**MA Advanced Econometrics, 2011 **

This is the website for MA Advanced Econometrics (ECON 41850).

The final exam for this module will take place between 9am and 12pm on Monday May 9 at the Blackrock Exam Centre. The exam will contain four equally-weighted sections with materials from the four separate sections of the module taught by Mike Harrison, Karl Whelan, Paul Devereux and Kevin Denny.

Paul Devereux's lecture notes are available here.

**Karl Whelan's Lecture Notes**

1. Asymptotics

2. Properties of Least Squares Estimators

3. Applying Least Squares to Time Series

4. Spurious Regressions and Cointegration

5. Finite-Sample Distributions, Bootstrapping

**Readings**

Bruce Hansen's Econometrics Textbook

**RATS Programs**

Simulating Unit Roots Without Drift

Simulating Unit Roots With Drift

AR(1) Biases for T=50 and Various Values of Rho

Spurious Regressions with Stationary Series