Syllabus 1. The Central Limit Theorem 2. Ordinary Least Squares Estimation 3. Simple and Joint Hypothesis Test 4. Structural Changes and Chow Test data: Inflation, Unemplyment rate, and Federal Funds Rate
5. GLS Estimation 6. IV Estimation 7. Maximum Likelihood Estimation (2 weeks) 8. The Probit 9. AR models
10. Recursive VAR (2 weeks) Reference Paper: Stock and Watson (2001)
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11. Panel Analysis
12. State Space Model