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Econometrics syllabus

Econometrics syllabus

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Dr. Kassens' Fall 2013 ECON 448 syllabus (Roanoke College)
Dr. Kassens' Fall 2013 ECON 448 syllabus (Roanoke College)

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Published by: Alice Louise Kassens Uhl on Aug 28, 2013
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08/28/2013

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ECON 448
 – 
Introduction to Econometrics
Instructor
Dr. Alice Louise Kassens
Phone
(540) 375-2428
Office
West 234
E-mail
kassens@roanoke.edu
Office Hours
T 12:30-2:30 pm, W 1:00-3:00 pm
Appts
Online calendar  Text:Studenmund, A. H. (2011).
Using Econometrics: A Practical Guide.
Boston, MA: Pearson.Acock, Alan C. (2012).
 A Gentle Introduction to Stata.
College Station, TX: Stata PressSoftware:Stata 13 (via RCRC)Goals:Display a firm grasp of economic knowledgeDemonstrate proficiency in a variety of communication skillsConduct rigorous economic analysis and researchDemonstrate computer proficiencies for economic analysisRequirements:ECON 321 or 322 or permission; INQ 240Course Schedule (subject to change):
Week Topic Required Reading1 (8/26-30)
Introduction Chapter 1 (Stata 1)
2 (9/2-6)
Statistical Principles Chapter 1, 17 (Stata 2, 4, 5)Homework #1
3 (9/9-13)
OLS Chapter 17, 2 (Stata 6-7)Prospectus
4 (9/16-20)
OLS Chapter 2, 11 (Stata 8)Homework #2
5 (9/23-27)
Using regression analysis Chapter 3 (Stata 9-10)Homework #3
6 (9/30-10/4)
The Classical Model Chapter 4
 
Page 2
Week Topic Required Reading
Test #1
7 (10/7-11)
Hypothesis testing Chapter 5Literature Review
8 (10/21-25)
Specification Chapter 6-7Homework #4
9 (10/28-11/1)
Multicollinearity Chapter 8Test #2
10 (11/4-8)
Serial Correlation Chapter 9 (Stata 13)
11 (11/11-15)
Heteroskedasticity Chapter 10 (Stata 12)Homework #5
12 (11/18-22)
Heteroskedasticity Data and Methodology write-up
13 (11/25-29)
Dummy dependent variables Chapter 13 (Stata 11)
14 (12/2-6)
Dummy dependent variables Final Paper Evaluation:
Instrument %Attendance
5
Homework (5)
15
Prospectus
5
Literature Review
5
Data and Methodology write-up
5
Final Paper
15
Test (2)/Final Exam
50Attendance:Students are expected to be in class every day. If you cannot make it to class you must alert me prior the start of class for you to be considered excused. Students will be marked present any day that I take attendance and they are either presentor excused. More than three unexcused absences will result in a full course letter grade reduction.

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