This compendium collects advances and reflections on the teaching of econometrics from internationally well-known econometricians, including a number of accomplished textbook writers. The subjects range from reflections on many decades of teaching econometrics to studies of the instruction of specific examples and methods. It is aimed at teachers and students of econometrics at all levels.
Introduction.- Teaching Applied Econometrics.- Reflections on the
Teaching of Bayesian Econometrics.- Teaching Financial Econometrics to
Students Converting to Finance.- Teaching Panel Data Econometrics.- The Harm
that Good Teachers Do and Other Stories.- Teaching Reproducibility and
Replicability while Teaching Econometrics in the Classroom.- Learning Basic
Bayesian Econometrics Using EViews.- A Software for Teaching Multivariate
Time Series Analysis.- Explaining Ridge Regression and LASSO.- Nonparametric
Identification.- Teaching Econometrics Students how to Model Bivariate Time
Series Using Monte Carlo Data for the Purpose of Validating Leading
Indicators.- Reflections on a Life of Teaching Econometrics.- Asymmetric
AdaBoost for Maximum Score Estimation of High-dimension Binary Choice
Regression Models.- Using Replication to Teach and Understand Econometrics.-
Reflections of an Applied Econometrician.- Imputing Missing Waves for Pseudo
Panels: A Generalized Scoring and Matching Method.- Quarto the Assassin.-
Teaching Statistical Learning in Econometrics.- Teaching Mathematics for
Economists.
Eric Hillebrand is a professor of economics at Aarhus University, Denmark. He studied economics and mathematics at the University of Bremen, Germany, and was a faculty member at Louisiana State University, Baton Rouge, U.S. His research focuses on climate econometrics and time series econometrics, his teaching on mathematics for economists.
William Griffiths is an emeritus professor of econometrics at the University of Melbourne, Australia. He studied economics at the University of Illinois, U.S., and is the co-author of textbooks such as The Theory and Practice of Econometrics and Principles of Econometrics. His research focuses on applied Bayesian econometrics and income distributions.
