Temple University
Department of Economics

Economics 615
Econometrics I

Fall 2006

Wdnesday
4:40-7:10 PM
Tuttleman 203AB

Syllabus

An Introduction to R

An R Manual for Econometrics

A web site for data exchange.

 Date Topic from Greene Notes Practice Problems Hwk for 2006 8/30 Linear Algebra Appendix A Matrix Algebra Problems in Mathview Problems in MathCAD This semester we will be doing problems from Greene's text after the first few weeks.  The homework links shown below are for your information only. 9/6 Probability and Inference Appendix B & C Descriptive Statistics and Probability Relations Among Distributions Sampling Distributions and Estimation Conditional Quantiles Hypothesis Testing, Small Sample and Large Sample See this great online virtual laboratory probability and statistics site. Proposed paper topic. Answer Key What I had in mind. New Hwk: Hwk 1: AlgebraKey 9/13 Probability and Inference Appendix B & C Probability and RV's: Part I Answer Key 9/20 Asymptotic Theory Appendix D Asymptotic TheoryBig Oh - Little Oh Probability and RV's: Part II Answer Key The following items are due today: 1. Abstract 2. Annotated Bibliography3. Hwk 2: Probability Key for 2and Hwk 3: Sampling Key for 3 9/27 Classical Linear Regression Chapter 2 - 3 Multiple Regression Inference Key Hwk 4: Estimators 10/4 Properties of the LS Estimator Chapter 4 Miller L1, L2, L3Multiple Regression: Gauss-Markov and GLS Hwk 5: Hypothesis Testing 10/11 Mid-term Exam: Get a copy of the exam here.  Key Greene, 5th edition, Pps. 39 - 40: Problems 2, 3, 5, and 12. 10/18 Review ExamLarge Sample Properties, Chap 5 Multiple Regression 10/25 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. 11/1 Functional Form and Structural Change, Chap 7 Specification Analysis and Model Selection, Chap 8 Specification ProblemsFunctional Form Splines Hypothesis Testing: Bread and Meat. Get the data Get the Key 11/8 Violations of Assumptions Chapters 10 - 12 Heteroscedasticity Autocorrelation MillerL8 Hypothesis Testing Answer Key part 1 and part 2 11/15 Violations of Assumptions Heteroscedasticity Key 11/22 Thanksgiving Break, no class. 11/29 Estimation Frameworks, Chap 16Method of Moments, Chapter 18Meth of Moments, MathCAD Wooldridge, Journal of Economic Perspectives Autocorrelation Answer Key 12/6 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