PSCI 7095  

Information 

Instructor 

Syllabus 

   Week 1 - The Linear Model

   Week 2 - Replication

   Week 3 - Specification

   Week 4 - Matrix Algebra

   Week 5 - Multicollinearity

   Week 6 - Heteroskedasticity
   Week 6 - Weighted LS

   Week 7 - Serial Correlation
   Week 7 - Generalized LS

   Week 8 - Spatial Correlation

   Week 9 - Factor I

   Week 10 - Factor II

   Week 11 - Time Series

   Week 12 - MLE

   Week 13 - Logit/Probit

   Week 14 - Simultaneous
   Week 14 - Equations I

   Week 15 - Simultaneous
   Week 15 - Equations II

   Week 16 - Event Data

Assignments

Resources

 

Syllabus for PSCI 7095:

WEEK 9 - Factor Analysis and Principal Components Analysis


READINGS:

    *D> Gujarati, Basic Econometrics, Chapter 13.5

    *P. Kennedy, A Guide to Econometrics, Chapter 9

    *J. Kim amd C. Mueller (1980) Introduction to Factor Analysis Beverly Hills: Sage.

Alternative Textbooks and Readings

Class Notes