EMPIRICAL STUDY AND FORECASTING (I)

                           
   
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Syllabus
Time Fridays 19:30-21:20.
　 　
Textbook  (SW) Stock and Watson (2007), Introduction to Econometrics, Addision Wesley, 2nd edition.
 
Exams:  Midterm 11/12, Final 1/14.
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 10/15
Problem Set 2, due 10/29
Problem Set 3, due 11/12
Problem Set 4, due 12/24
Problem Set 5, due 1/7
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Software