# teaching

truth persuades by teaching, but does not teach by persuading. /Quintus Septimius Tertullianus/

I have been mainly teaching quantitative subjects. I am currently responsible for the Statistics and Econometrics courses within a brand-new BSc Quantitative Economics program, PhD-level short course on Econometrics (causal inference). I used to teach a Master-level courses in Econometric Analysis and Global Economy: Theories and Applications, all delivered at Vilnius University.

I also have extensive experience teaching short courses (e.g. summer schools, courses for policymakers, etc). Previously, I have had experience in teaching on different aspects in International Economics (especially, on International Trade), Mathematics and Statistics for Economists, Econometrics (at both, undergraduate and graduate levels) at the University of Cambridge where I also supervised and examined undergraduate (BA) and graduate (MPhil) dissertations in international economics and econometrics, in particular spatial econometrics and heterogeneous dynamic panels.

2020/2021

PhD Econometrics (Economic Modelling), Part I. Jointly at KTU and Vilnius University

Lecture materials on Moodle

BSc Quantitative Economics, Course on Econometric Theory and Practice . Vilnius University

Syllabus

Lecture materials on MS Teams

BSc Quantitative Economics, Course on Statistical Theory. Vilnius University

Materials on MS Teams

2019/2020

PhD Econometrics (Economic Modelling), Part I. Jointly at KTU and Vilnius University

Lecture Notes

Problem Set (available in class)

Joshua D. Angrist & Jörn-Steffen Pischke, Mostly Harmless Econometrics: An Empiricist's Companion, Princeton University Press, 2009

John Stachurski, A Primer in Econometric Theory, MIT Press, 2016

Daniela Witten, Gareth James, Robert Tibshirani, and Trevor Hastie, An Introduction to Statistical Learning: With Applications in R, Springer, 2013

BSc Quantitative Economics, Course on Econometric Theory and Practice . Vilnius University

Syllabus

Lecture materials on Moodle and MS Teams

BSc Quantitative Economics, Course on Statistical Theory. Vilnius University

Syllabus

Lecture Notes (available on Moodle)

Problem Set I (available on Moodle)

Problem Set II (available on Moodle)

Problem Set III (available on Moodle)

Problem Set IV (available on Moodle)

Other Materials (Special Problem Sets, Statistical Tables, Mock Exams, Texts) available on Moodle

2018/2019

PhD Econometrics (Economic Modelling), Part I. Jointly at KTU and Vilnius University

Lecture Notes

Problem Set (available in class)

Joshua D. Angrist & Jörn-Steffen Pischke, Mostly Harmless Econometrics: An Empiricist's Companion, Princeton University Press, 2009

John Stachurski, A Primer in Econometric Theory, MIT Press, 2016

Daniela Witten, Gareth James, Robert Tibshirani, and Trevor Hastie, An Introduction to Statistical Learning: With Applications in R, Springer, 2013

BSc Quantitative Economics, Course on Statistical Theory. Vilnius University

Syllabus

Lecture Notes (available on Moodle)

Problem Set I (available on Moodle)

Problem Set II (available on Moodle)

Problem Set III (available on Moodle)

Problem Set IV (available on Moodle)

Other Materials (Special Problem Sets, Statistical Tables, Mock Exams, Texts) available on Moodle

2017/2018

PhD Course in Research Methods, a part on Econometric Modelling (Autumn Semester). Vilnius University

Syllabus

Lecture Notes

Problem Set 1 || Abridged Solutions

Problem Set 2 || Abridged Solutions

2016/2017

MSc/MA Course in Global Economy: Theories and Applications (Spring Semester). Vilnius University

MSc/MA Course in Econometric Analysis (Spring Semester). Vilnius University

Lecture Notes

Final Exam (Mock exam and abridged solutions are available to students only)

PhD Course in Research Methods, a part on Econometric Modelling (Autumn Semester). Vilnius University

Lecture Notes

Problem Set 1 || Abridged Solutions

Problem Set 2 || Abridged Solutions

2015/2016

Classes of Theory and Practice of Econometrics (Paper 3) - Michaelmas Term. University of Cambridge

Slides 1 (Recap of Statistics and Simple Regression). Problem Set 1. Data Set

Slides 2 (Anatomy of Multiple Regression and Hypotheses Testing). Problem Set 2. Data Set

Slides 3 (Properties of Estimators and Program Evaluation). Problem Set 3

Slides 4 (Endogeneity, IVs, and TSLS). Problem Set 4. Data Set 1. Data Set 2

My teaching page on the Faculty's website: http://www.econ.cam.ac.uk/links/part2apaper3-PL.html

Mathematics and Statistics for Economists (Paper 3). University of Cambridge

Main texts: Chiang and Wainwright, Goldberger, and Miller and Miller.

