ECO2401H S LEC0101 20251:Econometrics II

Course Modules

Part I Yatchew

Part I Yatchew Part I Yatchew

Attachment

0 Syllabus 2401S Winter 2025.pdf 0 Syllabus 2401S Winter 2025.pdf 1

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0 Econometrics Problem Set.pdf 0 Econometrics Problem Set.pdf 2

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Attachment

ElecDistribution.xls ElecDistribution.xls 3

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Gasoline.xls Gasoline.xls 4

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Hydrocarbon Data.xlsx Hydrocarbon Data.xlsx 5

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South African Data.xlsx South African Data.xlsx 6

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Page

R Code R Code 7

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Chapter1.zip Chapter1.zip 8

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Chapter2.zip Chapter2.zip 9

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Chapter3.zip Chapter3.zip 10

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Chapter4.zip Chapter4.zip 11

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Chapter5.zip Chapter5.zip 12

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Chapter6.zip Chapter6.zip 13

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Chapter7.zip Chapter7.zip 14

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Chapter8.zip Chapter8.zip 15

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Attachment

2022 Midterm Feb 17.pdf 2022 Midterm Feb 17.pdf 16

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2023 Midterm Feb 16.pdf 2023 Midterm Feb 16.pdf 17

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Slides

Slides Slides

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1 Introduction to Differencing.pdf 1 Introduction to Differencing.pdf 1

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Attachment

1a Background and Overview.pdf 1a Background and Overview.pdf 2

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1b Introduction to Smoothing.pdf 1b Introduction to Smoothing.pdf 3

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1c Cross Validation.pdf 1c Cross Validation.pdf 4

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1d Partial Linear Model.pdf 1d Partial Linear Model.pdf 5

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1e Additively Separable Models.pdf 1e Additively Separable Models.pdf 6

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1f Index Models.pdf 1f Index Models.pdf 7

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2 Two Counterintuitive Ideas.pdf 2 Two Counterintuitive Ideas.pdf 8

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2a Asymptotics Algebra of Convergence.pdf 2a Asymptotics Algebra of Convergence.pdf 9

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2b Asymptotics MoM.pdf 2b Asymptotics MoM.pdf 10

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2bb Multivariate Normal Model.pdf 2bb Multivariate Normal Model.pdf 11

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2c Asymptotics -- Confidence intervals, hypothesis tests, prediction intervals as probability statements.pdf 2c Asymptotics -- Confidence intervals, hypothesis tests, prediction intervals as probability statements.pdf 12

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2d Glivenko Cantelli Lemma.pdf 2d Glivenko Cantelli Lemma.pdf 13

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2e The Bootstrap.pdf 2e The Bootstrap.pdf 14

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2f Why You Should Do the Bootstrap.pdf 2f Why You Should Do the Bootstrap.pdf 15

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3 Generalized Least Squares.pdf 3 Generalized Least Squares.pdf 16

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4 Models Where a RHS Variable is Correlated With the Residual.pdf 4 Models Where a RHS Variable is Correlated With the Residual.pdf 17

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5 Time Series Categorization of Models.pdf 5 Time Series Categorization of Models.pdf 18

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5a Stationary Models.pdf 5a Stationary Models.pdf 19

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5aa ElecLoad.R 5aa ElecLoad.R 20

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5aa ElecLoad.xls 5aa ElecLoad.xls 21

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Attachment

5b Non-Stationary Models -- Spurious Regression.pdf 5b Non-Stationary Models -- Spurious Regression.pdf 22

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Attachment

5c Non-Stationary Models -- Unit Roots and Cointegration.pdf 5c Non-Stationary Models -- Unit Roots and Cointegration.pdf 23

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Attachment

5d Non-Stationary Models -- Error Correction Models.pdf 5d Non-Stationary Models -- Error Correction Models.pdf 24

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Attachment

5d.1 Correlations (and Plots).r 5d.1 Correlations (and Plots).r 25

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Attachment

5d.2 Equilibrium Models.r 5d.2 Equilibrium Models.r 26

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Attachment

5d.3 Error Correction Models.r 5d.3 Error Correction Models.r 27

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Attachment

Crude and Refined Products Data.xls Crude and Refined Products Data.xls 28

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Attachment

6 Review Slides.pdf 6 Review Slides.pdf 29

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Part 2: Victor Aguirregabiria -- Syllabus

Part 2: Victor Aguirregabiria -- Syllabus Part 2: Victor Aguirregabiria -- Syllabus

Attachment

eco2401_Part_2_syllabus_2025.pdf eco2401_Part_2_syllabus_2025.pdf 1

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General References

General References General References

Attachment

For all the topics -- Econometrics_by_Bruce_Hansen.pdf For all the topics -- Econometrics_by_Bruce_Hansen.pdf 1

attachment 6577827 0

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Attachment

For Panel Data -- Wooldridge - Cross-section and Panel Data.pdf For Panel Data -- Wooldridge - Cross-section and Panel Data.pdf 2

attachment 6577828 0

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Attachment

For Panel Data & Discrete Choice: Cameron and Trivedi -- Microeconometrics.pdf For Panel Data & Discrete Choice: Cameron and Trivedi -- Microeconometrics.pdf 3

attachment 6577829 0

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Attachment

For Discrete Choice -- Maddala_Limited_Dependent_1983.pdf For Discrete Choice -- Maddala_Limited_Dependent_1983.pdf 4

attachment 6577830 0

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Attachment

For Discrete Choice -- Train_Discrete_Choice.pdf For Discrete Choice -- Train_Discrete_Choice.pdf 5

attachment 6577831 0

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Attachment

For Machine Learning -- Efron_and_Hastie_2017.pdf For Machine Learning -- Efron_and_Hastie_2017.pdf 6

attachment 6577832 0

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WEEK 7: Linear Panel Data: Static Models

