Topic 1: Introduction to Programming in Matlab
- Basic Syntax
- Loops and Decision Statement
- Functions
- Plotting
- Review of the available functions
Topic 1: Ordinary Least Squares
- Estimation and Properties of Least Squares
- Algorithms for Least Squares
- Analysis of Variance
- Hypothesis Testing
- Model Selection
- Parametric Estimation
Topic 2: Robust Least Squares
- Two-Stage Least Squares
- Generalized Method of Moments (GMM)
- Three-Stage Least Squares
- Instrumental Variables
- Quantile Regression
Topic 3: Limited Dependent Variables
- Logit and Probit Regressions
- Tobit Models
Topic 4: Panel Models
- Seemingly Unrelated Regressions (SURE)
- Pooled OLS
Topic 5: Vector Autoregressive Models
- Estimation and Selecion
- VEC models
- Forecasting
Topic 6: ARMA Models
- Estimation via:
- Yule-Walker equation
- Two-stage LS
- Maximum Likelihood Estimation
- Model Selection
- Forecasting
Topic 7: ARCH Models
- (G)ARCH Models
- Estimation and Forecasting