Syllabus - APPLIED ECONOMETRICS I (ECON 1150) Classes :...

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Unformatted text preview: APPLIED ECONOMETRICS I (ECON 1150) Classes : Mondays and Wednesdays 6:00 P.M to 9:15 P.M Location: 4900 WWPH Instructor : Mehmet A. Soytas Email : mas195@pitt.edu Phone : 4126487039 Office : 4521 WWPH Office Hours : Monday 11:00 A.M to 1:00 P.M (or by appointment) Textbook: Introduction to Econometrics, Second Edition, James H. Stock and Mark W. Watson Course Description: Econometrics is the branch of Economics which produces and uses statistical techniques in order to analyze economic data to produce explanations to real life economic situations. In this course we will cover some of those statistical techniques to understand the economic relationships. The objective of the course is twofold. The student will gain a general understanding of the theory of econometrics, and learn how to estimate empirical models using statistical software. We will use particular statistical software to analyze real economic data and interpret the outcome produced by this software. Grading: Homework Assignments 30% (4 Homework assignments) Midterm 30% Final 40% Prerequisites: Basic Applied Statistics (STAT 0200) and Business Calculus (MATH 0120) University Policies and Disability: Students are expected to adhere to the University's Academic Integrity Policy in this class. See the University of Pittsburgh's Undergraduate Bulletin or the Guidelines on Academic Integrity; Student and Faculty Obligations and Hearing Procedures (see http://www.pitt.edu/~provost/ai1.html for full details). The Office of Disability Resources and Services, 216 William Pitt Union 4126247890/3837355 (TTY) is available for students who have or may request an accommodation for a disability (see http://www.drs.pitt.edu/services.html for details). The Outline: 1) Review of Probability and Statistics 2) Fundamentals of Regression Analysis a) Linear Regression with One Regressor b) Hypothesis Testing and Confidence Intervals c) Linear Regression with Multiple Regressors d) Hypothesis Testing and Confidence Intervals in Multiple Regressors Case e) Nonlinear Regression Functions 3) Regression with Panel Data 4) Regression with a Binary Dependent Variable 5) Instrumental Variables 6) Time Series Analysis Detailed Schedule of Classes: Week 1 1 2 Monday Topic Introduction & Review of Statistics and Probability Linear Regression with One Variable Linear Regression with One Variable Multiple Linear Regression Multiple Linear Regression Panel Data Models Binary Dependent variables & Instrumental Variables Time Series I Time Series II 05.11.2009 Wednesday 05.13.2009 HW1 due on Class(3) Week 2 3 4 Monday 05.18.2009 Wednesday 05.20.2009 HW2 due on Class(5) Week 3 5 Monday 05.25.2009 Memorial Day (No class) Wednesday 05.27.2009 HW3 due on Class(6) Week 4 6 7 Monday 06.01.2009 Midterm Exam (No class) Wednesday 06.03.2009 Week 5 8 9 Monday 06.08.2009 HW4 due on Class(10) Wednesday 06.10.2009 Week 6 10 Monday 06.15.2009 11 Wednesday 06.17.2009 Final Exam (No class) ...
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