Time series econometrics
Lectures taught while I was visiting researcher at NIPFP, India in 2008.
- Stationarity: Definition, meaning and consequences pdf
- Stationary models: MA, AR and ARMA pdf
- Seasonality pdf
- Nonstationarity: Some complicatons in the distributions pdf
- Regime switching models: Structural change and nonlinearities pdf
- Multivariate models pdf
- Structural VAR models pdf
- Cointegration: the Engle and Granger approach pdf
Regression Discontnuity Design (RDD)
Workshop taught at IGIDR, Bombay, and NIPFP, New Delhi in 2014. Lecture 1 pdf
Lectures taught while I was visiting researcher at NIPFP, India in 2008. Just found two lectures.
- Lecture 3: Statistical estimation and inference pdf
- Lecture 5: Hypothesis testing and OLS regression pdf
Introduction to statistical software R
Five days training for staff members at FAO, Rome, and at WTO, Geneva, 2013-2014.
Slides available upon request