1999 REGRESSION ANALYSIS AND FORECASTING SHORT COURSE

Lecture Notes

1. Regression
2. Introduction to Regression Workshop and TSP
3. Statistical Properties of OLS
4. Statistical Properties of OLS Workshop
5. Efficiency
6. Specification of the OLS Regression Model
7. Specification Workshop
8. Hypothesis Testing
9. Hypothesis Testing Workshop
10. Time Series Models, Part 1
11. Time Series Workshop, Part 1
12. Time Series Models, Part 2
13. Time Series Workshop, Part 2
14. Weighted Least Squares
15. WLS Workshop
16. Instrumental Variables
17. IV Workshop
18. Simultaneous Equations
19. Simultaneous Equations Workshop

Workshop datasets, TSP programs, and sample output are downloadable from our FTP directory.

Note: You must have TSP 4.x or later to replicate the computer workshops. The software is licensed by TSP International.

University of California, Berkeley only: If you are a registered student, staff member, faculty member, or visiting scholar at the the University of California, Berkeley, you may download a free copy of the license and manuals from our server, suitable for use on Win 95/98/ME/NT/XP, provided you use a host in the Berkeley.EDU domain: TSP 4.5 with The Looking Glass interface or TSP 4.5 with a GiveWin interface. If you have an older PC or Mac, you may try TSP 4.4 for the PC (DOS/Win 3.1.X; Win 95/NT; Linux) and Macintosh (Classic; Power Mac); or an executable for TSP 4.41 for Windows 95/98/NT only. Persons not officially affiliated with the University of California, Berkeley can purchase a license from TSP International.