» Econometrics
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Conditional Moment Restrictions" Journal
of Econometrics 34 305-334. ... cesses"
Chapter 45 in Handbook of Econometrics
Volume IV R. Engle and ...
Home » Economic » Econometrics
Introductory Econometrics
Source: economics.missouri.edu
Topic: Econometrics
Sort Desciption: The mechanics underlying basic econometric tools ... What is Econometrics? (Chapter 1) ... econometrics. In order to complete the empirical exercises ...
Content Inside: Econ 4371/7371 Introductory Econometrics Winter 2007 Instructor J. Isaac Miller millerjisaac@missouri.edu Course MWF 11:00-11:50AM Middlebush 211 Office Hours MW 12:00-12:50PM Professional 221 Web Page http://web.missouri.edu/millerjisaac/E4371 /E4371.html Course Objectives This course is designed to provide you with an understanding of The mechanics underlying basic econometric tools Empirical application of these tools to economic models and The interpretation of numerical results generated by these tools. Course Prerequisites This is a quantitative course. You should have some knowledge of statistics and a firm understanding of microeconomics and macroeconomics prior to taking this course. Calculus is recommended but not required. Course Expectations You are responsible for attending class and completing all assigned work. If you need to miss class you should get the lecture notes from a classmate. Required Text Murray M.P. (2006). Econometrics: A Modern Introduction. Topics Covered What is Econometrics? (Chapter 1) Review of Probability and Statistics (Appendices 1-2) Choosing Estimators (Chapter 2) Linear Estimators (Chapter 3) BLUE Estimators (Chapter 4) Residuals (Chapter 5) Multiple Regression (Chapter 6) Testing Single Hypotheses (Chapter 7) Superfluous Variables Omitted Variables etc. (Chapter 8) Testing Multiple Hypotheses (Chapter 9) Heteroskedastic Disturbances (Chapter 10) (tentative) Autoregressive Disturbances (Chapter 11) (tentative) Advanced Topics (Chapters 12-19) (tentative) (see reverse for grading policies) Empirical Exercises.33% of the course grade Several empirical exercises will be assigned throughout the course of the semester. These are designed to test your understanding of the application (and interpretation) of econometrics. In order to complete the empirical exercises you will need to run regressions on a computer. Although you may use many different software packages for this all of the assigned ...
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