lunes, 28 de enero de 2013

Econometrics: weeks 1-2 (February 4th to 17th)

The general idea of this blog is described (in spanish) in Acerca de este Blog.

The goals for these two weeks are:

Warning about the practical work: Many of you have laptops. If you are willing to bring your own computer, we can do some practical work in the classroom.

Activities:

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:
Any issue related with installation of GRETL will be solved in the first seminar (February 22th).


Review the following materials:


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: Friday 15). This message should provide details about:
  • problems that could have arised when installing GRETL, and
  • doubts about the topics explained in class
This e-mail will be assessed as part of the "active participation" item (10% of final grade). To facilitate processing the e-mails its important to respect the deadline and the delivery procedure (please use this email address). I would also help if all the text is included in the body of the message body, avoiding attachments whenever possible.