EMPIRICAL STUDY AND FORCASTING (I)


EMPIRICAL STUDY AND FORECASTING (I)



Syllabus

Time	Friday 19:25-21:15.



Textbook	(SW) Stock and Watson (2003), Introduction to Econometrics, Addision Wesley.


References	(W) Wooldridge (2003), Introductory Econometrics--- A Modern Approach, 2nd ed., South-Western College Publishing



Exams:	Midterm 11/11, Final 1/13.

Grade	problem sets 20%, midterm 35%, final 45%.

Topics	Review of Probability (SW 2)
	Review of Statistics (SW 5)
	Bivariate Regression (SW 4)
	Multiple Regression (SW 5)
	Nonlinear Regression Models (SW 6)
	Assessing Regression Studies (SW 7)
	Panel Data (SW 8)
	Binary Dependent Variable Models (SW 9)
	Instrumental Variables Regression (SW 10)
	Experiments and Quasi-Experiments (SW 11)




Problem Sets
	Problem Set 1, 11/4 due
	Data for Question 1
	Problem Set 2, 12/9 due
	Data for Question 1

上課投影片
	Economic Questions and Data
	Review of Probability
	Review of Statistics
	Bivariate Regression
	Multivariate Regression
	Nonlinear Regression Models
	Assessing Regression Models
	Regression with Panel Data
	Binary Dependent Variable Models





Software
	Basics for STATA 8, file used in the note
	STATA Tutorial



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since 8.25.2005