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.

Algebra

Answer Key

What I had in mind.

New Hwk:

Hwk 1: Algebra

Key

9/13 Probability and Inference
Appendix B & C

 

Probability and RV's: Part I

Answer Key

 

 
9/20 Asymptotic Theory
Appendix D

 

Asymptotic Theory

Big Oh - Little Oh

 

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

9/27 Classical Linear Regression
Chapter 2 - 3
Multiple Regression

 

 

Inference

Key

 

Hwk 4: Estimators

Key

10/4
Properties of the LS Estimator
Chapter 4
Miller L1, L2, L3

Multiple Regression: Gauss-Markov and GLS

 

 

  Hwk 5: Hypothesis Testing
10/11 Mid-term Exam: Get a copy of the exam hereKey

 

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
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 Problems

Functional Form

Splines

 

Hypothesis Testing: Bread and Meat. Get the data

Get the Key

 
11/8 Violations of Assumptions
Chapters 10 - 12
 

Heteroscedasticity

Autocorrelation

Misspecification, Missing Data, Multicollinearity

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 16

Method of Moments, Chapter 18

Meth 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

 

Some theories of management