Temple University
Department of Economics

Economics 615
Econometrics I

Fall 2005

4:40-7:10 PM
Tuttleman 203AB


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

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.


Answer Key

9/14 Probability and Inference
Appendix B & C


Probability and RV's: Part I

Answer Key

9/21 Asymptotic Theory
Appendix D


Asymptotic Theory

Big Oh - Little Oh


Probability and RV's: Part II

Answer Key


What I had in mind.


9/28 Classical Linear Regression
Chapter 2 - 3
Multiple Regression






Properties of the LS Estimator
Chapter 4
Miller L1, L2, L3

Multiple Regression: Gauss-Markov and GLS



Annotated Bibliography
10/12 Mid-term Exam: Get a copy of the exam hereKey


10/19 Review Exam

Large Sample Properties, Chap 5

  Multiple Regression

Inference and Prediction, Chap 6

Maximum Likelihood
Chap 17

Hypothesis Testing:t-tests, F-tests, large sample tests

Miller L9, L16, L17

LR, Wald and LM from the American Statistician

Outline, click here for an excellent example of an outline.


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

11/9 Violations of Assumptions
Chapters 10 - 12



Misspecification, Missing Data, Multicollinearity


Hypothesis Testing

Answer Key part 1 and part 2

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

12/7 Finishing Up and Review    

Method of Moments Hwk

Paper is due TODAY, no exceptions! Click here for a grading rubric.


12/14 Final Exam in our usual location and time.

Answer Key