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ECON 4818-001 Introduction to Econometrics

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ECON 4818-001 Introduction to Econometrics
Fall 2008
Economics 4818-001
Xiaodong Liu, Assistant Professor
Office: Economics 10
Voice: 303-492-7414
Email: [email protected]
Location: Economics 119
Meeting Times: TR 11:00 am – 12:15 pm
Office Hours: TR 1:00 – 2:00 pm
Class website: All course materials will be posted on WEBCT/CU Learn.
Course Description:
This course provides an introduction to the theory and applications of modern
econometrics. This course begins by reviewing and extending the statistical material
covered in Econ 3818. Following this, students are guided through the principals of
regression analysis starting with the simple regression model. Issues in relation to
estimation, inference and specification will be explored. The latter part of the course
introduces students to time series analysis.
Text:
Introductory Econometrics: A Modern Approach, (3rd edition) by Jeffery M. Wooldridge.
The text in the 2nd edition is identical to the 3rd edition. But some practice problems are
missing in the 2nd edition. The text is important, as I will follow it closely. Keep up with
the readings. It is essential for success in this class.
Prerequisites:
Economics 3818, Introduction to Statistics with Computer Applications, or its equivalent.
Software:
The software for the course is EViews and it is available in the Economics Computer Lab.
Students who want to purchase their own version can do so at
http://www.eviews.com/eviews4/eviews41s/evstud41.html.
Assessment:
There will be two midterm exams, a final exam, and periodic problem sets.
1. Class participation (10 pts)
2. Problem sets (10 pts)
3. Midterm exams (25 pts each)
4. Final exam (30 pts)
There will be no make up exams. A student who misses a midterm due to an excused
absence will have the additional weight shifted to the final.
Tentative Course Outline (Text chapters are in parentheses):
1. Review of Mathematics and Statistics (Appendices B and C)
2. The Simple Regression Model (Ch. 2)
3. Multiple Regression Analysis: Estimation (Ch. 3)
Midterm 1
4. Multiple Regression Analysis: Inference (Ch. 4)
5. Multiple Regression Analysis: OLS Asymptotics (Ch. 5)
6. Multiple Regression Analysis: Further Issues (Ch. 6)
7. Multiple Regression Analysis with Qualitative Information: Binary Variables (Ch. 7)
Midterm 2
8. Heteroskedasticity (Ch. 8)
9. More on Specification and Data Problems (Ch. 9)
10. Basic Regression Analysis with Time Series Data (Ch. 10)
11. Serial Correlation and Heteroskedasticity in Time Series Regressions (Ch. 12)
Final
University Policies:
University policies regarding classroom behavior are available at
http://www.colorado.edu/policies/classbehavior.html and at
http://www.colorado.edu/studentaffairs/judicialaffairs/code.html#student_code
Information regarding the University Honor Code is available at
http://www.colorado.edu/policies/honor.html and at
http://www.colorado.edu/academics/honorcode. The Honor Code Council can be
contacted by email at [email protected] or by telephone at 303-725-2273.
University policies regarding disabilities are available at
http://www.colorado.edu/disabilityservices. Disability Services can be contacted by
telephone at 303-492-8671, or in person at Willard 322.
University polices regarding religious practice are available at
http://www.colorado.edu/policies/fac_relig.html.
University policies regarding Sexual Harassment and Amorous Relationships are
available at http://www.colorado.edu/odh/. The Office of Discrimination and
Harassment can be reached by telephone at 303-492-2127. The Office of Judicial
Affairs can be reached at 303-492-5550.
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