ECON4160 - Econometrics - Modeling and Systems Estimation

Semester page for ECON4160 - Autumn 2016

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Some notes to Postponed 2015 exam

Some of you work with the Postponed 2015 exam, which is commendable  (the work I mean).  Under "Seminars"  I have hust posted a few  points that I have discussed with those who have asked about Question B.

R

Nov. 28, 2016 9:50 AM
Lecture 13 posted

At least Lecture 13 is not on a Friday, but  tomorrow which is both  a Thursday  an one month before Jul (so there you have two pagan norse words thrown into the bargain).

R

Nov. 23, 2016 12:38 PM
Annotated version of compulsory assignment

I seem to have forgotten to post the annotated version of the obligatory assignment. 

But is now out.

Ragnar

Nov. 22, 2016 11:05 PM
Evaluation of Master programs and courses

Please click at this link and fill in the form:

https://nettskjema.no/a/economic-master.html

Nov. 14, 2016 10:19 AM
Lecture 12 slides

New slide set. Defining the CI-VAR and drawing the link to SVAR.

r

Nov. 14, 2016 8:44 AM
Computer Class 6

With the precidency of USA taking a Random Walk, it seems only fitting to train on unit root testing. But Trump was obviously cointegrated  with the electorate, so will try our hand at that as well (cointegation I mean).   

Nov. 9, 2016 11:12 AM
Past exam solution proposals

I have control over 2013 and 2014 exams. The answer suggestions to those two will be posted by the department admin asap.

Ragnar 

Nov. 7, 2016 4:50 PM
Exercise set to Seminar 6

will simply be last year's exam.

R 

Nov. 7, 2016 4:47 PM
Unit-root and cointegrated systems

Today, we look at how we can test for unit-root "in" a single time series variable. Then we will begin to study unit-roots in a system of variables, co-integration in particular.

R 

Oct. 31, 2016 8:58 AM
Things we said today

For reference: The batch of the system and the identified model that we ended the CC with.

R 

Oct. 26, 2016 3:33 PM
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