The goals for these two weeks are:
- Explaining Lessons 1 (Introduction to Econometrics) and 2 (Simple linear regression: graphical analysis)
- Doing some practical work with GRETL and the dataset simulated data in the first Seminar (February 22th)
Warning about the Seminar
Next Wednesday, February 22th, at 12,00h, we will have the first seminar. According to plan, it was to be held at Computer Room #1.
As you know, the computers in this room are quite obsolete. On the other hand, many of you have laptops. If you are willing to bring your own computer, we could have the seminar in the classroom.
We will discuss and decide about this option in the next class.
Warning about March 1st class
Next Thursday, March 1st, I will not be able to attend the class due to an institutional obligation. We will recover the time lost using the second hours of the seminar.
Students must fill this personal data form
Review carefully the Econometrics website. Download and print the following class notes:
As well as the dataset: simulated data
Download and install GRETL. This is a free Econometrics software package. We will use it for practical work. I suggest to follow these steps:
- Download my Installation guide for GRETL
- Download GRETL and install it following the instructions in previous document
Any issue related with installation of GRETL will be solved in the first seminar (February 22th).
Review the following complementary materials:
- Two Nobel lectures about the econometrics of cross-section data
- Two Nobel lectures about the econometrics of time series data
- Video: A short intro to Linear Regression
Revise some basic concepts of previous courses:
- Algebra: matrices, vectors, linear equations, matrix operations, inverse of a matrix
- Statistics: descriptive statistics (mean, variance, correlation,...), estimation, hypotheses testing
Graded personal homework
Send an e-mail to this address (last day for delivery: Tuesday 21). This message should provide details about:
- problems that could have arised when installing GRETL, and
- doubts about the topics explained in class