| 1 |
Reading |
What is Econometrics?
Steps in Empirical Economic Analysis,
The Structure of Economic data,
Causality and the notion of Ceteris Paribus in Econometric Analysis |
Lecture & Question Answer & Research |
| 2 |
Reading |
Definition of the Simple Regression Model,
Deriving the Ordinary Least Squares Estimates,
Properties of OLS on Any Sample of Data,
Units of Measurement and Functional Form,
Expected Values and Variances of the OLS Estimators,
Regression Through the Origin and Regression on a Constant |
Lecture & Question Answer & Research |
| 3 |
Reading |
Definition of the Simple Regression Model,
Deriving the Ordinary Least Squares Estimates,
Properties of OLS on Any Sample of Data,
Units of Measurement and Functional Form,
Expected Values and Variances of the OLS Estimators,
Regression Through the Origin and Regression on a Constant |
Lecture & Question Answer & Research |
| 4 |
Reading |
Motivation for Multiple Regression,
Mechanics and Interpretation of Ordinary Least Squares,
The Expected Value of the OLS Estimators,
The Variance of the OLS Estimators,
Efficiency of OLS: The Gauss-Markov Theorem,
Some Comments on the Language of Multiple Regression Analysis |
Lecture & Question Answer & Research |
| 5 |
Reading |
Motivation for Multiple Regression,
Mechanics and Interpretation of Ordinary Least Squares,
The Expected Value of the OLS Estimators,
The Variance of the OLS Estimators,
Efficiency of OLS: The Gauss-Markov Theorem,
Some Comments on the Language of Multiple Regression Analysis |
Lecture & Question Answer & Research |
| 6 |
Reading |
Sampling Distributions of the OLS Estimators,
Testing Hypotheses About a Single Population Parameter: The t Test,
Confidence Intervals,
Testing Hypotheses About a Single Linear Combination of the Parameters,
Testing Multiple Linear Restrictions: The F Test,
Reporting Regression Results |
Lecture & Question Answer & Research |
| 7 |
Reading |
Effects of Data Scaling on OLS Statistics Beta Coefficients,
More on Functional Form,
More on Goodness-of-Fit and Selection of Regressors,
Prediction and Residual Analysis |
Lecture & Question Answer & Research |
| 8 |
- |
MID-TERM EXAM |
- |
| 9 |
Reading |
Describing Qualitative Information,
A Single Dummy Independent Variable,
Using Dummy Variables for Multiple Categories,
Interactions Involving Dummy Variables
(Sections 7.5 – 7.7 are not included.) |
Lecture & Question Answer & Research |
| 10 |
Reading |
Describing Qualitative Information,
A Single Dummy Independent Variable,
Using Dummy Variables for Multiple Categories,
Interactions Involving Dummy Variables
(Sections 7.5 – 7.7 are not included.) |
Lecture & Question Answer & Research |
| 11 |
Reading |
Consequences of Heteroskedasticity for OLS
Heteroskedasticity-Robust Inference After OLS Estimation
Testing for Heteroskedasticity |
Lecture & Question Answer & Research |
| 12 |
Reading |
The Nature of Time Series Data,
Examples of Time Series Regression Models,
Finite Sample Properties of OLS Under Classical Assumptions,
Functional Form, Dummy Variables, and Index Numbers,
Trends and Seasonality |
Lecture & Question Answer & Research |
| 13 |
Reading |
Properties of OLS with Serially Correlated Errors,
Testing for Serial Correlation
(Sections 12.3, 12.4, 12.5. 12.6 are not included.) |
Lecture & Question Answer & Research |
| 14 |
Reading |
Properties of OLS with Serially Correlated Errors,
Testing for Serial Correlation
(Sections 12.3, 12.4, 12.5. 12.6 are not included.) |
Lecture & Question Answer & Research |
| 15 |
Reading |
Revision |
Lecture & Question Answer & Research |
| 16 |
- |
FINAL EXAM |
- |
| 17 |
- |
FINAL EXAM |
- |