LECTURE NOTES:
Lecture Notes 1 (Least Squares Estimation): EconomNot1.pdf
Lecture Notes 2 (Non Linear Relationships): EconmNot2_NonLinear.pdf
Lecture Notes 3 (Multiple Linear Regression): EconmNot3MultRegr.pdf
Lecture Notes 4 (Linear Restrictions): EconmNot4LinRestr.pdf
Lecture Notes 5 (Heteroscedasticity and Autocorrelation) EconmNot5HeteroscAutocor.pdf
Lecture Notes 6 (Parameter Constancy) EconmNot6ParamConst.pdf
EMPIRICAL EXAMPLES
Volume-Volatility Notes: VolumeVolatility.pdf
Volume-Volatility: EVIEWS file: vlmvlt.wf1
Inflation-Growth notes: InflationGrowth.pdf
Inflation-Growth paper: IEJ08.pdf
EXTRA NOTES:
Notes 1(Random Variables-Probabilities): ECL1.pdf
Notes 2 (Least Squares Estimation): ECL2.pdf
Notes 3 (Bivariate Linear Regression Model): ECL3.pdf
Notes 4 (Linear Models and Matrix Algebra): ECL4.pdf
Notes 5 (Multivariate Linear Regression Model): ECL5.pdf
Notes 6 (Diagnostic Tests): ECL6.pdf
Notes 7 (Dynamic regression Models): ECL7.pdf
EXERCISES:
Exercise 1 (Correlation Coefficient): Exercise1b.pdf
Exercise 2 (Bivariate Linear Regression): Exercise2.pdf
Exercise 3: Exercise3.pdf
Exercise 4: Exercise4.pdf
Exercise 5: Exercise5.pdf
Exercise 6: Exercise 6.doc
Exercise 7: Exercise 7.pdf
Selected Answers: SelectedAnswers.pdf
EVIEWS:
PART A:
EXERCISES:
EVIEWS Exercise 1: eviews1.doc
EVIEWS Exercise 2: eviews2e.doc
EVIEWS Exercise 3: eviews3e.doc
DATA:
Data 1: Data1.xls
Data 2: DATA3.XLS
Microfit Data Inflation: INFLAT.FIT
Data 4: data4a.xls
EVIEWS FILES:
EVIEWS File : ex2.wf1
EVIEWS File : ex3.wf1
PART B:
EXERCISES:
EVIEWS Exercise 4: Eviews1.doc
EVIEWS Exercise 5: EVIEWS_2.doc
EVIEWS Exercise 6: EVIEWS_3.doc
EVIEWS FILES:
Eviews File /(Data) 4: EVIEWS_1_Monetary policy data.wf1
Eviews File /(Data) 5: consumption income data.wf1
Eviews File /(Data) 6: dollar sterling exchange rate data.wf1
PART C:
EVIEWS FILES:
EVIEWS File (Volume-Volatility): EVIEWS1.wf1
EVIEWS File (Inflation-Output Growth): EVIEWS2.wf1
MICROFIT:
Microfit Data 1: Data1.xls
Microfit /Data Inflation: INFLAT.FIT
Microfit /Data 3: DATA3.FIT
Microfit /Data 4: DATA4.FIT
Microfit /Data 5: DATA5.FIT
Microfit Exercise 2: Microfit2.doc
Microfit Exercise 3: Microfit3.doc
Microfit Exercise 4: Microfit4.doc
Microfit Exercise 5: Microfit5.doc
Microfit Exercise 6: Microfit6.doc
Exams:
Specimen final exam 2005-2006: Econometrics_SE_2005.pdf
Specimen final exam, Answers 2005-2006: Econom_SE_Answers_2005.pdf
More Questions and Answers: More_Questions_2005.pdf
Mid-term exam: 2005-2006: Econometrics_TestExam_2005.pdf
Mid-term exam, Answers 2005-2006: Econom_TestExam_Answers_2005.pdf
Mid-term exam 2006-2007: EconometricsMidTermExam0607.doc
Specimen mid-term exam 2007-2008: SpecimenTestExam0708.pdf
Mid-term exam 2007-2008: EconometricsMidTermExam0708.pdf
Final exam 2007-2008: EconometricsFinalExam0708.doc