Class Materials & Econometric Websites

 Lecture Notes


Math Review

MATLAB Home Page

Review of Probability and Distribution Theory

An Introduction to MATLAB for Econometrics (by John Frain)

Review of Statistical Inference

Federal Reserve Economic Database (FRED2) 

The Linear Regression Model

Textbook Datasets

Least Squares

Information about ‘Inclusive Access’

Statistical Properties of the Least Squares Estimator

Hypothesis Testing and Prediction


Dummy Variables and Functional Forms


Nonlinear Regression Models


The Generalized Regression Model


Maximum Likelihood & GMM


Model Misspecification & Data Problems




Problem Sets

Example 1. Verifying Area Under a PDF

Problem Set #1

Example 2. Graphing Cauchy and Standard Normal PDFs

Problem Set #2

Example 3. Binomial Distribution and Number of Wins

Problem Set #3

Example 4. Graphing a Joint and Marginal PDF

Problem Set #4

Example 5. Bivariate Normal Density Function

Problem Set #5

Example 6. Sampling Distribution for a Mean

Problem Set #6

Example 7. Sampling Distribution for Estimator of Variance

Problem Set #7

Example 8. Central Limit Theorem

Problem Set #8

Example 9. Asymptotic Exponential Sampling Distribution


Example 10. OLS ApplicationData


Example 11. Earnings Regression:  Hypothesis TestingData


Example 12. Earnings Regression:  Dummy Variable Model


Example 13. Monte Carlo Experiment to Find Break Points


Example 14. Nonlinear Estimation of a Production FunctionData


Example 15. Monte Carlo Experiment for Generalized Regression Model


Example 16. Monte Carlo Experiment for Pretest Estimators


Example 17. Monte Carlo Experiment for Data Problems


Example 18. GMM & Hall’s Random Walk HypothesisGMM FunctionData






MATLAB Codes (Written in Class)


Example 1. Monte Carlo Experiment for Classical Assumption E(ε|X)=0

Practice Midterm Exam #1Solutions

Example 2. Partial Regression Plot

Practice Midterm Exam #2Solutions

Example 3. Asymptotic Normality of OLS Estimator

Practice Midterm Exam #3

Example 4. Calculating the Conditional Growth Rate of U.S. GDPData

Practice Midterm Exam #4

Example 5. Graphing the Gamma Distribution

Practice Midterm Exam #5

Example 6. CRS Hypothesis Testing in a Cobb-Douglas Production Function

Practice Midterm Exam #6Solutions


Midterm Exam


Practice Final Exam #1Solutions


Practice Final Exam #2

Student Presentations

Practice Final Exam #3

Presentation #1:  Slides; Matlab; Data

Practice Final Exam #4

Presentation #2:  Slides; Matlab; Data

Practice Final Exam #5

Presentation #3:  Slides; Matlab; Data

Practice Final Exam #6


Final Exam