EC3062 Econometrics: The Text for the Course

1. Conditional Expectations and Regression Analysis

   1.A The Theory of Maximum Likelihood Estimation

2. Regression Analysis and Matrix Algebra

    2.A Matrix Algebra

3 Univariate Time-Series Analysis

    3.A The Mathematics of Time-Series Analysis

4. Forecasting with ARMA Models

   4A Identification of ARMA Models

5. Hypothesis Testing

    5. Multivariate Statistical Analysis

6. Panel Data and the Analysis of Covariance

    6.A An Index Notation for Multivariate Statistical Analysis

7. Limited Dependent Variables

     7.A Additional Models

8. Dynamic Regressions

    8.A Transfer functions

9. Trends and Filters

    9.A Matrices and Polynomials

10. Multivariate ARMA Models

     10.A Matrix Polynomials

11. Cointegrated Systems