Econometrics II in SS 2009
Lecture and Tutorial
Lecture (Haas)
as of 08.05.2009, Fri. 2 p.m. - 5 p.m., Room A 021, LMU (central building)
Tutorial (S. Yener)
as of 28.04.2009, Tue. 8 a.m. - 10 a.m., Room A 119, LMU (central building)
News
The results of the exam are online.
For exercise-sheets of "Econometrics I" in Winter Term 2008/2009 please have a look here. Please collect Lecture-Scripts in the office by Ms. Wintermantel (Akademiestr. 1/I, Room 156).
Exam
Date: 24.07.2009 (Friday)
Time: 2 p.m. - 4 p.m.
Place: HS A 021, LMU (central building )
Duration: 120 minutes
Registration: not necessary
Auxilary material: Calculator, handwritten formulary on 2 sheets (4 pages) of DIN A4 paper (NO copies, NO printouts!), distribution tables.
For identification issues, please bring along your student ID as well as your personal ID.
Topics
- Univariate Time Series Analysis
- Integrated Times Series and Cointegration
- Seemingly Unrelated Regression
- Simultaneous Systems of Equations
- Introduction to Vector Autoregressions
Literatur
- Greene, W. (2008): Econometric Analysis, 6.ed., Prentice Hall
- Johnston, J. and DiNardo, J. (1996): Econometric Methods, 4.ed., McGraw-Hill/Irwin
Weiterführende Literatur:
- Hamilton, J.D. (1994): Time Series Analysis, Princeton University Press
- Lütkepohl, H.(1993): Introduction to Multivariate Time Series Analysis, Spinger-Verlag
- Hamilton, J.D. (1994): Time Series Analysis, Princeton University Press
- Hayashi, F. (2000): Econometrics, Princeton University Press
Übungsunterlagen
- Übungsblatt 1
- Übungsblatt 2
- Übungsblatt 3
- Übungsblatt 4
- Übungsblatt 5
- Übungsblatt 6
- McCallum - Should Monetary Policy Respond Strongly to Output Gaps
- Stock & Watson - Vector Autoregressions
- Ökonometrie II Klausur SS 2008