-based methods, and other topics. The document contains numerous embedded links to example scripts and data, which illustrate the topics. The document is accompanied by a live operating system image that can be run using virtualization software on any of the popular operating systems, so that all examples can be accessed quickly and easily. The document and accompanying software are free: all sources are available under the GNU GPL.

Keywords: Econometrics lecture notes; open source (search for similar items in EconPapers)
JEL-codes: A23 C1 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cmp and nep-ecm
Date: 2003-05-30, Revised 2013-02-12
References: View complete reference list from CitEc
Citations View citations in EconPapers (4) Track citations by RSS feed

Downloads: (external link)
http://pareto.uab.es/mcreel/Econometrics/econometrics.pdf The main document (application/pdf)
http://pareto.uab.es/mcreel/Econometrics/Econometrics.zip The whole collection, with examples, etc. (application/zip)
http://pareto.uab.es/mcreel/Econometrics/econometrics.iso virtualization appliance to run examples without installing software (~800MB)

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Persistent link: http://EconPapers.repec.org/RePEc:aub:autbar:575.03

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