This course is discontinued

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Published May 7, 2014 3:51 PM

I have posted the pdf book An Introduction to OxMetrics out as "Documentation Vol 0", in case you need more info about the algebra, for example the cum(VAR) function, than you have in the internal help system (Table 12.3 for example is useful).

R

Published May 6, 2014 8:50 AM

The exam question set has just been posted. 

Best of luck with your work!

Harald and Ragnar

 

 

Published May 6, 2014 8:50 AM

The exam question set has just been posted. 

Best of luck with your work!

Harald and Ragnar

 

 

Published Apr. 30, 2014 12:28 PM

I have posted a note about Question 2, which we did not have time to go through.

R

Published Apr. 29, 2014 11:01 AM

The last slide set  has been posted.

Later today I will post my notes to the answer to Question 2 in the exercise set to seminar 6.

R

Published Apr. 22, 2014 11:56 AM

The slide set for tomorrow's lecture and the exercise set for Seminar 6 are now out.

R

Published Apr. 7, 2014 3:59 PM

for our 11th lecture (!) is now out.

The aim is to go through the testing and estimation of multiple cointegrating vectors on Wednesday  after Easter (lecture 12), and to include a little of that inference theory in our last seminar exercise on 28 April.

R

 

 

 

Published Apr. 1, 2014 8:58 AM

Slides to tomorrow's lecture is out, together with material that I will use as references.

Seminar 6, which was scheduled for May 5, has been moved forward to 28 April.

Of course, 5 May was too close to the exam, yet I  thought it best to wait until we had lectured about non-standard inference and cointegration.

Published Mar. 26, 2014 12:30 PM

Not in Aud 4 as I wrongly wrote!

 

R

Published Mar. 18, 2014 3:29 PM

I had to finalize this. So here is the change:

Mon 24 March 16.15-18 Lecture in Aud 4 Eilert Sundt (not 1220)

Wed 26 March 14:15-16 Seminar 5, also in Aud 4.

RNy

 

 

 

 

Published Mar. 18, 2014 2:40 PM

Exercise set and zip with data to question 2 posted.

 

r

Published Mar. 18, 2014 2:39 PM

Hello

I have been taken aback by the fact that there is no lecture tomorrow. This is a challenge, since the seminar exercises for next week build on the themes in Lecture slide set # 8 that we hoped to get through tomorrow.

I therefore suggest that we switch seminar-lecture next week so that lecture is on Monday, and the seminar on Wednesday. I will try to find a better room than 1220 on Monday.

Stay tuned for further bulletins.

R

 

Published Mar. 18, 2014 2:11 PM

You are invited to comment on all the lecturers and seminar leaders in this course. The evaluation form is found in Fronter. The evaluation results will be discussed by the professor responsible for the courses, the lecturers, and student representatives. Your answers are anonymous.

Published Mar. 12, 2014 9:54 AM

Will start today with the last question in Seminar exercise set 4, since the Fulton fish data will be example for the "systems" part of Lecture 7, which remains.

Reading in connection to the slide set to Lecture 8.

I have posted a short (but self-contained) lecture note about the Lucas-critique which will also be a reference for Seminar 5 (when that comes).

In Hamilton: I would read in Ch. 2.5 and Ch. 11.2, which, in fact is about non-causal VARs.

R   

Published Mar. 12, 2014 9:54 AM

Will start today with the last question in Seminar exercise set 4, since the Fulton fish data will be example for the "systems" part of Lecture 7, which remains.

Reading in connection to the slide set to Lecture 8.

I have posted a short (but self-contained) lecture note about the Lucas-critique which will also be a reference for Seminar 5 (when that comes).

In Hamilton: I would read in Ch. 2.5 and Ch. 11.2, which, in fact is about non-causal VARs.

R   

Published Mar. 5, 2014 12:01 PM

An exercise set has been posted. We will work toghether on this in Monday's seminar.

RNy

Published Mar. 4, 2014 12:30 PM

Slides and a short note have been posted.

We deviate from the plan a little bit and postpone models of non-causal VARS to Lecture 8.

Softeware: Use Stata if you want, but I will use Oxmetrics. Please refer to the intro stuff to the program on ECON 4160 Autumn 2013 if you are unfamiliar with OxMetrics but wish to use it.

Tell me about any problems with installation!

Seminar exercise 4 tomorrow.

Ragnar

 

Published Feb. 26, 2014 6:10 PM

Extra comments on page plus some printing mistakes in example 4 at the end.

Published Feb. 21, 2014 12:58 PM
Published Feb. 14, 2014 4:12 PM

The stata command "forecast" needed in seminar I exercise 2C, does not exist in Stata 11, but only in Version 13 which can be found on program-kiosk.

Published Feb. 6, 2014 12:42 PM

The new dates for the take home exam will be as follows:

The text will be published on the course website on Tuesday May 6 at 9 a.m.  Deadline for submission is Tuesday May 13 at 4 p.m.

Published Jan. 30, 2014 3:18 PM

The text for the take-home exam will be published on the course website on Tuesday May 6 at 9 a.m.  Deadline for submission is Monday May 19 at 9 a.m.

Published Jan. 24, 2014 2:43 PM

An error was discovered in exercise 1B. It is now corrected.

Published Dec. 20, 2013 3:46 PM

Harald Goldstein and Ragnar Nymoen will give the lectures and seminars.

We will try to post a detailed lecture plan early in the New Year.

RNy