Principles of Econometrics I

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This is the wiki space of the FDPE course Principles of Econometrics (EK1112), Part I.

The schedule of lectures and exercise sessions and the syllabus are available on the FDPE home page. The updated syllabus can be downloaded here.


Chapter 1 is available on the home page of Princeton University Press.
Known typos and errors are listed on Fumio Hayashi's home page.


The current manuscript is available on Bruce Hansen's home page.


Sims, Stock and Watson (1990) is available in JSTOR.

Comments and questions concerning the course can be posted on the Discussion Forum.
Notifications
  • 27 Aug: The second lecture is exceptionally held on Tuesday 13 September (12 - 15).
  • 6 Sep: The numbering of the chapters of Hansen (2011) in the outline has been updated to correspond to the latest version of the manuscript. The updated outline is available here.
Lecture Notes
Problem Sets
Data for Empirical Excercises
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