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ECON 4818-001 Introduction to Econometrics

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ECON 4818-001 Introduction to Econometrics
Fall 2014
Economics 4818-001
Xiaodong Liu, Assistant Professor
Office: ECON 218A
Voice: 303-492-7414
Email: [email protected]
Location: ECON 117
Meeting Times: TR 12:30 - 1:45 PM
Office Hours: W 1:00 - 4:00 PM
Class website: All course materials will be posted on D2L.
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.
Text:
Introductory Econometrics: A Modern Approach, (5th edition) by Jeffery M. Wooldridge.
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:
We will utilize Microsoft Excel for the data analysis in this course. Excel is available in
all campus computer labs, including the lab in the basement of the Economics building.
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)
A student can miss two classes. After that, one point will be deducted for each missed
class. There will be no makeup 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: Large Sample Properties of OLS (Ch. 5)
6. Multiple Regression Analysis: Further Issues (Ch. 6)
Midterm 2
7. Heteroskedasticity (Ch. 8)
8. More on Specification and Data Problems (Ch. 9)
9. Multiple Regression Analysis with Qualitative Information: Binary Variables (Ch. 7)
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 telephone at 303-725-2273 or by email at [email protected]
University policies regarding disabilities are available at
http://www.colorado.edu/disabilityservices. Disability Services can be contacted by
telephone at 303-492-8671 or by e-mail at [email protected]
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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