Ingmar R. Prucha
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Short Bio
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Vita
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Research
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Teaching
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Econometric Workshop
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Econ 624: Econometrics II, Part II
Syllabus
Handouts
Handout 1: Classical Nonlinear Models
Handout 2: Panel Data Models
Handout 3: LAD and Quantile Regressions
Handouts Background Material
Handout 1: Review of Matrix Algebra
Handout 2: Basic Elements of Asymptotic Theory
Handout 3: Asymptotic Testing Principles
Handout 4: Classical Linear Regression Model
Handout 5: Lag Operators
Handout 6: Univariate Dynamic Models
Handout 7: Multivariate Dynamic Models
Problem Sets
Problem Set 1
Problem Set 2
Problem Set 3
Practice Problems
Announcements