Ec 616 Syllabus

Department of Economics

Temple University

Economics 616
Econometrics II

TEXT: William H. Greene, Econometric Analysis, 2nd Edition, Macmillan Publishing Company, 1993.

This course is an extension of the material presented in Economics 615. It is a bit more topically organized, rather than being organized along the lines of reviewing the consequences of relaxing assumptions.

There will be doses of both theory and practice. Given my personal preferences most of the practice will occur in homework exercises and your paper.

There will be two exams and a final. The final will be cumulative. There will also be five homework assignments and an original paper. The paper should use one of the empirical methodologies discussed during the semester. I will assign the topics and privide an initial reading list. Due dates for all assignments are shown, make your travel plans accordingly

The weights for the computation of your grade are as follows:

Homework 1/5
Paper 1/5
Midterm 1 1/5
Midterm 2 1/5
Final 1/5

Syllabus
DATE	TOPIC	Reading	Homework
January 23	Seemingly Unrelated Regression and the Chow Test	Chap 17
January 30	Least Squares Dummy Variables	Chap 16
February 6	Random Effects Models	Chap 16	REM or LSDV: Which is it?
February 13	Simultaneous Equations: Identification	Chap 20
February 20	Sim Eq: Estimators	Chap 20
February 27	First Exam
March 6	Simultaneous Eq: Properties and Tests	Chap 20	A Small Macroeconomic Model
March 13	Spring Recess
March 20	Univariate Time Series	Chap 19
March 27	Univariate Time Series	Chap 19
April 3	Univariate Time Series	Chap 19	Working with AR, MA and ARMA Models
April 10	Second Exam
April 17	Multivariate Time Series	Chap 19
April 24	Multivariate Time Series	Chap 19	VARs and Causation
May 1	Multivariate Time Series	Chap 19	Unit Roots and Cointegration
May 8	Final Exam