Temple University Department of Economics

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 Key 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 and 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		Inference Key Hwk 4: Estimators Key Prob Stat Review Hwk A MCAD key. Still don't have MCAD? Try *.rtf	Homework: Due on October 13 The Data
10/13	Properties of the LS Estimator Chapter 4	Miller L1, L2, L3 Multiple Regression: Gauss-Markov and GLS		Hwk 5: Hypothesis Testing Homework 1 KEY Homework 3: Regression The data and description Answer Key	Homework: Hypothesis Testing 1, Due on October 20. Answer Key
10/20	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
11/3	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
11/10	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 Multicollinearity MillerL8		Hypothesis Testing Answer Key part 1 and part 2 Modeling Cost Functions and the data and data legend KEY	Homework: Heteroscedasticity, Due December 1 There are two parts to the key: Part 1 and Part 2
11/22	Autocorrelation, See 12/8
12/1	Violations of Assumptions Estimation Frameworks, Chap 14 Method of Moments, Chapter 15 Meth of Moments, MathCAD	Wooldridge, Journal of Economic Perspectives		Heteroscedasticity Key Homework 5 - Functional Form Data on winning speeds Autocorrelation Answer Key
12/8	This is a study day. NO CLASS. 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

NO CLASS.