Temple University
Department of Economics

Economics 8009 (was 615)
Econometrics I

Fall 2011

5:30 -  8 PM
Anderson 2


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 2011
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. 

Homework: Due on September 15

Answer Key

9/15 Probability and Inference
Appendix B & C

Statistical Boot Camp

Fundamentals of Probability

Fundamentals of Statistics

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.

Linear Algebra Hwk

Linear Algebra

Answer Key

Paper Title is due today

 Homework: Due on September 22

Answer Key

9/22 Probability and Inference
Appendix B & C


Probability and RV's: Part I

Answer Key


9/29 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

Homework 2: Prob & Stat

Answer Key

The following items are due today:

1. Abstract

2. Annotated Bibliography

10/6 Classical Linear Regression
Chapter 2 - 3

A Brief Excursion into Multiple Regression

Multiple Regression





Hwk 4: Estimators


 Prob Stat Review Hwk

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


Homework: Due on October 13

The Data

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

Multiple Regression: Gauss-Markov and GLS



Hwk 5: Hypothesis Testing

Homework 1


Homework 3: Regression

The data and description

Answer Key

Homework: Hypothesis Testing 1, Due on October 20.

Answer Key


Mid-term Exam: Get a copy of a past exam here (2005) and the answer  Key

Fall 2011 Answer Key

Fall 2008 Answer Key

2009 Exam and Key

2010 Key

10/27 Review Exam

Large Sample Properties, Chap 4

  Multiple Regression  

Inference and Prediction, Chap 5

Maximum Likelihood
Chap 16

Regression and Inference: A Brief Excursion with some further notes

Hypothesis Testing:t-tests, F-tests, large sample tests and an example of LR, W and LM in simple regression.

Miller L9, L16, L17

LR, Wald and LM from the American Statistician

 HWK: Printing sheet music, Key


Outline, click here for an excellent example of an outline.

Homework: Hypothesis Testing 2, Due November 10

Consumption Data in text file and as an EVIEWS workfile

The answer key is in two parts: Part 1 and Part 2


Functional Form and Structural Change: Chapter 6

Brief notes on specification issues (after the mid-point of the web page).

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, and some hints.

Get the Key

HWK: Hypothesis testing

MathCAD Key and RTF Key

Homework 4: Hypothesis Testing

Data (STATA or EXCEL) and Description

Answer Key

11/17 Autocorrelation: Chapter 19

Heteroscedasticity: Chapter 8

Missing Data,

Heteroscedasticity and a Brief Excursion into same

Autocorrelation and a Brief Excursion into Same



Hypothesis Testing

Answer Key part 1 and part 2

Modeling Cost Functions and the data and data legend


Homework: Heteroscedasticity, Due December 1

There are two parts to the key: Part 1 and Part 2


Autocorrelation, See 12/8


Violations of Assumptions

Estimation Frameworks, Chap 14

Method of Moments, Chapter 15

Meth of Moments, MathCAD

Wooldridge, Journal of Economic Perspectives Heteroscedasticity


Homework 5 - Functional Form

Data on winning speeds


Answer Key



This is a study day.


Your paper is due today. Please dropit off in my mailbox before 5 PM. Thanks.


Heteroscedasticity and Autocorrelation Homework

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

Homework: Autocorrelation, Due December 15

Answer Key: Part 1 and Part 2

12/15 Final Exam in our usual location and time.


Answer Key 

Fall 2003

Fall 2001

Fall 1998

Fall 1999



Method of Moments Hwk

Answer Key 


Fall 2011 Key

Some theories of management