Temple University
Department of Economics
Economics 615
Econometrics I
Fall 2006
Wdnesday
4:407:10 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

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

Hwk 4: Estimators  
10/4  Properties of the LS Estimator Chapter 4 
Miller L1, L2, L3 Multiple Regression: GaussMarkov and GLS

Hwk 5: Hypothesis Testing  
10/11  Midterm Exam: Get a copy of the exam here. Key 

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:ttests,
Ftests, large sample tests
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 
Hypothesis Testing: Bread and Meat. Get the data Get the Key 

11/8  Violations of Assumptions Chapters 10  12 
Misspecification, Missing Data, Multicollinearity MillerL8 
Hypothesis Testing
Answer Key part 1 and part 2 

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 

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 