Messages

Hi,

I've uploaded the slides, data sets and batch files (the latter two zipped in one folder) for CC#6!

See you tomorrow!

While we read you work, you can no longer "see" your oblig. submission in fronter. The room will be open again when the we have finished.

Both groups meet at 14:15 in Aud 4 ES this week. I will fly trough the oblig. exercise. 

RNy

Remember that the the OxMetrics-PcGive books/manual are in Fronter! They're saved as pdf files in the same folder as the mandatory exercise.

A&R

Hi,

As announced, Seminar # 4 will be devoted to discussing the mandatory exercise. That said, there will only be one seminar, and not 2 as we usually have!

Most likely, the seminar will be on Thursday at 2.15 pm.

More details will be provided soon!

A&R

Here is how you proceed to hand in your mandatory exercise (Seminar exercise # 4) in Fronter: 

- Enter the Fellesrom in Fronter

- In the left margin, there should then be a folder called "Innelvering"

- Then choose "Innleveringsoppgave"

- Tick of your name and choose "Last opp oppgave"

REMEMBER to name your files in the following way:

* Answer to mandatory exercise, by "Your Name"

* Batch file to exercise 2, by "Your name"

and so on.!

A&R

is at 12:15 PM today, in the usual place. Slide set has been posted.

Hi,

Slides, data sets and batch files for CC5 are now uploaded!

See you tomorrow morning!

-A-

Hi,

I've uploaded the various batch files used at Seminar # 3 (four files in total). 

Here is how you proceed to find the mandatory exercise set in Fronter: 

- On the course web page, follow the link "Log into Fronter"

- Choose "Logg inn p? nye Fronter" (log into the new Fronter)

- Choose "Rom" (Room) in the upper left corner

- Choose "ECON 4160-Fellesrom 2013 h?st"

- Choose "Arkiv" (Archive) in the menu to the left

- Download the exercise set by clicking on it!!

Good luck!!

-A-

will be be posted on Thursday 17/10 at 2:00 pm. You will have a full 2 weeks before the  deadline. The details will be given along with the question set.

R

The slide set to Lecture 8 has been posted. Remember that the Lecture is on Thursday 14:15-16 in HH Aud 1, because of the Macrobond course that takes place today. I will attend the Macrobond course, together with Asbj?rn R?dseth.

RNy

Slide set has been posted.

Hi,

Slides for CC # 4 have been uploaded. See you tomorrow morning. 

-Andr¨¦-

Hi,

I've uploaded a (slightly) extended version of the seminar exercises for Seminar # 3. Note that I've uploaded a new data set as well, so that you have consumption data back to the late 1960s. In addition, I've uploaded data for US housing prices and rents. We will -- as you'll see from the exercise set -- work with both data sets at the next seminar. 

Finally, I uploaded the excel sheet that I used to calculate the F-statistic and the corresponding p-value in relation to Exercise B.5 at Seminar # 2. 

See you at CC next weeek!

-Andr¨¦-

Today we will start to investigate identification and estimation of equations in simultaneous equations systems (SEMs). Knowledge of the shortcomings of the OLS estimator for such equations, at the level of E-4150 spring 2013, is good baggage to bring to the lecture (confer e.g. the note about OLS bias posted last week!).

RNy

Hi,

Slides for CC#3, as well as the zip files containing the data and batch files we will consider have now been uploaded. 

See you tomorrow morning!

-Andr¨¦-

Hi,

As promised, we have now posted some solution hint for exercise B (Seminar #1) along with the 5 useful tricks that you learnt at the seminar. We have also posted the exercise set for Seminar #3.

Have a nice weekend!

A&R 

Topic: Exogeneity

The test aspect of exogenity overaps with IV estimation which is our next topic, so I have included references to Ch 8 in the book. But for tomorrow, just read that (e.g., Ch 8.3) cursory. Review however, sources of OLS bias (simultaneity, expectations variables and measurement error) which are consequens of "failed exogeneity", from Introductory Econometrics.

R

The is the discussion of the ADL(1,1) based model typology that we did not have time to go through at the end of Lecture 4.

R

Corrected the error on slide 6. tau_0 is the varaiance in (7). Also fixed the missing Y_0 in the conditional expectation as you pointed out. Thank you!

R

See posting and the noted reference to Lecture note 3 and 4!

R

Sorry for the lack of correspondence between suggested reading and real content of Lecture 3 last week. I have now updated the lecture plan, in particular wrt to Lect 3 and 4, and hope that we shall  avoid large discrepancies in the future.

R

Hi,

I have uploaded the slide set for the computer class tomorrow. In addition, I have uploaded the two zip-files KonsDataSim2.zip and ADLfromVAR_d.zip, which contain the data we will use in class. It would be great if you could download these zip files before the class, so that we save some time!

See you tomorrow morning,

Andr¨¦

Unfortunately, the posted version was without references to where the different misspecification tests can be found in the book by Davidson and MacKinnon. Such references have now been added.

RNy