Lectures: Tuesdays & Thursdays, 10:30 - 11:50 AM,
PAC 125
Instructor: Professor Michael S. Hanson,
e-mail:
mshanson@wesleyan.edu
Office Hours: Mondays, 1:30 - 3:30 PM, & Wednesdays, 9:30 - 11:30 AM, or by
appointment, in 322 PAC.
Course Web Page: http://mshanson.web.wesleyan.edu/econ385/
Course Assistant: Dilyan Donchev,
e-mail: ddonchev@wesleyan.edu
(Sunndays, 5 - 6 PM in PAC 136)
- Goals and Descriptions:
- This course should help you develop a strong intuitive and
theoretical foundation in econometrics. Additionally, you should
gain experience both interpreting published econometric work and
implementing your own empirical analysis.
- Pre-requisites:
- Econ 270 and either Math 221 (Vectors and Matrices) or Math 223
(Linear Algebra). Concurrent enrollment in Math 221 is acceptable
(although not necessarily advised). Prior or concurrent enrollment
in Econ 271 (301) and/or 272 (302) is expected and advised. Previous
experience with statistical computing is assumed.
- Readings:
- There is one required text for this course:
Jeffrey Wooldridge,
Introductory Econometrics: A Modern Approach, and
one strongly recommended text: Peter Kennedy,
A Guide to Econometrics, 4th edition.
You are responsible for all assigned readings, whether covered in
class or not. Additional readings may be handed out in class or
made available on the course web page. Copies of selected other
econometric texts have been placed on reserve in
Olin.
Assignments and Credit:
| |
Problem Sets |
15% |
| |
Midterm Exam |
15% |
| |
Research Project (incl. Proposal & Draft) |
40% |
| |
Final Exam |
30% |
- Exams:
- The midterm exam will be held in class on Thursday, March 7.
The final exam is scheduled for Wednesday, May 15, from 2 - 5 PM.
Exams will be offered at these times only. Do not
enroll in this class if you cannot attend the scheduled exams.
- Problem Sets:
- Problem sets will be assigned regularly. They have several
purposes: to review and extend concepts from lecture or the
notes, to introduce related topics not covered in lecture, and
to provide feedback on your comprehension of the material to
date. Most assignments will require use of statistical software.
You will be expected to use
Stata and EViews at
different times in this course. Both are available in the data
labs on campus.
Assignments are due in class on the date specified. Seriously
deficient or late assignments will not receive credit. You
are encouraged to discuss the problem set with your classmates,
but you must submit your own original work.
- Research Project:
- One major goal of this course is to produce a well-written,
carefully constructed, original piece of econometric research. The
analysis employed in the paper should be more sophisticated than
what would be acceptable for Econ 270 (300), using techniques
drawn from this course. Excellent papers will take a creative
approach towards an interesting topic.
The project has four stages: a proposal, an outline with a statistical
summary of your data, a first draft, and a final submission.
The schedule and credit for each part of this assignment is as follows:
- Assignments and Credit:
| |
Prospectus |
Thu, February 21, in class |
5% |
| |
Outline & Data Summary |
Thu, March 28, in class |
5% |
| |
First Draft |
Fri, April 19, 4 PM |
12% |
| |
Final Submission |
Tue, May 7, 4 PM |
18% |
- Further information about the research project will be provided
shortly. You are strongly encouraged to speak with me in person
about the project as soon as possible.
- Honor Code:
- By enrolling in this course you agree to abide by the
Wesleyan Honor Code. Submitting for a grade anything
that is not your own original work, whether for a problem
set, exam or the research project, is a violation of the
Honor Code and will not be tolerated. In accordance with
the Honor Code, you are obligated to report any suspected
violations.
- Review Sessions:
- Review sessions and/or extra office hours will be scheduled
prior to the exams. Attendance is optional but encouraged. Stay
tuned!
- Contact:
-
Electronic mail is probably the best way to contact me.
As I sort my e-mail automatically, placing "ECON 385" and a
descriptive phrase in the subject line will likely yield a
quicker response from me.
In addition to regular office hours, I am also available by
appointment. If my door is open, feel free to drop in, but
understand I may have other commitments then. In such
circumstances, we can schedule an appointment at a mutually
convenient time.
There is a
mailing list for this course, of which I will make
regular use for announcements, corrections, and the like. If
you are enrolled in this course you should be subscribed to this
mailing list automatically; if you are not enrolled but would
still be interested in being on the mailing list, please let me
know.
- Feedback:
- I welcome suggestions for improving the quality of this course.
Please feel free to contact me in person or via e-mail. Useful
feedback will be beneficial to all!
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