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Lecture Notes

Econometrics

15 years 10 months ago
Econometrics
These notes cover several topics such as Univariate Time Series Analysis, The Distribution of a Sample Average, Least Squares, Instrumental Variable Method, Simulating the Finite Sample Properties, GMM, Examples and Applications of GMM, Vector Autoregression (VAR), Kalman filter, Outliers and Robust Estimators, Generalized Least Squares, and Nonparametric Regressions and Tests.
Paul Söderlind
Added 17 Jan 2009
Updated 22 Jan 2009
Year 2002
Authors Paul Söderlind
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