Summer Institute 2008 Methods LecturesComplete Index of Summer Institute Econometric Lectures July 14, 2008 - Lecture Slides and Videos: Slides -Frequency Domain Descriptive Statistics  Lecture 1 - Frequency Domain Descriptive Statistics Slides The Functional Central Limit Theorem and Testing for Time Varying Parameters  Lecture 2 - The Functional Central Limit Theorem and Testing for Time Varying Parameters Slides Weak Instruments, Weak Identification, and Many Instruments, Part I  Lecture 3 - Weak Instruments, Weak Identification, and Many Instruments, Part I Slides Weak Instruments, Weak Identification, and Many Instruments, Part II  Lecture 4 - Weak Instruments, Weak Identification, and Many Instruments, Part II July 15, 2008 - Lecture Slides and Videos: Slides The Kalman filter, Nonlinear filtering, and Markov Chain Monte Carlo  Lecture 5 - The Kalman filter, Nonlinear filtering, and Markov Chain Monte Carlo Slides Specification and estimation of models with stochastic time variation  Lecture 6 - Specification and estimation of models with stochastic time variation Slides Recent Developments in Structural VAR Modeling  Lecture 7 - Recent Developments in Structural VAR Modeling Slides Econometrics of DSGE Models  Lecture 8 - Econometrics of DSGE Models July 16, 2008 - Lecture Slides and Videos: Slides Heteroskedasticity and Autocorrelation Consistent Standard Errors  Lecture 9 - Heteroskedasticity and Autocorrelation Consistent Standard Errors Slides - Forecast Assessment  Lecture 10 - Forecast Assessment Slides - Forecasting and Macro Modeling with Many Predictors, Part I  Lecture 11 - Forecasting and Macro Modeling with Many Predictors, Part I Slides - Forecasting and Macro Modeling with Many Predictors, Part II  Lecture 12 - Forecasting and Macro Modeling with Many Predictors, Part II |
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