Courses

Throughout the year I teach a series of courses. These pages contain material for students. This page contains some material on Advanced Econometrics, Computational Programming in Econometrics at TI, Advanced Programming in Quantitative Economics, Numeriek Programmeren and Financial Econometrics.
A separate page (originally included below) gives information on the Installation of Ox at the different locations.

Advanced Econometrics (Tinbergen Institute graduate course) - 2008/2009

Literature

R. Davidson and J. MacKinnon, Econometric Theory and Methods, Oxford University Press, 2003.

Further info: BlackBoard at the Erasmus University.

Computational Programming in Econometrics

At the beginning of the course year, I teach a course on the topic of implementing Econometric techniques in a structured manner in a programming language. This course uses Ox, and highlights both general and language-specific tricks to get to a structured, well-written program.

See CPEctr09 for further information on the 2009 course.

Advanced Programming in Quantitative Economics

At the Danish Graduate Program in Econometrics, joint with CREATES at the University of Aarhus I teach an extensive course on programming in Quantitative Economics. A course-specific page is available here.

Numerical Programming/Numeriek Programmeren

Sinds 2007 geef ik het tweede deel van deze cursus, aan de VU, en in het nederlands. Voor meer info, zie de betreffende pagina op Blackboard van de VU.

Financial Econometrics

Starting 2009 I teach a course on Financial Econometrics. Information will be made available through Blackboard at the VU.