ECONOMETRICS II

 

Term 2, 2009-2010

 

Professor Jun YU

SESS Building #5055

Tel: 6828-0858

Email: yujun@smu.edu.sg

 

Welcome to Econometrics II!

Please bookmark this site to download material for the class.

 

Supplementary material

 

·         Applied Econometrics using MATLAB (by James LeSage, loaded on Jan 02, 2010)

 

Course Outline (loaded on Jan 02, 2010)

 

Notes for lectures

 

·         Lecture note 1 (for Topic 1, loaded on Jan 02, 2010)

·         Lecture note 2 (for Topics 2&3, loaded on Jan 02, 2010)

·         Lecture note 3 (for Topics 4, loaded on Jan 26, 2010)

·         Lecture note 4 (for Topics 5, loaded on Feb 9, 2010)

·         Lecture note 5 (for Topics 6, loaded on March 3, 2010)

·         Lecture note 6 (for Topics 7, loaded on March 11, 2010)

·         Lecture note 7 (for Topics 8, loaded on March 11, 2010)

·         Lecture note 8 (for Topics 9, loaded on March 11, 2010)

·         Lecture note 9 (for Topics 10, loaded on March 11, 2010)

 

 

Assignments

 

·         Assignment 1 (loaded on Jan 20, 2010, due on Feb 3, 2010)

·         Assignment 2 (loaded on Feb 3, 2010, due on Feb 17, 2010)

·         Assignment 3 (loaded on Mar 3, 2010, due on Mar 17, 2010)

 

 

Notes for MATLAB (loaded on Jan 02, 2010, a matlab m-file)

 

Links

 

·         Resource for economists

·         Yahoo Finance

·         Jun Yu's homepage