#Eviews 10 gvar series#

Older Lectures on Statistics with Applications and References Mock Exams (available to my students only)ДЄdditional sources (caveat: required topics differ from this year's paper) Supervision 9: Integration, Taylor Series, Difference Equations Supervision 8: Introduction to Least Squares Supervision 7: Applications of Linear Algebra Supervision 6: Further Hypotheses Testing and Sampling Distributions Supervision 5: Constrained and Unconstrained Optimisation and Matrix Algebra Supervision 4: Further Probabilities, Hypotheses Testing, and Estimators Supervision 3: Further Constrained and Unconstrained Optimisation Supervision 2: Probability and Hypotheses Testing Supervision 1: (Partial) Derivatives, Homogeneity, Euler's Theorem International Finance (Slides - available to participants only) Multi-Country Rational Expectations ModelsДiscussion on Current Applications of GVAR Further Research Directions Practicals: use of GVAR Toolbox (Matlab and/or R) The structure of a two-weeks course is as follows: Full solutions are available to participants. The course is composed of theory lectures, practical sessions, and theoretical exercises (I and II), to be solved during the lectures and discussed with all the participants. Shin (2006): Global and National Macroeconometric Modelling: A Long-Run Structural Approach. Pesaran (2013): The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis. Oxford University Press.Дi Mauro, F., and M.

#Eviews 10 gvar series#

Pesaran (2015): Time Series and Panel Data Econometrics. I base the lectures on the following books: This is an introductory course to the global econometric modelling, which covers both econometric theory and applications. Introduction to the Theory and Practice of Global Macroeconomic Modelling. Texts: Stock and Watson (main) and Wooldridge (supplementary). Theory and Practice of Econometrics (Paper 3). Main texts: Chiang and Wainwright, Goldberger, and Miller and Miller.ДЄll supervision material accessible to supervisees only. Mathematics and Statistics for Economists (Paper 3). My teaching page on the Faculty's website: STATA, remote access for Cambridge students Slides 3 (Properties of Estimators and Program Evaluation). Slides 2 (Anatomy of Multiple Regression and Hypotheses Testing). Slides 1 (Recap of Statistics and Simple Regression). Vilnius UniversityДЇinal Exam (Mock exam and abridged solutions are available to students only)Д¬lasses of Theory and Practice of Econometrics (Paper 3) - Michaelmas Term. MSc/MA Course in Econometric Analysis (Spring Semester). MSc/MA Course in Global Economy: Theories and Applications (Spring Semester). PhD Course in Research Methods, a part on Econometric Modelling (Autumn Semester). Other Materials (Special Problem Sets, Statistical Tables, Mock Exams, Texts) available on Moodle John Stachurski, A Primer in Econometric Theory, MIT Press, 2016Дaniela Witten, Gareth James, Robert Tibshirani, and Trevor Hastie, An Introduction to Statistical Learning: With Applications in R, Springer, 2013 Angrist & JГ¶rn-Steffen Pischke, Mostly Harmless Econometrics: An Empiricist's Companion, Princeton University Press, 2009 Vilnius UniversityДЄcemoglu, Johnson, and Robinson (2001): Paper and Data Vilnius UniversityД«Sc Quantitative Economics, Course on Statistical Theory. Jointly at KTU and Vilnius UniversityД«Sc Quantitative Economics, Course on Econometric Theory and Practice. PhD Econometrics (Economic Modelling), Part I. Previously, I have had experience in teaching on different aspects in International Economics (especially, on International Trade), Mathematics and Statistics for Economists, Econometrics (at both, undergraduate and graduate levels) at the University of Cambridge where I also supervised and examined undergraduate (BA) and graduate (MPhil) dissertations in international economics and econometrics, in particular spatial econometrics and heterogeneous dynamic panels. summer schools, courses for policymakers, etc). I also have extensive experience teaching short courses (e.g. I used to teach a Master-level courses in Econometric Analysis and Global Economy: Theories and Applications, all delivered at Vilnius University. I am currently responsible for the Statistics and Econometrics courses within a brand-new BSc Quantitative Economics program, PhD-level short course on Econometrics (causal inference). I have been mainly teaching quantitative subjects. Truth persuades by teaching, but does not teach by persuading.