You can download the syllabus.

Classroom material

• Review of the basic linear regression model.
• Multiple regression model.
• Functional forms.
• Panel data.
• Instrumental variable and 2SLS.
• Probit and logit models.
• AR, ADL, unit root and cointegration.

Homework assignments

• Problem set #1. The due date is Tuesday, January 29.
• Problem set #2. The due date is Thursday, February 7. This zip file contains the dataset and its description.
• Problem set #3. The due date is Tuesday, March 12. This zip file contains the datasets and some SAS code.
• Problem set #4. The due date is Tuesday, March 19. This zip file contains the dataset and some SAS code.
• Problem set #5. The due date is Thursday, April 18. This zip file contains the dataset.

Computer labs

• Multiple regression. The zip file contains the SAS code, the dataset and a pdf document explaining the use of multiple regression to study housing prices.
• Panel data. The zip file contains the SAS code and the dataset.
• Instrumental Variable estimation. The zip file contains the SAS code, dataset and a pdf summarizing the application.
• Probit model. The zip file contains the SAS code, dataset and a pdf summarizing the application.
• Unit root and cointegration I.
• Unit root and cointegration II.
• Volatility.

Semester Project

• Overview of the project.