You can download the syllabus.

Classroom material

• August 24 and August 31: Review
• Lecture notes.
• SAS code.
• Data.
• Empirical example.
• September 14: Non-linear models
• Lecture notes.
• SAS code.
• Data.
• Empirical exmaple.
• September 21: Logit and Probit models
• Lecture notes.
• SAS code.
• Data.
• Empirical example.
• September 28: Tobit model
• Lecture notes.
• SAS code.
• Data.
• Empirical example.
• October 5: Instrumental Variable and 2SLS
• Lecture notes.
• SAS code.
• Data.
• Description of the data file.
• Empirical example.
• October 12: Midterm exam
• October 19: Simultaneous Equations
• Lecture notes.
• SAS code.
• Data.
• Empirical exmaple.
• October 26: Panel Data
• Lecture notes.
• SAS code
• Data
• Empirical example.
• November 2: Heteroskedasticity
• Lecture notes.
• SAS code
• Data
• Empirical example.
• November 9: Serial Correlation
• Lecture notes.
• SAS code
• Data
• Empirical example.
• November 16: Trend, Unit Root and Cointegration
• Lecture notes.
• SAS code.
• Data.
• Empirical example.
• November 23: Volatility Modeling
• Lecture notes.
• SAS code: Canadian FX, Dow Jones, Portfolio.
• Data: Canadian FX, Dow Jones, SP500, Tbill.
• Empirical example.
• November 30: Forecasting and Forecast Evaluation
• Lecture notes.
• SAS code
• Data
• December 14: Final exam.

• Assignment.

• Homework Assignment 1. The due date is September 21. You will need the following data files.
• Homework Assignment 2. The due date is October 5. You will need the following data file.
• Homework Assignment 3. The due date is November 9. You will need the following data files.
• Homework Assignment 4. The due date is November 23. You will need the following data files.