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Below is a list of topics and readings for Econ 385.
The textbook
Introductory Econometrics (3rd edition) by Wooldridge is denoted
by [W];
A Guide to Econometrics (5th edition) by Kennedy is
denoted by [K]. (Earlier editions of either text may cover most of
the topics below, but not necessarily with the same level of detail —
or with the same chapter numbers.)
This outline is meant to be a very rough guide only; we will
modify it as the semester goes on. The dates for the various assignments,
however, are not expected to change.
Outline:
- Introduction and Review
- Introduction to Econometrics: [W] ch 1, appendix A; [K] ch 1.
- Conducting Empirical Research: [W] ch 19; [K] ch 21.
- Review of Statistics: [W] appendix B, C; [K] ch 2, appendix A, B.
- Simple Linear Regression Model: [W] ch 2.
- Multiple Regression Analysis: Cross-Sectional
- Model under "Ideal Conditions"
- Estimation: [W] ch 3; [K] ch 3.
- Inference: [W] ch 4, appendix D, E; [K] ch 4, 11.
- Asymptotics: [W] ch 5; [K] appendix C.
- Extensions to the Multiple Regression Model
- Non-linear Models and Specification Tests: [W] ch 6, 9; [K] ch 5, 6.
- Heteroskedasticity: [W] ch 8; [K] ch 8.
- Dummy Variables: [W] ch 7; [K] ch 14.
- Qualitative and Limited Dependent Variables: [W] ch 17; [K] ch 15, 16.
- Multiple Regression Analysis: Time Series
- Basic Concepts: [W] ch 10.
- Stationarity, Persistence, Cointegration: [W] ch 11, 18; [K] ch 18.
- Serial Correlation: [W] ch 12; [K] ch 8.
- Forecasting: [W] ch 18; [K] ch 18.
- Additional Topics
- Panel Data Techniques: [W] ch 13, 14; [K] ch 17.
- Instrumental Variables: [W] ch 15; [K] ch 9.
- Simultaneous Equations: [W] ch 16; [K] ch 10.
- Robust Estimation: [K] ch 20.
- Bayesian Techniques: [K] ch 13.
Important Dates:
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Wednesday, February 28 |
Prospectus Due (in class) |
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Monday, March 5 |
Take-Home Exam Due (in class) |
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Monday, April 2 |
Annotated Bibliography & Data Summary (in class) |
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Monday, April 23 |
First Draft of Research Paper Due (by 4 PM) |
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Monday, April 30 |
Comments on Other Students' Drafts Due (in class) |
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Monday, May 7 |
Take-Home Exam Due (in class) |
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Tuesday, May 15 |
Final Project Due (by 2 PM) |
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