Econ120Bsyllabus - Econ 120B Econometrics II University of...

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Econ 120B: Econometrics II University of California, San Diego Summer Session II – 2009 Aren Megerdichian Lecture Information TA Section Information Econ 120B - Course Schedule 656820 Meeting Time: Fridays, 12pm - 1:50pm Meeting Time: Mon/Wed, 5pm - 7:50pm Building/Room: Pepper Canyon Hall/122 Building/Room: Center Hall/105 Web Page: WebCT Instructor Information TA Information Instructor: Aren Megerdichian TA: Danielken Molina Email: [email protected] Email: [email protected] Office Hours: Mondays, 2pm-4pm, Seq Hall/205 Office Hours: Wednesdays, 2pm-4pm, Seq Hall/140 Course Overview This course focuses on applying linear statistical methods to investigate relationships among economic variables. Econometrics bridges the gap between economic theory and real-world empirical data. Key Objectives: Review probability and statistics (120A material). Derive the OLS estimator and examine its properties. Apply regression analysis to economic data. Conduct hypothesis testing with regression models. Assess econometric studies. Develop and examine other estimators, such as instrumental variables, to address problems that arise when OLS assumptions fail. Learn how to use the software STATA to conduct econometric analysis. Course Details 1. Stock, James H., and Mark W. Watson. Introduction to Econometrics . Second Edition (2007), Pearson Publishing. (It doesn’t matter if you buy the “UCSD custom edition” or the regular 2 nd edition. As far as I can tell, they have the same content.) 1
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In addition to the book, you will need access to STATA. STATA is software that is widely used by economists to analyze data. You do NOT need to buy STATA. Some of the computer labs at UCSD have STATA, such as the one on the ground floor of the Econ Building. 2. Lectures/TA Section I don’t take attendance, but please make sure to attend all the lectures. There is a lot of information in the book, and my job is to explain the most important topics during class (which turn out to be the ones I focus on for exams). You are responsible for all material covered during lectures. If you do miss a lecture, please make sure to obtain the notes from a classmate. We also have a weekly TA section for this class that is separate from the lectures.
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Econ120Bsyllabus - Econ 120B Econometrics II University of...

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