ECON 5350 ADVANCED ECONOMETRIC THEORY I
Class Materials	Exams
Syllabus	Midterm Exam -- Solutions
A Brief Introduction to GAUSS	Final Exam -- Solutions
How to Download Gauss Light
Question? Email the Professor
Data for Gauss Intro, Problem Sets and Classroom Examples
Problem Sets and Solutions	Links to Other Econometric Sites of Interest
Problem Set #1 -- Solutions	GAUSS Home Page
Problem Set #2 -- Solutions	GAUSS Source Code Archive at American U.
Problem Set #3 -- Solutions	Econometric Resources on the Internet
Problem Set #4 -- Solutions	Federal Reserve Economic Database (FRED2)
Problem Set #5 -- Solutions
Problem Set #6 -- Solutions
Problem Set #7 -- Solutions
Problem Set #8 -- Solutions
Problem Set #9 -- Solutions
Problem Set #10 -- Solutions
Gauss Codes for Classroom Examples	Lecture Notes
Example P.1. Bivariate Normal Density Function	Math Review
Example S.1. Sampling Distribution for a Mean	Review of Probability and Distribution Theory
Example S.2. Central Limit Theorem	Review of Statistical Inference
Example S.3. Exponential Likelihood Function	Chapter 2. The Classical Linear Regression Model
Example S.4. LR, Wald and LM Tests	Chapter 3. Least Squares
Example 3.1. Bivariate Least Squares Regression	Chapter 4. Finite-Sample Properties of LS Estimators
Example 4.1. Inference in a Least Squares Regression	Chapter 5. Large-Sample Properties of LS Estimators
Example 6.1. Testing Linear Restrictions	Chapter 6. Inference and Prediction
Example 6.2. Predicting Male Wages	Chapter 7. Functional Form and Structural Change
Example 7.1. Interactive Dummy Variables	Chapter 8. Specification Analysis, Model Selection and Data Problems
Example 7.2. Spline Regression of Wages on Education	Chapter 9. Nonlinear Regression Models
Example 8.1. Pretest Estimators	Chapter 10. Nonspherical Disturbances
Example 9.1. Nonlinear LS Estimators	Chapter 11. Heteroscedasticity
Example 9.2. Inference in Nonlinear Regression Models	Chapter 12. Serial Correlation
Example 10.1 Generalized Regression Model
Example 11.1. White's Heteroscedasticity Estimator
Example 11.2. Testing for Heteroscedasticity
Example 11.3. Efficient Heteroscedasticity Estimation
Example 12.1. Testing for Autocorrelation
Example 12.2. Efficient Estimation with Autocorrelated Errors