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.
|Date of creation:||30 May 2003|
|Date of revision:||23 Oct 2015|
|Contact details of provider:|| Postal: |
Phone: 34 93 592 1203
Fax: +34 93 542-1223
Web page: http://pareto.uab.cat
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:aub:autbar:575.03. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Xavier Vila)
If references are entirely missing, you can add them using this form.