**Introduction to Econometrics**

**Course: **Economics 421/521**Professor:** Mark Thoma**Office/Hours: **PLC 471 on M/W 12:30-1:30 p.m.

**(541) 346-4673,**

Phone/Email:

Phone/Email:

__mthoma@uoregon.edu__

**Web Page:**http://economistsview.typepad.com/economics421/

**Course Description: **This course is a continuation of the econometrics
sequence. The first course, EC 420/520, introduces the linear regression model.
This course will examine the consequences and solutions when there are
violations of the assumptions necessary for ordinary least squares . to have
optimal properties

**Text** Gujarati, Damodar N., *Basic Econometrics*, 4th ed. (Boston:
McGraw-Hill, 2003)

**Prerequisites:** Economics 420 or the equivalent.

**
**

**GTF, Office Hours, Location, and Email Address:**

Annie Voy T/Th 2:30-3:30 PLC 520 avoy@uoregon.edu

**Lab Times**:

Lab | 25962 | 1600-1720 | Tues | 442 MCK |

Lab | 25964 | 1800-1920 | Tues | 442 MCK |

Lab | 25966 | 1600-1720 | Thur | 442 MCK |

**Tests and Grading:** There will be two midterm exams and a final. The
midterms will be given *Monday, February 6th* and *
Monday, February 27th*. The final will be given on *Monday, March 20th at
10:15 a.m.* No make-up exams will be given. Each midterm is worth 20% and the
final is worth 30%. Grades will be assigned according to your relative standing
in the class.

**Homework:** There will be approximately 8 homework assignments. These will
count for 20% of your grade. Homework is due at the *beginning* of the lab
on the scheduled due date. Late work will not be accepted.

**Empirical Project**: There will be an empirical paper that will comprise
10% of your grade. The paper is due no later than Wednesday, March 15th at
the beginning of class. Details will be given in class.

**Computer Labs**: The statistical software package EViews will be used for
the econometrics. Labs will consist of instruction and examples helpful in
completing the homework assignments and other activities.

***Tentative* Course Outline:**

Week 1 | 1/9 | Mon | Review OLS Assumptions | |

1/11 | Wed | Review Hypothesis Tests | ||

Lab | 1st Lab | |||

Week 2 | 1/16 | Mon | Functional Form | Ch. 6 |

1/18 | Wed | Dummy Variables | Ch. 9 | |

Lab | 1st Homework Due | |||

Week 3 | 1/23 | Mon | Dummy Variables | Ch. 9 |

1/25 | Wed | Model Specification | Ch.13 | |

Lab | 2nd Homework Due | |||

Week 4 | 1/30 | Mon | Multicollinearity | Ch.10 |

2/1 | Wed | Multicollinearity | Ch.10 | |

Lab | 3rd Homework Due | |||

Week 5 | 2/6 | Mon | MIDTERM 1 | |

2/8 | Wed | Heteroskedasticity | Ch.11 | |

2/8 | Wed | PAPER TOPIC SUMMARY DUE | ||

Lab | 4th Homework Due | |||

Week 6 | 2/13 | Mon | Heteroskedasticity | Ch.11 |

2/15 | Wed | Autocorrelation | Ch.12 | |

Lab | ||||

Week 7 | 2/20 | Mon | Autocorrelation | Ch.12 |

2/22 | Wed | Qualitative Response Models | Ch.15 | |

Lab | 5th Homework Due | |||

Week 8 | 2/27 | Mon | MIDTERM 2 | |

3/1 | Wed | Simultaneous Equations | Ch.18 | |

Lab | 6th Homework Due | |||

Week 9 | 3/6 | Mon | Simultaneous Equations | Ch. 19 |

3/8 | Wed | Simultaneous Equations | Ch. 20 | |

Lab | 7th Homework Due | |||

Week 10 | 3/13 | Mon | Time Series | Ch. 21 |

3/15 | Wed | Time Series, Max Likelihood Estimation | Ch. 21 | |

3/15 | Wed | EMPIRICAL PAPER DUE | ||

Lab | 8th Homework Due (Update: due 3/17/06, see here) |
|||

Final | 3/20 | Mon | FINAL EXAM 10:15 – 12:15 a.m. |

Dear Sir,

From your page i come konw this

"This course is a continuation of the econometrics sequence. The first course, EC 420/520, introduces the linear regression model."

How can i get videos of first course e.i EC 420/520

Thanks

Posted by: Rahid | Wednesday, March 09, 2011 at 05:06 AM

Dear Sir,

From your page i come konw this

"This course is a continuation of the econometrics sequence. The first course, EC 420/520, introduces the linear regression model."

How can i get videos of first course e.i EC 420/520

Thanks

Posted by: Sharif | Tuesday, August 09, 2011 at 09:40 PM