Description

An introduction to econometric theory. Application of econometric methods to both time series and cross-section data.

Texts

G. S. Maddala Introduction to Econometrics 2nd Ed. P. Kennedy A Guide to Econometrics Latest Edition. K. White Shazam: Econometrics Computer Program Users Reference Manual, Latest Version.

Course Outline

(available as a text file)

Data Files

(DATA2-3.DAT available as a text file) (Y99.DAT available as a text file) (DATA4-13.DAT available as a text file) (DATA4-13.HDR available as a text file) (DATA8-3.DAT available as a text file) (DATA8-3.HDR available as a text file) (TABLE7-8.DAT available as a text file) (DATA13-1.DAT available as a text file) (DATA13-1.HDR available as a text file)

Command Files

(E835992.COM available as a text file) (E835993.COM available as a text file) (E835994.COM available as a text file) (E835995.COM available as a text file) (E835996.COM available as a text file) (E835997.COM available as a text file) (E835998.COM available as a text file)

Cointegration Example

(Available as a command file)

Project Instructions

(Available as a text file)

Mark's Shazam Instructions

(available as a text file)

1998 Midterm Exam

(available as a text file)

1998 Final Exam

(available as a text file)

1995 Final Exam

(available as a text file)

1994 Final Exam

(available as a text file)
Dennis Maki, Professor | maki@.sfu.ca