All supervision material accessible to supervisees only.

Theory and Practice of Econometrics (Paper 3). University of Cambridge

Texts: Stock and Watson (main) and Wooldridge (supplementary).

All supervision material accessible to supervisees only.

Summer 2014/2015

Introduction to the Theory and Practice of Global Macroeconomic Modelling. Bank of Lithuania (guest lecturer)

This is an introductory course to the global econometric modelling, which covers both econometric theory and applications. I base the lectures on the following books:

M. H. Pesaran (2015): Time Series and Panel Data Econometrics. Oxford University Press.

di Mauro, F., and M. H. Pesaran (2013): The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis. Oxford University Press.

Garratt, A., K. Lee, M. H. Pesaran, and Y. Shin (2006): Global and National Macroeconometric Modelling: A Long-Run Structural Approach. Oxford University Press.

The course is composed of theory lectures, practical sessions, and theoretical exercises (I and II), to be solved during the lectures and discussed with all the participants. Full solutions are available to participants. You can find a full syllabus here.

The structure of a two-weeks course is as follows:

The Preview of GVAR Applications

Introduction to the VAR modelling

Introduction to the Cointegrating VARs

Testing of Cointegrating VARs

Identification

Impulse Responses

Introduction to the GVAR modelling

Generalised Impulse Responses

Extensions of GVAR

Weight Matrices

Stability Conditions

Practicals: use of GVAR Toolbox (Matlab and/or R)

Multi-Country Rational Expectations Models

Theory: Steady States

Theory: Structure of a Model

Estimation

Practicals: use of GVAR Toolbox (Matlab)

Discussion on Current Applications of GVAR; Further Research Directions

International Finance (Slides - available to participants only)

2014/2015

Mathematics and Statistics for Economists (Paper 3). University of Cambridge

Supervision 1: (Partial) Derivatives, Homogeneity, Euler's Theorem

Supervision 3: Further Constrained and Unconstrained Optimisation

Supervision 4: Further Probabilities, Hypotheses Testing, and Estimators

Supervision 5: Constrained and Unconstrained Optimisation and Matrix Algebra

Supervision 6: Further Hypotheses Testing and Sampling Distributions

Supervision 9: Integration, Taylor Series, Difference Equations

Supervision 12: Differential Equations

Additional sources (caveat: required topics differ from this year's paper)

Theory and Practice of Econometrics (Paper 3). University of Cambridge

Additional sources

Useful Book References:

2013/2014

International Finance (Slides - available to participants only)

Introduction to Global Financial System

The US 'Exorbitant Privilege'

The 'Original Sin'

National and International Money

International Monetary Fund

Macroeconomic Interdependence and the Policy Trilemma

Interdependence and Contagion

Macroeconomic Interdependence

Contagion of Currency Crises

Capital Flows

Theory

Empirics

Summary

Introduction to World Trade Organisation (Slides - available to participants only)

World Trade Organisation (WTO)

Basic Facts of the GATT and WTO

Regulation of Trade

Some Trade Theory

Econometric Methods. University of Cambridge

(MPhil Economics & MPhil Economic Research & MPhil Finance and Economics)

Summary Notes (updated)

Revision Notes

Theil, H. (1983), Linear Algebra and Matrix Methods in Econometrics, in Handbook of Econometrics, Vol. 1, edited by Z. Griliches and M. D. Intriligator

Abadir, K. M. and J. R. Magnus (2002), Notation in econometrics: proposal for a standard, Econometrics Journal, 5: 76-90.

Buse, A. (1982), The Likelihood Ratio, Wald, and Lagrange Multiplier Tests: An Expository Note, The American Statistician, 3(1): 153-157.

Engle, Robert F.(1984), Wald, likelihood ratio, and Lagrange multiplier tests in econometrics, in: Z. Griliches & M. D. Intriligator (ed.), Handbook of Econometrics, 1(2), Ch 13, 775-826.

