Temple University
Department of Economics

Economics 615
Econometrics I

Fall 2004

Syllabus

Date Topic from Peracchi Notes Homework
9/1 Linear Algebra
Appendix A
Matrix Algebra

Problems in Mathview

Problems in MathCAD

 
9/8 Linear Algebra   Proposed paper topic.
9/15 Probability
Appendix C
Descriptive Statistics and Probability

Random Variables and Distributions

Algebra

Answer Key

9/22 Probability

Relations Among Distributions

Linear algebra and probability Probability and RV's: Part I

Answer Key

9/29 Asymptotic Theory
Appendix D
Asymptotic Theory

Big Oh - Little Oh

Probability and RV's: Part II

Answer Key

10/6 Asymptotic Theory   Abstract
10/13 Mid-term Exam
10/20 Point Estimation
Chapter 4
Sampling Distributions and Estimation

Conditional Quantiles

 
10/27 Hypothesis Testing
Chapter 5
Hypothesis Testing, Small Sample and Large Sample Annotated Bibliography
11/3 Classical Linear Regression
Chapter 6
Miller L1, L2, L3 Inference

Key

11/10 Violations of Assumptions
Chapter 7
Multiple Regression: Gauss-Markov and GLS

Heteroscedasticity

Autocorrelation

Misspecification, Missing Data, Multicollinearity

MillerL8

Multiple Regression
11/17 Violations of Assumptions   Outline, click here for an excellent example of an outline.
11/24 Thanksgiving Break, no class.
12/1 CLM Hypothesis Testing
Chapter 9
Hypothesis Testing:t-tests, F-tests, large sample tests

Miller L9, L16, L17

Heteroscedasticity

Autocorrelation

12/8 Finishing Up and Review   Hypothesis Testing
12/15 Final Exam in our usual location and time.

Answer Key