Semester page for ECON5101 - Spring 2011
Portfolio assessment/take home exam
Teaching plan
Teachers
Lecture slide sets
- Lecture 1 (20 Jan)
- Lecture 6 (3 March)
- Lecture 6 extra slides
- Lecture 7 slides
- Lecture 8 slides
- Lecture 9 slides
Lecture notes
- LN 4 (RN) Engle-Granger representation theorem
- Short note from E 4160 with Wu-Hausman example
- Note on NPC solution
Seminars
- Exercises to first seminar
- Note to exercise 1 first seminar
- Note to exercise 3 first seminar
- Exercises to second seminar
- Seminar 2 Q3c Global trend batch
- Seminar 2 Q3c Local trend batch
- Seminar 2 Q3c GT and LT forecasts
- Seminar 2: ARMA estimation without ARFIMA
- Seminar 3 exercises
- Seminar 3 data
- Seminar 3 Solution proposal
- Seminar 3 Files to accomp proposal
- Seminar 3 The Rudd and Whelan NPC paper
- Seminar 3 US-NPC (updated)
- Seminar 3 Euro-NPC
- "The Probability Approach" by Trygve Haavelmo
- Seminar 4 exercise set
- selvm2arbl.xls to supplement selvm2.xls
- Lucas-critique (original)
- Batch file to Sem 4 question 1b (example of ECM transform to motivate alternative identfication)
- Seminar 5 exercise set
- Data to sem 5 exercise 1
- Data to sem 5 exercise 2
- Solution proposal to seminar 5 (revidert)
- Seminar 6 exercise set
- Seminar 6 data set
Data sets
Software and contributed programs
- PC Give 13 for students
- Batch file to lecture 1 (AR2 roots and multipliers)
- Batch code for power spectrum calculations
- Batch to Lecture 7 VAR model of suicides
- Data set to Lecture 7 batch (selvm2.xls)
- Batch A to lecture 8 (builds on Lecture 7 batch)
- Batch B to lecture 8
- Batch C to lecture 8