Mathematics and Statistics for Economists (Paper 3). University of Cambridge

Supervision 1: (Partial) Derivatives, Homogeneity, Euler's Theorem

Supervision 3: Constrained and Unconstrained Optimisation and Matrix Algebra

Supervision 4: Further Hypotheses Testing and Sampling Distributions

Additional sources (caveat: required topics differ from this year's paper)

Submit your scripts at least 24 hours before supervision.

Theory and Practice of Econometrics (Paper 3). University of Cambridge

2012/2013

No teaching for this academic year. I am based at Kiel Institute for the World Economy.

2011/2012

International Trade Theory and Policy (Paper I). University of Cambridge

Material available here (access details are given to my supervisees only)

Additional Notes on International Trade Theory:

‘Old’ and ‘New’ Trade Theory,

Political Economy of Trade Policy,

Trade and Endogenous Growth,

Trade Gravity.

Supervision 1: Classical Trade Theories and Factor Movements.

Supervision 2: Trade Policy. Trade and Market Structure.

Additional Material: Krugman, P. (1979), Increasing returns, monopolistic competition, and international trade, Journal of International Economics, 9(4): 469-479.

More on Preference Structure Used in the Supervision: Salop, S. (1979), Monopolistic Competition with Outside Goods, Bell Journal of Economics, 10: 141-156.

The Increasing Returns Revolution in Trade and Geography - Nobel Prize Lecture. Slides.

Additional Material: Grossman, G. and E. Helpman (1994), Protection for Sale, American Economic Review, 84(4) Sep 1994, pp. 833-50.

Fernandez, R. and D. Rodrik (1991), Resistance to Reform: Status-Quo Bias in the Presence of Individual Specific Uncertainty, American Economic Review, 81(5), pp. 1146-55.

Olson, M., The Logic of Collective Action, Harvard University Press, 1965.

Mathematics and Statistics for Economists (Paper 3). University of Cambridge

Material available here (access details are given to my supervisees only)

Frequently Asked Questions (updated 28/01)

Supervision 1: Basic Calculus.

Supervision 2: Constrained and Unconstrained Optimisation. Duality. A Note on Optimisation.

Supervision 3: Basic Probability and Distributions. Selected Solutions.

Supervision 4: Estimators, Hypothesis Testing, and Correlation.

Supervision 5: Christmas Revision. Sketch Answers to the Questions. Readings on Hypothesis Testing. A Note on Sampling Distributions.

Supervision 8: Time Series & Advanced Regression Models. Sketch Solution (Time Series).

Supervision 9: Taylor Series Approximation, Difference and Differential Equations.

Supervision 10: Empirical Project. Data. Project Requirements. Frequently Asked Questions.

Supplementary Note on Jacobians, Hessians, IFT and Comparative Statics

National Student Academy (NSA) - Economics Section. Palanga

Material available here (access details are given to the NSA students only)

Winter Session 2012:

Topic 1: Basic Economic Ideas. Answers

Topic 2: The Price System and the Theory of the Firm. Answers

Topic 3: Government Intervention in the Price System. Answers

Topic 4: Competition and Strategic Behaviour. Answers

Topic 5: International Trade. Answers

Topic 6: Game Theory with Applications. Supplementary Material. Answers

Supplementary Readings: Principles of a Free Society

2010/2011

Mathematics and Statistics for Economists (Paper 3). University of Cambridge

Material available here (access details are given to my supervisees only)

Supervision 2: Sets, Probability and Distributions. Sketch of the answer to 5c. A note on the conditional expectations with several examples. Galileo problem.

Supervision 3: Constrained and Unconstrained Optimisation. A note on duality. Several graphs.

Supervision 4: Estimation, Hypothesis Testing, Correlation and Regression. A note on the hypothesis testing, a power of test, hypothesis relating to a regression coefficient, and one- and two-sided t-tests.

Supervision 5. Further Regression Analysis. Efficiency and unbiasedness.

Supervision 6. Taylor Series Approximation, Difference and Differential Equations.

Supervision 8. Matrix Algebra. Additional problems. Several graphs.

Supervision 9. Presentation on Econometric Project. Violations of the Classical Assumptions. Data and Excel help-files.

International Trade Theory and Policy (Paper I). University of Cambridge

Material available here (access details are given to my supervisees only)