Economics 410 Introductory Econometrics Professor:Christopher Taber O?ce Address: SS6446 O?ce Hours: Wed 10:30-11:30 E-mail: firstname.lastname@example.org Web Site: http://www.ssc.wisc.edu/?ctaber/ TAs: Drew Anderson and Kyu-Chul Jung TA OH: Anderson, Mon 1:30-3:30 SS 6413, Jung Wed. 1:00-3:00 SS 7226 Course Description: The purpose of this course is to help students understand how to in- terpret economic data. It will focus on the issues that arise in using this type of data, and the methedology for solving these problems. The focus of the course is on regression anal- ysis. Specific topics and extensions will include multivariate regression, dummy variables, heteroskedasticity, serial correlation, and instrumental variables. Problem sets will provide practical experience in addressing some of these issues using actual economic data. Prerequisites: Math 221 and Econ 310 Textbook: Introductory Econometrics: A Modern Approach 4e, by Je?rey Wooldridge. The class will follow the text fairly close, though I will emphasize di?erent material than the text. Statistical Software: Stata Evaluation: Midterm 1 20% Midterm 2 20% Problem Sets 20% Final 40% The midterms will be held on Tues. March 3 and Thursday April 2 Improvement will be rewarded. More weight will be placed on the final for students who show significant improvement between the midterms and final. Lecture notes as well as problem sets and data sets will be available from my web site which is given above. Problem sets will be due on thursdays. Students are strongly encouraged to work with others on problem sets, however students must write up results by themselves. Topics: 1. Statistics Review (Appendix B and C) 2. Univariate Regression Model (Chapt. 2) 3. Multivariate Regression Model (Chapt. 4-6) 4. Regression with Dummy Variables (Chapt. 7) 5. Heteroskedasticity (Chapt. 8) 6. Instrumental Variables and Simultaneous Equations (Chapt. 15-16) 7. Time Series and Panel Data (Chapt. 10-14) Christopher Taber syl09
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