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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

Homework

Term Grades

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