Temple University
Department of Economics

Economics 8009 (was 615)
Econometrics I

Fall 2009

5:30 -  8 PM
Speakman 112


An Introduction to R

An R Manual for Econometrics

A web site for data exchange.

Date Topic from Greene Notes Practice Problems Hwk for 2009
9/2 Discussion: Correlation and causation   Discussion Questions, Temp and GDP data, Wine and Crime data  
9/9 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.   
9/16 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.

Wikipedia has a lucid discussion of the Fisher Information Matrix, necessary in understanding the relation between W, LM and LR tests.

Hwk 1: Algebra



Answer Key

What I had in mind.


Paper Title is due today


Linear Algebra Hwk

9/23 Probability and Inference
Appendix B & C


Probability and RV's: Part I

Answer Key


9/30 Asymptotic Theory
Appendix D


Asymptotic Theory

Big Oh - Little Oh


Probability and RV's: Part II

Answer Key

Hwk 2: Probability

Key for 2


Hwk 3: Sampling

Key for 3


The following items are due today:

1. Abstract

2. Annotated Bibliography

10/7 Classical Linear Regression
Chapter 2 - 3
Multiple Regression





Hwk 4: Estimators




Prob Stat Review Hwk

A MCAD key.  Still don't have MCAD? Try *.rtf

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

Multiple Regression: Gauss-Markov and GLS



Hwk 5: Hypothesis Testing

Homework 1


10/21 Mid-term Exam: Get a copy of a past exam here and the answer  Key

Fall 2008 Answer Key

2009 Exam and Key
10/28 Review Exam

Large Sample Properties, Chap 4

  Multiple Regression  

Inference and Prediction, Chap 5

Maximum Likelihood
Chap 16

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.

HWK: Printing sheet music, Key


Functional Form and Structural Change: Chapter 6

Specification Problems: Omitted variables, functional form, dummies and splines & non-nested hypotheses

Functional Form with MathView

Splines and Dummies with MathView


Hypothesis Testing: Bread and Meat. Get the data

Get the Key

HWK: Hypothesis testing

MathCAD Key and RTF Key

11/18 Autocorrelation: Chapter 19

Heteroscedasticity: Chapter 8

Missing Data,





Hypothesis Testing

Answer Key part 1 and part 2

Modeling Cost Functions and the data and data legend



Thanksgiving Break -- No Class

12/2 Violations of Assumptions   Heteroscedasticity


12/9 Estimation Frameworks, Chap 14

Method of Moments, Chapter 15

Meth of Moments, MathCAD

Wooldridge, Journal of Economic Perspectives  


Answer Key

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

Heteroscedasticity and Autocorrelation Homework
12/16 Final Exam in our usual location and time.



Method of Moments Hwk

Answer Key 



Some theories of management