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Advanced Econometrics

Source: www.swarthmore.edu
Topic: Econometrics

Sort Desciption: Verbeek Marno (2004): A Guide to Modern Econometrics 2 ... Other econometrics texts are on reserve at McCabe Library. Selected articles in PDF format ...

Content Inside: Economics 135: Advanced Econometrics Swarthmore College Professor Jefferson Spring 2006 Office Hours: W 10:30am-12pm & by appt. Kohlberg 212 x690-6856 COURSE DESCRIPTION: Quantitative methods used in estimating economic models and testing economic theories are studied. Students will (1) gain an understanding of certain statistical techniques that have proven useful in the analysis of economic data; (2) develop their ability to evaluate critically empirical research done by economists; and (3) gain experience formulating research questions in econometric terms. TEXTS: Verbeek Marno (2004): A Guide to Modern Econometrics 2 nd Edition Wiley & Sons Chichester England. (Required denoted V). Other econometrics texts are on reserve at McCabe Library. Selected articles in PDF format are on the campus network. The path is: \Data-softwareclassesSocial SciencesEconomics Econ 135Readings for Econ 135 GRADING: 20% Seminar participation 20% Seminar presentation 20% One page abstract data and detailed outline (Due 16 March) 40% Empirical paper: 8-10 pages double spaced 12pt font. (Due 13 April) Extension policy: A quarter grade point penalty will be imposed for each week after the April 13 due date. SEMINAR STRUCTURE: Each week there will be a reading assignment usually from Verbeek but sometimes from supplements. You should come to seminar prepared to answer and ask questions about the reading. There will be nine problem sets. Each person must prepare each problem set. (However you may work together in small groups 2 or 3 people on the problems.) A portion of seminar time will focus on the problem sets. Six of the problem sets are empirical exercises. An assigned team will present that week=s empirical exercise as a Areverse lab.@ We will examine the motivations intuitions and analytics of the exercises. Emphasis will also be placed on the interpretation and the general applicability of the empirical exercises. Therefore a premium will be placed ...

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