ECO 4305 Introduction to Econometrics, Fall 2009

A copy of the syllabus is here.

The textbook for the class is Stock and Watson's Introduction to Econometrics (2nd edition). The companion website for the book has data sets, quizzes, and more.

The software package we'll be using is gretl, available for Windows and Macintosh (OS X). Data and replication files for Stock and Watson's book are also available on the gretl data page. Here are some notes to get you started using gretl, and here are some guidelines for submitting answers to the empirical exercises.

Problem sets and solutions (exam solutions are there too).

Lecture notes

Data sets