Applied Econometrics (ERASMUS course) (ECO-421 (ERASMUS))

Ioannis Venetis (Ιωάννης Βενέτης)

Description

ERASMUS COURSE

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We will follow closely the book (first 7 chapters of Wooldridge book) 

Introductory Econometrics A Modern Approach, 6th Edition, ISBN10: 1-305-27010-XISBN13: 978-1-305-27010-7, AUTHORS: Jeffrey M. Wooldridge - ©2016 , https://www.cengage.uk/shop/isbn/9781305270107

Note: there is a latest edition: Introductory Econometrics A Modern Approach, 7th Edition ISBN10: 1-337-55886-9ISBN13: 978-1-337-55886-0,  ©2020 , https://www.cengage.uk/shop/isbn/9781337558860

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All applied analysis will be based on the open source software gretl

http://gretl.sourceforge.net/

 

Units

Following Wooldridge's (2016) Book. Chapter 1: The Nature of Econometrics and Economic Data

 

Answer using a word file:

  • Problems 1
  • Computer exercises from Wooldridge book, C2 and C5  (Chapter 1)

 

Work using gretl inp or session file: C1, C6, C7

Following Wooldridge's (2016) Book. Chapter 2: The Simple Regression Model

 

Answer using a word file:

  • Problems 4
  • Computer exercises C2

 

Work using gretl inp or session file or be prepared for

Problems: 1,3,5,6

Computer exercises: C4, C5 

Following Wooldridge's (2016) Book. Chapter 3: Multiple Regression Analysis: Estimation

 

Answer using a word file:

  • Problems 2
  • Computer exercises C3

 

Work using gretl inp or session file or be prepared for

Problems: 3,9,16

Computer exercises: C1, C2, C6 

Following Wooldridge's (2016) Book. Chapter 4:Multiple Regression Analysis: Inference

 

Answer using a word file:

  • Problems 2
  • Computer exercises C3

 

Work using gretl inp or session file or be prepared for

Problems: 1,6,10,11

Computer exercises: C6 

Following Wooldridge's (2016) Book. Chapter 5: Multiple Regression Analysis: OLS Asymptotics

 

Answer using a word file:

  • Problems 2
  • Computer exercises C5

 

Work using gretl inp or session file or be prepared for

Problems: 4

Computer exercises: C1, C3

Following Wooldridge's (2016) Book. Chapter 6: Multiple Regression Analysis: Further Issues

 

Answer using a word file:

  • Problems 24
  • Computer exercises C1

 

Work using gretl inp or session file or be prepared for

Problems: 

Computer exercises: C2, C3, C5, C8, C10

Following Wooldridge's (2016) Book. Chapter 7: Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables

 

Answer using a word file:

  • Problems 1 and 2
  • Computer exercises C1

 

Work using gretl *.inp or *.session file types to prepare asnwers for

Problems:  -

Computer exercises: C7, C12, C15

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