Econ 410- Introductory Econometrics
|
Syllabus
Correction to the syllabus: the link to the introduction to STATA doesn't work any longer. Instead, you may consult the following address for STATA study: http://en.wikibooks.org/wiki/stata/introduction.
Lecture 1|| 2 || 3 || 4 || 5 || 6 || 7 || 8 || 9 || 10 || 11 || 12 || 13 || 14 || 15 || 16 || 17 || 18 || 19 || 20 || 21 || 22 ||
Problem set 1 sol || 2 sol || 3 sol || 4 sol || 5 sol || 6 sol ||
Midterm 1. Practice with solution || Grade Analysis || Midterm with Solution
Midterm 2. Midterm with Solution || Grade Analysis
Final. Review Material || Practice Exam
Lecture 1: Introductory Lecture
Readings: Chapters 1 of Wooldridge.
Lecture 2: Review of Statistics
Readings: Appendix B of Wooldridge
Lecture 3: Simple Regression I
Readings: Chapter 2 of Wooldridge
Lecture 4: Simple Regression II
Readings: Chapter 2 of Wooldridge (Ch2.5)
Lecture 5: Multiple Regression I
Readings: Chapter 3 of Wooldridge
Lecture 6: Multiple Regression II
Readings: Chapter 4 of Wooldridge
Lecture 7: Inference in Regression Models
Readings: Chapter 4 of Wooldridge
Lecture 8: Inference in Regression Models (Continue)
Readings: Chapter 4 of Wooldridge
Lecture 9: Inference in Regression Models (Continue)
Readings: Chapter 4 of Wooldridge
Lecture 10: Review Lecture
Lecture 11: Asymptotic Properties of OLS Estimators - Intro
Readings: Chapter 5 of Wooldridge
Lecture 12: Asymptotic Properties of OLS Estimators - Continue
Readings: Chapter 5 of Wooldridge
Lecture 13: Dummy Variables
Readings: Chapter 7 of Wooldridge
Lecture 14: Dummy Variables - Continue, Exercise
Readings: Chapter 7 of Wooldridge
Lecture 15: Heteroskedasticity , Exercise
Readings: Chapter 8 of Wooldridge, 8.1-2
Lecture 16: Heteroskedasticity - Continue, Exercise
Readings: Chapter 8 of Wooldridge, 8.3-4
Lecture 17: Endogeneity, Exercise
Readings: Chapter 9 of Wooldridge, 9.1-2
Lecture 18: Measurement Error, Instrumental Variables, Exercise
Readings: Chapters 9.4 and 15.1-3 of Wooldridge
Review Lecture, Exercise
Readings: Lectures 11-18
Lecture 19: Pooled Cross Section and Panel Data
Readings: Chapters 13-14 of Wooldridge
Lecture 20: Time Series - Introduction Exercises
Readings: Chapters 10 of Wooldridge
Lecture 21: Time Series - Large Sample Theory Exercises
Readings: Chapters 11 of Wooldridge
Review of the 3rd part, Exercises
Readings: Chapters 13-14 and 10-11 of Wooldridge
|
