Course Bulletin

Textbook

J.M.Wooldridge, Introductory Econometrics 5e, South-Western, 2013.

Companion website

Classroom

room# 211, School of Agriculture Annex Bldg.

Evaluation

Quizzes (60%) and Term paper (40%)

Schedule

Monday, 10:30-12:00 & 13:00-14:30

Other information

Course syllabus & Course schedule

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Course Packet

• 1. The Nature of Econometrics and Economic Data. / Note /
• 2. The Simple Regression Model. / Note / Data
• 3. Multiple Regression Analysis: Estimation. / Note / Data
• 4. Multiple Regression Analysis: Inference. / Note / Data
• 5. Multiple Regression Analysis: OLS Asymptotics. / Note /
• 6. Multiple Regression Analysis: Further Issues. / Note / material 1 / Data
• 7. Multiple Regression Analysis with Qualitative Information: Binary Variables. / Note / Data
• 8. Heteroskedasticity. / Note / Data
• 10. Basic Regression Analysis with Time Series Data. / Note / data
  11. Further Issues in Using OLS with Time Series Data. / Note / data
  12. Serial Correlation and Heteroskedasticity in Time Series Regressions. / Note / data
• 13. Pooling Cross Sections across Time: Simple Panel Data Methods. / Note / data
  14. Advanced Panel Data Methods. / Note / data
• 15. Instrumental Variables Estimation and Two Stage Least Squares. / Note / material / data
• 19. Carrying out an Empirical Project. / Note / material /

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Quiz, Exam., Term paper, etc.

Quizzes

(total 60 points)

Quiz 1 (Due: June 1)

Quiz 2 (Due: June 8)

Quiz 3 (Due: June 15)

Quiz 4 (Due: TBA)

Quiz 5 (Due: TBA)

Quiz final (Due: Aug 21)

Term paper

Due: Aug 21 (40 points)

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