Econometrics
Syllabus
The primary objective of this course is to provide an introduction to the theory and application of quantative methods (econometrics). The course provides the foundation for further studies in Econometrics as well as serving the needs of students undertaking further studies in economics and commerce. To complete this course, students are expected to use statistical software to manage data, test hypotheses, and conduct empirical research on their own. Topics include estimation and testing of hypotheses, forecasting and construction of prediction intervals, use of appropriate functional forms, detection and correction of measurement problems, model specication, and use of statistical software programs for single equation regression analysis (STATA, Excel).
Course Material
Supplements
Lecture Slides
Week 1 Data
Week 2-3 Review Probability
Week 4-5 Review Statistics
Week 6-7 Linear Regression with One Regressor
Week 8-9 Regression with One Regressor-Hypothesis Tests and Confidence Intervals
Week 10-11 Linear Regression with Multiple Regressors
Week 12-13 Hypothesis Tests and Confidence Intervals in Multiple Regression
Week 13 Nonlinear
Week 14 Assess2
Week 15 Panel
Week 16 Regression with a Binary Dependent Variable
Week 17 Instrumental Variables Regression
Week 18 Experiments