Computer class today 14:15

usual place.

Program;

1. Go back to exogeneity lecture and show example of test of weak exogeneity, and testing of super exogeneity. We will use the PCM model, (The data  set has been here on the web page for a long time)

2. Using the same data: another example of Delta method: This time for slope of long-run PCM.  

3. Go through the posted Lecture Note about single equation Model Typology

4. Go back to Monday's lecture and talk a little bit more about Autometrics and regime-switching  

r