aem411syll2008 - AEM 411: INTRODUCTION TO ECONOMETRICS Fall...

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AEM 411: INTRODUCTION TO ECONOMETRICS Fall 2008 David R. Just TR 1:25-2:40 [email protected] WN 131 COURSE OBJECTIVE : The course objective is to provide students with a solid understanding of econometric theory and application. Students completing this course should be able to integrate statistical methods and economic theory in applications to economics, business, finance or other social science. After a brief review of basic statistics, the course covers least squares estimation, inference, forecasting and forecast evaluation, diagnostic methods, and simultaneous equations estimation. This course emphasizes application rather than theory. That said, proper application requires some knowledge of the underlying theory. Students will be expected to make use of theoretical concepts in application. COURSE PREREQUISITES : An introductory course in statistics (AEM 210) and intermediate microeconomics (ECON 313 or PAM 200) or permission of the instructor. TEXTBOOK : The course will rely mainly on my lectures (notes posted on the web), handouts provided in class, and the textbook. This syllabus gives general chapter numbers for each theme covered in class. I will suggest specific readings out of these chapters in class. It is recommended that students read other areas of the text to broaden their understanding, particularly if a student is having difficulty with a particular theme. The textbook for the course is: GHJ Griffiths, W.E., R.C. Hill, and G.G. Judge. Learning and Practicing Econometrics . NY: Wiley, 1993. It is available at the Campus Store. In my experience, there is no econometrics book that fits all students. I have tried to choose the one that will fit the most. Below is a list of other textbooks that may be of use. Kennedy’s book is recommended for brief intuition, while other books may provide more mathematical depth. All should be available in the Mann library (or from the major on- line bookstores): G Gujarati, D.N. Basic Econometrics . NY: McGraw-Hill, 2003. HGJ Hill, Carter, W. Griffiths, and G. Judge. Undergraduate Econometrics . NY: Wiley, 1997. JD
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This note was uploaded on 09/13/2009 for the course AEM 4110 taught by Professor Just,d. during the Fall '07 term at Cornell.

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aem411syll2008 - AEM 411: INTRODUCTION TO ECONOMETRICS Fall...

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