Economics Introduction to Econometrics--Spring Term 2124

Transcription

1 Economics Introduction to Econometrics--Spring Term 2124 Professor: Dr. Shirley Cassing Office: 4915 WWPH Office Hours: T 11-12, W Students in the class are expected to have completed Econ 0100 and Econ 0110 (or Econ 0800) and Stat 0200 or their Text: Analysis of Economic Data, 3 rd edition, by Gary Koop, Grading Policy: Grades will be based on writing assignments/problem sets (40%), quizzes (30%), a research proposal (2.5%), a final research paper (20%), one in-class presentation (2.5%), and class participation (5%). The Office of Disability Resources and Services, 140 William Pitt Union (412) is available for students 1 Jan 5 Introduction to the Class and Econometrics Ch 1 2 Jan 10, 12 Basic Statistics Review Ch Jan 17, 19 Simple Linear Regression Model (SLRM) Ch 4 4 Jan 24, 26 Tests and Confidence Intervals in the SLRM Ch 5 5 Jan 31, Feb 2 Using the SLRM 6 Feb 7, 9 Multiple Linear Regression Ch 6 7 Feb 14, 16 Using Qualitative Information Dummy Variables Ch 7 8 Feb 21, 23 Using the Multiple Regression Model 9 Feb 28, Mar 1 Starting your own project Appendix 10 March 4-11 Spring Break Week 11 March 13, 15 Distributed Lag Models Ch 8 12 Mar 20, 22 Time Series Analysis Ch 9 13 Mar 27, 29 Times Series Variables and Regression Ch Apr 3, 5 Using Time Series Models Ch Apr 10, 12 Wrapping up the Term and Review 16 Apr 17, 19 Project Presentations

2 Economics Introduction to Econometrics--Fall Term 2131 Professor: Dr. Shirley Cassing Office: 4915 WWPH Office Hours: T 11-12, W 1-2 Students in the class are expected to have completed Econ 0100 and Econ 0110 (or Econ 0800) and Stat 0200 or their Text: Essentials of Econometrics, 4 th Edition by Damodar N. Gujarati and Dawn C. Porter, published by McGraw-Hill/Irwin. Grading Policy: Grades will be based on writing assignments/problem sets (45%), quizzes (30%), a research proposal (2.5%), a final research paper (20%), and one in-class presentation (2.5%). 1 Aug 28, 30 Introduction to Econometrics & Basic Statistics Review Ch 1, Appendix A, B 2 Sept 4, 6 Basic Statistics Review Part 2 Appendix C, D 3 Sept 11, 13 Simple Linear Regression Model (SLRM) Ch 2 4 Sept 18, 20 Tests and Confidence Intervals in the SLRM Ch 3 5 Sept 25, 27 Using the SLRM 6 Oct 2, 4 Multiple Linear Regression Model Ch 4 7 Oct 9 Fall Break -- No Class Tuesday Oct 11 Nonlinear Regression Ch 5 8 Oct 16, 18 Regression Models with Qualitative Information Ch 6 9 Oct 23, 25 Using the Multiple Regression Model 10 Oct 30, Nov 1 Specification Issues/Multicollinearity Ch 7, 8 11 Nov 6, 8 Heteroscedasticity/Autocorrelation Ch 9, Nov 13, 15 Time Series Topics Ch 12 sec Nov 20, 22 THANKSGIVING BREAK -- NO CLASS 14 Nov 27,29 Evaluating Regressions 15 Dec 4, 6 Wrapping up the Term and Review

