Temple University
Department of Economics
Economics 8009 (was 615)
Econometrics I
Fall 2010
Wednesday
5:30 - 8 PM
Anderson 27
Syllabus
An Introduction to R
Resources for STATA
An R Manual for Econometrics
A web site for data exchange.
Date | Topic from Greene | Notes | Practice Problems | Hwk for 2010 | |
9/1 | Discussion: Correlation and causation | Discussion Questions, Temp and GDP data, Wine and Crime data | |||
9/8 | 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. | ||
9/15 | 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
What I had in mind. Linear Algebra Hwk |
Paper Title is due today Homework 1: Linear Algebra Answer Key |
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9/22 | Probability and Inference Appendix B & C
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Probability
and RV's: Part I
Answer Key
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9/29 | 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 Hwk 2: Probability Key for 2 and Hwk 3: Sampling Key for 3
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The following items are due today: 1. Abstract 2. Annotated Bibliography Homework 2: Prob & Stat Answer Key |
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10/6 | Classical Linear Regression Chapter 2 - 3 |
Multiple
Regression
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Inference
Hwk 4: Estimators Prob Stat Review Hwk A MCAD key. Still don't have MCAD? Try *.rtf
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10/13 | 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 Homework 1 |
Homework 3: Regression The data and description Answer Key |
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10/20 | Mid-term Exam: Get a copy of a past exam here and the answer Key | Fall 2008 Answer Key |
2010 Key | ||
10/27 | Review Exam Large Sample Properties, Chap 4 |
Multiple Regression | |||
11/3 | Inference and Prediction, Chap 5 Maximum Likelihood |
Hypothesis Testing:t-tests,
F-tests, large sample tests
LR, Wald and LM from the American Statistician |
HWK:
Printing sheet music, Key
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Outline, click here for an excellent example of an outline. | |
11/10 | 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 |
Homework 4: Hypothesis Testing Data (STATA or EXCEL) and Description Answer Key |
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11/17 | Autocorrelation: Chapter 19 Heteroscedasticity: Chapter 8 |
Missing Data,
MillerL8 |
Hypothesis Testing
Answer Key part 1 and part 2 Modeling Cost Functions and the data and data legend |
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11/24 |
Thanksgiving Break -- No Class |
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12/1 | Violations of Assumptions | Heteroscedasticity | Homework 5 - Functional Form Data on winning speeds |
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12/8 | 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 |
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12/15 | Final Exam in our usual location and time.
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Method of Moments Hwk Answer Key
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