ECG562 - Topics in Applied Econometrics - Fall 2009
Instructor: Denis Pelletier
Office: 4162 Nelson Hall
Email: denis_pelletier@ncsu.edu
Web: http://www4.ncsu.edu/~dpellet
Office hours: Wednesday 9:30am - 10:45am, or by appointment.
You can download the syllabus.
Classroom material
- August 24 and August 31: Review
- September 14: Non-linear models
- September 21: Logit and Probit models
- September 28: Tobit model
- October 5: Instrumental Variable and 2SLS
- October 12: Midterm exam
- October 19: Simultaneous Equations
- October 26: Panel Data
- November 2: Heteroskedasticity
- November 9: Serial Correlation
- November 16: Trend, Unit Root and Cointegration
- November 23: Volatility Modeling
- November 30: Forecasting and Forecast Evaluation
- December 14: Final exam.
Semester project
Homework assignments