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 | 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 |
11/10 | Violations of Assumptions Chapter 7 |
Multiple Regression: Gauss-Markov and GLS
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 | Heteroscedasticity |
12/8 | Finishing Up and Review | Hypothesis Testing | |
12/15 | Final Exam in our usual location and time. Answer Key |