EMPIRICAL STUDY AND FORECASTING (I) | |||
Syllabus | |||
Time | Fridays 19:30-21:20. | ||
Textbook | (SW) Stock and Watson (2007), Introduction to Econometrics, Addision Wesley, 2nd edition. | ||
Exams: | Midterm 11/20, Final 1/15. | ||
Grade | problem sets 20%, midterm 35%, final 45%. | ||
Topics | Economic Questions and Data (SW 1) | ||
Review of Probability (SW 2) | |||
Review of Statistics (SW 3) | |||
Bivariate Regression (SW 4, SW 5) | |||
Multiple Regression (SW 6, SW 7) | |||
Nonlinear Regression Models (SW 8) | |||
Assessing Regression Studies (SW 9) | |||
Panel Data (SW 10) | |||
Binary Dependent Variable Models (SW 11) | |||
Problem Set | Problem Set 1, due 10/30 | ||
Problem Set 2, due 11/13 | |||
Problem Set 3, due 12/25 | |||
Problem Set 4, due 1/8 | |||
投影片 | |||
Software | |||
Basics for STATA 8, file used in the note | |||
STATA Tutorial | |||