Complete Index of Summer Institute Econometric Lectures

**July 14, 2008 - Lecture Slides and Videos:**

Slides -Frequency Domain Descriptive Statistics

Lecture 1 - Frequency Domain Descriptive Statistics from NBER on Vimeo.

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 from NBER on Vimeo.

Slides Weak Instruments, Weak Identification, and Many Instruments, Part I

Lecture 3 - Weak Instruments, Weak Identification, and Many Instruments, Part I from NBER on Vimeo.

Slides Weak Instruments, Weak Identification, and Many Instruments, Part II

Lecture 4 - Weak Instruments, Weak Identification, and Many Instruments, Part II from NBER on Vimeo.

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 from NBER on Vimeo.

Slides Specification and estimation of models with stochastic time variation

Lecture 6 - Specification and estimation of models with stochastic time variation from NBER on Vimeo.

Slides Recent Developments in Structural VAR Modeling

Lecture 7 - Recent Developments in Structural VAR Modeling from NBER on Vimeo.

Slides Econometrics of DSGE Models

Lecture 8 - Econometrics of DSGE Models from NBER on Vimeo.

**July 16, 2008 - Lecture Slides and Videos:**

Slides Heteroskedasticity and Autocorrelation Consistent Standard Errors

Lecture 9 - Heteroskedasticity and Autocorrelation Consistent Standard Errors from NBER on Vimeo.

Slides - Forecast Assessment

Lecture 10 - Forecast Assessment from NBER on Vimeo.

Slides - Forecasting and Macro Modeling with Many Predictors, Part I

Lecture 11 - Forecasting and Macro Modeling with Many Predictors, Part I from NBER on Vimeo.

Slides - Forecasting and Macro Modeling with Many Predictors, Part II

Lecture 12 - Forecasting and Macro Modeling with Many Predictors, Part II from NBER on Vimeo.

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