WEEK 7: Linear Panel Data: Static Models WEEK 7: Linear Panel Data: Static Models

Attachment

ec2401_topic1_static_linearpd_2025.pdf ec2401_topic1_static_linearpd_2025.pdf 2

attachment 6578112 0

Score at least Must score at least to complete this module item Scored at least Module item has been completed by scoring at least Score at least % Must score at least % to complete this module item Scored at least % Module item has been completed by scoring at least % View Must view in order to complete this module item Viewed Module item has been viewed and is complete Mark done Must mark this module item done in order to complete Marked done Module item marked as done and is complete Contribute Must contribute to this module item to complete it Contributed Contributed to this module item and is complete Submit Must submit this module item to complete it Submitted Module item submitted and is complete
Attachment

Blundell & Bond (ER, 2000) pane data for production function estimation (Stata datafile): blundell_bond_2000_production_function.dta Blundell & Bond (ER, 2000) pane data for production function estimation (Stata datafile): blundell_bond_2000_production_function.dta 3

attachment 6586681 0

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WEEK 8: Linear Panel Data: Dynamic Models

WEEK 8: Linear Panel Data: Dynamic Models WEEK 8: Linear Panel Data: Dynamic Models

Attachment

ec2401_topic2_dynamic_linearpd_2025.pdf ec2401_topic2_dynamic_linearpd_2025.pdf 2

attachment 6578113 0

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WEEK 9: Binary Choice Models

WEEK 9: Binary Choice Models WEEK 9: Binary Choice Models

Attachment

ec2401_topic3_binary_2025.pdf ec2401_topic3_binary_2025.pdf 2

attachment 6578114 0

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WEEKS 10: Random Utility

WEEKS 10: Random Utility WEEKS 10: Random Utility

Attachment

ec2401_topic4_multinomial_2025.pdf ec2401_topic4_multinomial_2025.pdf 2

attachment 6578116 0

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WEEK 11: Potential Outcomes Model

WEEK 11: Potential Outcomes Model WEEK 11: Potential Outcomes Model

Attachment

ec2401_topic5_potential_outcomes_2025.pdf ec2401_topic5_potential_outcomes_2025.pdf 2

attachment 6578117 0

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WEEK 12: Endogenous Selection & Roy's Model

WEEK 12: Endogenous Selection & Roy's Model WEEK 12: Endogenous Selection & Roy's Model

Attachment

ec2401_topic6_roy_model_2025.pdf ec2401_topic6_roy_model_2025.pdf 2

attachment 6578118 0

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PREVIOUS FINAL EXAMS

PREVIOUS FINAL EXAMS PREVIOUS FINAL EXAMS

Attachment

eco2401_solution_finalexam_2024.pdf eco2401_solution_finalexam_2024.pdf 1

attachment 6577955 0

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Attachment

eco2401_finalexam_solution_2023.pdf eco2401_finalexam_solution_2023.pdf 2

attachment 6577839 0

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Attachment

eco2401_finalexam_solution_2022.pdf eco2401_finalexam_solution_2022.pdf 3

attachment 6577840 0

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Attachment

ec2401_final_exam_solution_2020.pdf ec2401_final_exam_solution_2020.pdf 4

attachment 6577841 0

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Attachment

ec2401_final_exam_solution_2019.pdf ec2401_final_exam_solution_2019.pdf 5

attachment 6577842 0

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Attachment

ec2401_final_exam_solution_2018.pdf ec2401_final_exam_solution_2018.pdf 6

attachment 6577843 0

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Attachment

ec2401_solution_final_exam_2017.pdf ec2401_solution_final_exam_2017.pdf 7

attachment 6577844 0

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Attachment

ec2401_solution_final_exam_2016.pdf ec2401_solution_final_exam_2016.pdf 8

attachment 6577845 0

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Attachment

ec2401_solution_final_exam_2015.pdf ec2401_solution_final_exam_2015.pdf 9

attachment 6577846 0

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Attachment

ec2401_solution_final_exam_2014.pdf ec2401_solution_final_exam_2014.pdf 10

attachment 6577847 0

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Attachment

ec2401_solution_final_exam_2013.pdf ec2401_solution_final_exam_2013.pdf 11

attachment 6577848 0

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Attachment

ec2401_solution_final_exam_2012.pdf ec2401_solution_final_exam_2012.pdf 12

attachment 6577849 0

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ec2401_solution_final_exam_2011.pdf ec2401_solution_final_exam_2011.pdf 13

attachment 6577850 0

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ec2401_solution_final_exam_2010.pdf ec2401_solution_final_exam_2010.pdf 14

attachment 6577851 0

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ec2401_final_exam_solution_2009.pdf ec2401_final_exam_solution_2009.pdf 15

attachment 6577852 0

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ec2401_final_exam_solution_2008.pdf ec2401_final_exam_solution_2008.pdf 16

attachment 6577853 0

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eco2400_finalexam_solution_1206.pdf eco2400_finalexam_solution_1206.pdf 17

attachment 6577854 0

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ec2401_sample_of_problems_2012.pdf ec2401_sample_of_problems_2012.pdf 18

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Score at least Must score at least to complete this module item Scored at least Module item has been completed by scoring at least Score at least % Must score at least % to complete this module item Scored at least % Module item has been completed by scoring at least % View Must view in order to complete this module item Viewed Module item has been viewed and is complete Mark done Must mark this module item done in order to complete Marked done Module item marked as done and is complete Contribute Must contribute to this module item to complete it Contributed Contributed to this module item and is complete Submit Must submit this module item to complete it Submitted Module item submitted and is complete