Intro to Econometrics
Summer 2019
Lecture:
Dates: Jul 8 to Aug 9, 2019
Meet: Monday, Tuesday, Wednesday, Thursday
Time: 3:15 PM - 5:15 PM
Classroom: Lecture, Intercultural Center 119
TA Recitation:
Meet: Wednesday
Time: 7:00 PM - 9:00 PM
Location: Laboratory, Reiss 282
Credits: 3
Lectures :
• Lecture 1 & 2: Introduction and Review of Probability (S &W Chapters 1 and 2)
• Lecture 3 & 5: Review of probability and statistics and Simple linear regression -- Estimation (S &W Chapter 3 and 4).
• Lecture 4: Introduction to Stata (During Recitation)
• Lectures 6 & 7: Simple linear regression -- Estimation and Inference (S &W Chapter 5).
• Lectures 8 & 9: Simple linear regression -- Inference and Multivariate linear regression (S &W Chapter 5 and 6).
• Lectures 10 & 11: Multivariate linear regression (S &W Chapters 6 and 7).
• Lectures 12 & 13: Nonlinear regression functions (S &W Chapter 8).
• Lectures 14 & 15: Assessing regression results (S &W Chapter 9).
• Lectures 16 & 17: Regression with panel data (S &W Chapter 10).
• Lecture 18 & 19: Instrumental variables regression (S &W Chapter 12).
• Lectures 20 & 21: Experiments and quasi-experiments (S &W Chapter 13).
• Lectures 22 & 23: Big Data (S &W Chapter 15).
This course develops the theory and applications of regression analysis, which is the primary tool for empirical work in economics. Emphasis is placed on techniques for estimating economic relationships and testing economic hypotheses.
Problem Sets (From Stock and Watson (4th Ed)):
• PS 1 (due July 9th): SW: Review the Concepts 1.1, 1.2, 1,3
• PS 2 (due July 11th): Stata questions and SW: Exercises 2.21, 2.22, 2.23, 2.24, 2.25, 3.2 Empirical Exercise E2.1
• PS 3 (due July 16th): SW: Exercises 3.3, 3.6, 3.8, 3.15, 4.1, 4.2, 4.5, 4.11 , 5.1, 5.4, 5.9, 5.13, 5.14, 5.15, Empirical Exercises E3.1, E4.1 E5.1, E5.2
• PS 4 (due July 18th):SW: Exercises 6.1, 6.2, 6.3, 6.4 Empirical exercises E6.1, E6.2
• PS 5 (due July 23rd):SW: Exercises 7.2, 7.3, 7.4 ,7.8, 7.9, 7.10, 7.11 Empirical Exercises E7.1, E7.2
• PS 6 (due July 25th): SW: Exercises, 8.1, 8.2, 8.4 Empirical Exercises
• PS 7 (due July 30th) SW: Exercises 8.5, 8.6, 8.7, 8.8, 8.9, 8.10, 8.11, 8.12 Empirical Exercises E8.2
• PS 8 (due August 1st): SW: Exercises 9.2, 9.3, 9.5, 9.7, 9.10, 9.12, 9.13 Empirical Exercise E9.1
• PS 9 (due August 5th):SW Exercises 10.1, 10.2, 10.3, 10.4, 10.5, 10.8, 10.9, 10.11 Empirical Exercise E10.1.
• PS 10 (due August 8th):SW (2015): Exercises 12.1, 12.5, 12.2, 12.3, 12.4, 12.6, 12.7, 12.8, 12.9, 12.10 Empirical Exercise E12.1.
Exams :
Midterm - Solutions
Final