3 Economics Introduction to Econometrics--Fall Term 2141 Professor: Dr. Shirley Cassing Office: 4915 WWPH Office Hours: T 2:30-3:30, W 2:30-3:30 1 Aug 27, 29 Introduction to Econometrics & Basic Review of Probability Ch 1, 2 2 Sept 3, 5 Basic Statistics Review Ch 3 3 Sept 10, 12 Simple Linear Regression Model (SLRM) Ch 4 4 Sept 17, 19 Tests and Confidence Intervals in the SLRM Ch 5 5 Sept 24, 26 Using the SLRM, Quiz 1, Sept 26 6 Oct 1, 3 Multiple Linear Regression Model (MLRM) Ch 6 7 Oct 8, 10 Tests and Confidence Intervals in the MLRM Ch 7 8 Oct 15 Fall Break -- No Class Tuesday Oct 17 Starting your own project Ch 10 9 Oct 22, 24 Using the MLRM, Quiz 2, Oct Oct 29, 31 Nonlinear Regression Models Part 1 Ch 8 ( ) 11 Nov 5, 7 Nonlinear Regression Models Part 2 Ch 8 ( ) 12 Nov 12, 14 Using the Nonlinear Regression Model, Quiz 3, Nov Nov 19, 21 Evaluating Regressions Ch 9 14 Nov 27,29 THANKSGIVING BREAK -- NO CLASS 15 Dec 3, 5 Project Presentations

4 Economics Introduction to Econometrics--Fall Term 2161 Professor: Dr. Shirley Cassing Office: 4915 WWPH Office Hours: W 2:30-3:30, TH 10:30-11:30 models and econometrics to provide numerical answers. An important part of the course is to develop application and writing and Hearing Procedures at for full details on this. The Office of Disability Resources and Services, in the William Pitt Union (412) is available for students who have or may request an accommodation for a disability. If needed, please contact the office as early as 1 Sept 1, 3 Introduction to Econometrics & Basic Review of Probability Ch 1, 2 2 Sept 8, 10 Basic Statistics Review Ch 3 3 Sept 15, 17 Simple Linear Regression Model (SLRM), 9-15 HW1 Ch 4 4 Sept 22, 24 Tests and Confidence Intervals in the SLRM, 9-22 HW2 Ch 5 5 Sept 29, Oct 1 Using the SLRM, Quiz 1, Oct 1, 9-29 HW3 6 Oct 6, 8 Multiple Linear Regression Model (MLRM) Ch 6 7 Oct 13, 15 Tests and Confidence Intervals in the MLRM, 10-13, HW4 Ch 7 8 Oct 20 Fall Break -- No Class Tuesday Oct 22 Using the MLRM 9 Oct 27, 29 Using the MLRM, Quiz 2, Oct 29, 10-27, HW5 10 Nov 3, 5 Starting your own project, Nonlinear Regression Models Ch 10, Ch 8 ( ) 11 Nov 10, 12 Nonlinear Regression Models, cont d, 11-12, proposal Ch 8 ( ) 12 Nov 17, 19 Evaluating Regressions, Quiz 3, Nov 19 Ch 9 13 Nov 24, 26 THANKSGIVING BREAK -- NO CLASS 14 Dec 1, 3 Review 15 Dec 8, 10 Project Presentations

5 Economics Introduction to Econometrics--Spring Term 2164 Professor: Dr. Shirley Cassing Office: 4915 WWPH Office Hours: T 1-2, W how to apply the econometric tools in order to conduct an empirical research project. To accomplish these goals we will consider many real-world questions and use economic models and econometrics to provide answers. An important part of the course is to develop application and writing skills and pass on (hopefully) the excitement of doing applied work. 1 Jan 7 Introduction to Econometrics Ch 1 2 Jan 12, 14 Basic Probability and Statistics Review Ch 2, 3 3 Jan 19, 21 Simple Linear Regression Model (SLRM) Ch 4 4 Jan 26, 28 Tests and Confidence Intervals in the SLRM Ch 5 5 Feb 2, 4 Using the SLRM, Quiz 1 February 4 6 Feb 9, 11 Multiple Linear Regression Model (MLRM) Ch 6 7 Feb 16, 18 Tests and Confidence Intervals in the MLRM Ch 7 8 Feb 23, 25 Using the MLRM 9 Mar 1, 3 Quiz 2, Mar 1, starting your own project Ch Mar 8, 10 Spring Break (March 9-16) 11 Mar 15, 17 Nonlinear Regression Models (NLRM) Part 1 Ch 8 ( ) 12 Mar 22, 24 Nonlinear Regression Models Part 2 Ch 8 ( ) 13 Mar 29, 31 Using the NLRM, Quiz 3, Mar Apr 5, 7 Evaluating Regressions Ch 9 14 Apr 12, 14 Review 15 Apr 19, 21 Project Presentations