Required Text: G.S. Maddala, Introduction to Econometrics, Second Edition, Prentice Hall, 1992.

The objective of this course is to provide students with a broad exposure to the theoretical foundations and practical applications of  econometric models.  Economics 720 is the second course in a two-semester graduate statistics sequence. Economics 30.2 or the equivalent is a prerequisite. This presupposes familiarity with the basics of statistics, including probability distributions, the properties of estimators, confidence intervals, and hypothesis testing, and at least an exposure to the basic linear regression model.

Brief homework assignments will be given at the end of each lecture; they will constitute 30% of the final grade.  Each assignment will be due the following week.  Three projects will be assigned; they will constitute 30% of the final grade. The projects will be assigned in computer lab.  Be sure to bring a floppy disk to lab to save your computer output.  Each project, comprising a 2-3 page report and relevant computer output, will be due two weeks after the lab. Late or illegible homework assignments or reports will not be accepted. The final exam (Thursday, December 16) will constitute 40% of the final grade.
 

Schedule of Classes, Examinations, and Assignments
Class Date	Chapter		Subject
09/02/99	1 2		Introduction to the Econometrics Statistical Background
09/09/99	2		Hypothesis Testing
09/16/99	3		Simple Regression
09/23/99	3		Simple Regression
09/30/99			Computer Lab
10/07/99	4		Multiple Regression
10/14/99	4		Multiple Regression
10/21/99			Computer Lab
10/28/99	5		Heteroscedasticity
11/04/99	6		Autocorrelation
11/11/99			Computer Lab
11/18/99	7		Multicollinearity
12/02/99	8		Dummy Variables
12/09/99			Review for final