Temple University
Department of Economics
Economics 615
Econometrics I
Fall 2005
Wdnesday
4:40-7:10 PM
Tuttleman 203AB
Syllabus
An Introduction to R
An R Manual for Econometrics
Date | Topic from Greene | Notes | Homework | |
8/31 | Linear Algebra Appendix A |
Matrix Algebra
Problems in Mathview Problems in MathCAD |
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9/7 | Probability and Inference Appendix B & C |
Descriptive Statistics and
Probability
Random Variables and Distributions Relations Among Distributions
Sampling Distributions and Estimation Conditional Quantiles Linear algebra and probability Hypothesis Testing, Small Sample and Large Sample See this great online virtual laboratory probability and statistics site. |
Proposed paper topic. | |
9/14 | Probability and Inference Appendix B & C
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Probability
and RV's: Part I
Answer Key |
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9/21 | Asymptotic Theory Appendix D
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Asymptotic
Theory Big Oh - Little Oh
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Probability and
RV's: Part II
Answer Key What I had in mind.
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9/28 | Classical Linear Regression Chapter 2 - 3 |
Multiple
Regression
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Inference
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10/5 | Properties of the LS Estimator Chapter 4 |
Miller L1, L2, L3 Multiple Regression: Gauss-Markov and GLS
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Annotated Bibliography | |
10/12 | Mid-term Exam: Get a copy of the exam here. Key |
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10/19 | Review Exam Large Sample Properties, Chap 5 |
Multiple Regression | ||
10/26 | Inference and Prediction, Chap 6 Maximum Likelihood |
Hypothesis Testing:t-tests,
F-tests, large sample tests
LR, Wald and LM from the American Statistician |
Outline, click
here for an excellent example
of an outline.
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11/2 | Functional Form and Structural Change, Chap 7 Specification Analysis and Model Selection, Chap 8 |
Specification
Problems Functional Form |
Hypothesis Testing: Bread and Meat. Get the data Get the Key |
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11/9 | Violations of Assumptions Chapters 10 - 12 |
Misspecification, Missing Data, Multicollinearity MillerL8 |
Hypothesis Testing
Answer Key part 1 and part 2 |
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11/16 | Violations of Assumptions | Heteroscedasticity | ||
11/23 | Thanksgiving Break, no class. | |||
11/30 | Estimation Frameworks, Chap 16 Method of Moments, Chapter 18 Meth of Moments, MathCAD |
Wooldridge, Journal of Economic Perspectives | Answer Key |
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12/7 | Finishing Up and Review | Method of Moments Hwk Paper is due TODAY, no exceptions! Click here for a grading rubric.
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12/14 | Final Exam in our usual location and time. Answer Key |