Applied Statistics and Econometrics II (Grad, NYU)2018-12-30T19:31:55+00:00

APPLIED STATISTICS and ECONOMETRICS II
Econ-GA 1102.001, NYU
Spring 2018

Syllabus

Lecture Notes
Programming with R
Large Sample Theory
Instrumental Variables
Generalized Method of Moments
Maximum Likelihood Estimation
Univariate Time Series Models
Multivariate Time Series Models: Part I
Multivariate Time Series Models: Part II
Models with Limited Dependent Variables
Panel Data Models

Problem Sets
Problem Set 1    Solutions
Problem Set 2    Solutions
Problem Set 3    Solutions
Problem Set 4    Solutions
Problem Set 5    Solutions
Problem Set 6    Solutions
Problem Set 7    Solutions

Exams
Midterm 1             Solutions
Midterm 2            Solutions
Final                       Solutions