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
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. What I had in mind. New Hwk: |
Hwk 1: Algebra | |
9/13 | Probability and Inference Appendix B & C
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Probability
and RV's: Part I
Answer Key
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9/20 | 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 |
The following items are due today: 1. Abstract 2. Annotated Bibliography 3. Hwk 2: Probability Key for 2 and Hwk 3: Sampling Key for 3 |
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9/27 | Classical Linear Regression Chapter 2 - 3 |
Multiple
Regression
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Inference
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Hwk 4: Estimators | |
10/4 | Properties of the LS Estimator Chapter 4 |
Miller L1, L2, L3 Multiple Regression: Gauss-Markov and GLS
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Hwk 5: Hypothesis Testing | ||
10/11 | Mid-term Exam: Get a copy of the exam here. Key |
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Greene, 5th edition, Pps. 39 - 40: Problems 2, 3, 5, and 12. | ||
10/18 | Review Exam Large Sample Properties, Chap 5 |
Multiple Regression | |||
10/25 | 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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11/1 | 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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11/8 | Violations of Assumptions Chapters 10 - 12 |
Misspecification, Missing Data, Multicollinearity MillerL8 |
Hypothesis Testing
Answer Key part 1 and part 2 |
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11/15 | Violations of Assumptions | Heteroscedasticity | |||
11/22 | Thanksgiving Break, no class. | ||||
11/29 | Estimation Frameworks, Chap 16 Method of Moments, Chapter 18 Meth of Moments, MathCAD |
Wooldridge, Journal of Economic Perspectives | Answer Key |
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12/6 | 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 |