Econometrics Option

Econometrics

MT2018, Department of Economics, University of Oxford

This course intends to expose you to the statistical techniques that economists use for estimating, testing, and forecasting economic relationships. The emphasis is on understanding the techniques involved and also on what they mean in terms of the economic problem being studied. Successful completion of this course should allow you to read much of the professional empirical literature in economics.

Syllabus

Problem Set Week 0 (Matrix Algebra)

Foundations

Lectures Notes Foundations

Problem Set Week 1

Problem Set Week 2

Time Series

Lecture Notes Time-Series

Problem Set Week 3

Problem Set Week 4

Problem Set Week 5