Economics
217 - Applied Econometrics II
Professor Alan Spearot
Office: 459 Engineering 2
Office Hours: 10:00AM-12:00PM, Mondays
TA: Jijian Fan (jifan@ucsc.edu)
Office Hours: Mondays, 8:00-10:00am, 403B Engineering 2
Section Times: Wednesdays 12:00-1:05, Thimann Labs Room 101; 1:20-2:25pm Earth & Marine B210
Week |
Date |
Topics |
Assigned
Readings |
Assignment |
Lectures |
Data |
1 |
8-Jan |
Distribution
Review, Introduction to R |
C2.1, C2.2 |
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10-Jan |
GLM
Intro: Normal, Probit, Logit, Poisson |
A2, C3, C4 |
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2 |
15-Jan |
GLM
Moments, Maximum likelihood |
A1 |
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|
16-Jan |
Numerical Optimization
(Wed 5:20 - 6:55 pm) |
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3 |
22-Jan |
Inference
with GLM |
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24-Jan |
Logit,
Multinomial Choice |
C6.1-6.3 |
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4 |
28-Jan |
Non-parametric
Econometrics (Mon 5:20 - 6:55 pm) |
Fox handout |
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29-Jan |
Cross-Validation |
Notes |
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5 |
5-Feb |
Survival
Analysis |
C7 |
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7-Feb |
No
class – Take home coding project on 7th and 8th |
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6 |
12-Feb |
Bootstrap
techniques |
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14-Feb |
Data
mining and machine learning |
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7 |
19-Feb |
Data
mining and machine learning |
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21-Feb |
Data
mining and machine learning |
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|
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8 |
25-Feb |
ARIMA (Mon 5:20 - 6:55
pm) |
AH13 |
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26-Feb |
ARCH-GARCH |
AH14 |
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9 |
5-Mar |
VARs
and Causality |
AH15 |
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7-Mar |
Non-stationarity and unit roots Cointegration
and Error correction models |
AH16, AH17 |
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10 |
12-Mar |
Time
series clustering |
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14-Mar |
Review, Take home coding project on 14th and 15th |
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Coding assignment solutions |