Lectures: Tu/Th 10:45am-12:00pm PH 206
Comp Lab: Tu 9:40am-10:30am PH 206
Free tutoring in Kiely Hall 127: Tue 1pm-5pm; Th 10am-2pm & 3pm-5pm |
| Textbook: Jeffrey M. Wooldridge, Introductory Econometrics: A Modern Approach, 4th/5th Edition. |
| # |
Date |
Day |
Ch. |
Topic* |
HW |
1 |
2/2 |
Tu |
|
Syllabus. Intro to STATA. |
8:00am |
2 |
2/4 |
Th |
|
STATA practice. |
|
| |
2/9 |
Tu |
|
No class. Classes follow Friday schedule. |
|
3 |
2/11 |
Th |
|
CLASS CANCELLED |
|
4 |
2/16 |
Tu |
1,2 |
Introduction.
Simple Regression Model: OLS manual estimation, properties. |
PP  |
5 |
2/18 |
Th |
2 |
Simple Regression Model: Goodness-of-fit, regression coefficients interpretation. |
|
6 |
2/23 |
Tu |
2 |
Simple Regression Model: Goodness-of-fit, regression coefficients interpretation. |
|
7 |
2/25 |
Th |
2 |
Simple Regression Model: Changing units of X and Y. Log transformations.
*HW Ch.1: Pr.1,3,C3 |
|
8 |
3/1 |
Tu |
2 |
Simple Regression Model: OLS estimation properties. Variances of OLS estimators. Gauss-Markov assumptions. |
|
9 |
3/3 |
Th |
3 |
Multiple Regression: Estimation. Partial regression coefficients, interpretation, assumptions.
*HW Ch.2
Pr.A (see attachment),
Ch.2 Pr. 6,11, C2,C4,C5,C6 |
|
10 |
3/8 |
Tu |
3 |
Multiple Regression: Estimation. Rsq, omitted, irrelevant var, X and Xsq in the model. |
|
11 |
3/10 |
Th |
3 |
Multiple Regression: Estimation. Variance of OLS estimators. |
|
12 |
3/15 |
Tu |
1-3 |
Review
*
HW Ch.3: Pr.1,2,3,9 & C2,C3,C8 |
|
|
3/17 |
Th |
1-3 |
Exam 1. Open Book. |
|
14 |
3/22 |
Tu |
|
CLASS CANCELLED: To be rescheduled. |
|
15 |
3/24 |
Th |
|
CLASS CANCELLED: To be rescheduled. |
|
16 |
3/29 |
Tu |
4 |
Multiple Regression: Inference. Hypotheses for one parameter, t-test. p-values. STATA exercises. |
|
17 |
3/31 |
Th |
4 |
Multiple Regression: Inference. Hypotheses for one parameter, t-test. p-values. |
|
18 |
4/5 |
Tu |
4 |
Multiple Regression: Inference. Confidence intervals, tests for linear restrictions.
|
|
| |
4/7 |
Th 9:40 |
4 |
Multiple Regression: Inference.
Tests for multiple parameters linear restrictions, F-test.
Multiple Regression: OLS Asymptotics.
Rescheduled class. 9:40-10:30 in PH 118 |
|
19 |
4/7 |
Th 10:45 |
4 |
Multiple Regression: Inference.
|
|
20 |
4/12 |
Tu |
6 |
Multiple Regression: Further Issues.
Adj. R-sq, compare nested and non-nested models.
Data scaling, beta coefficients.
*
HW Ch.4: Pr.2,3,5,9 & C5,C6,C9 |
|
21 |
4/14 |
Th |
6 |
Multiple Regression: Further Issues.
Functional form (log, quadratic), interaction terms. |
|
22 |
4/19 |
Tu |
4,6 |
Review.
*
HW Ch.6: Pr.3,6,7 & C1,C2,C5 |
|
|
4/21 |
Th |
4,6 |
Exam 2. Open Book. |
|
4/22 - 4/30 |
Spring Recess |
|
24 |
5/3 |
Tu |
7 |
Exam 2 Solutions. Paper/Project overview.
Dummy Variables |
|
25 |
5/5 |
Th |
7 |
Dummy Variables |
|
26 |
5/10 |
Tu |
7 |
Dummy Variables |
|
27 |
5/12 |
Th |
17 |
Limited Dependent Variable Model |
|
28 |
5/17 |
Tu |
|
Review |
|
|
5/24 |
Tu |
1-4, 6, 7 |
11:00am-1:00pm PH 110. Final Exam. Open Book.
NOTE that the exam room is DIFFERENT than our regular room. |
Paper due. |
