Advanced Econometrics, Spring 2004

 Links to:



Course descriptions: In Danish, In English

Econometric Links

Katarina Juselius

Teaching assistant: Niels Framroze Møller





  • Welcome to the course in Advanced Econometrics, Spring 2004.
  • Depending on how much time we  spend on each chapter the lecture plan and the exercises might need to be updated during the course. I will then put a note in the information box (see the hyper link below). It is therefore a good idea to regularly check the course information box.
  • The lectures will follow a book which I have been writing over the last few years. It will hopefully be published by Oxford University Press by this year. Even if it is now in its very final stage, comments are nevertheless very welcome.
  • Additional information related to the course is given when needed.
  • To give some idea of the final exam you can download an earlier edition of  the exam (2002) in Advanced econometrics and a copy of the answers by one of the students which were given maximum grade. The data can be downloaded as RATS and CATS files wage.rat, nwage80.prg, and wagepc80.prg and as GiveWin files wage.bn7 wage.in7.  Unfortunately the answers are in Danish. The exam is a 48 hours "take home" assignment.


Latest update: February 6th, 2002.