Damian Clarke

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I currently teach Applied Econometrics (2nd year masters course), and Econometric Theory (1st year masters course). Notes for these and links to course pages are below. I also share some short presentations. One of these is on scraping the web with Python, and why this might be something of interest for economists, and the other is on estimating dynamic models with a MATLAB (from a series of lectures written with Abi Adams and Simon Quinn in Oxford, 2013-2014). Further details on these MATLAB lectures are available in our textbook. Thanks to Stijn Dreesen, a series of solutions to the exercises presented in the book have been put together, and these are available here: https://github.com/StijnDreesen/MMintro. This is a recommended source of solutions, and is available to download or fork.

Empirical Econometrics

Notes (updated 2018)

Econometric Theory

Notes (in Spanish)

Scraping the web with Python


Dynamic Models in MATLAB

Slides (finite horizon)    Code

Slides (infinite horizon) Code