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INTRODUCTION TO ECONOMETRICS Economics 3200 Spring 2010 Department of Economics, Cornell University INSTRUCTOR: Prof. Francesca Molinari OFFICE: Uris Hall 492 TELEPHONE: (607) 255-6367 E-MAIL: [email protected] OFFICE HOURS: Thursday 11:00 am - 12:30 PM Thursday 3:00 PM - 4:00 PM COURSE WEB-SITE On Blackboard TEACHING ASSISTANTS: Sai Man Simon Kwok Tae-Hoon Lim SECTION 1±2: SECTION 3±4: OFFICE: Uris Hall 457 (Simon Kwok) Uris Hall 449B (Tae-Hoon Lim) E-MAIL: [email protected] (Simon Kwok) [email protected] (Tae-Hoon Lim) OFFICE HOURS: M 2:30-4:00PM, F 12:00-1:00PM (Simon Kwok) M 10:30-12:00PM, W 10:30-12:00PM (Tae-Hoon Lim) Course Description Econometrics is the art of taking a theoretical economic model and placing it into a statis- tical framework where data is used for the purposes of prediction, measurement, and/or testing of economic theory. One of the most popular statistical frameworks in econometrics is the linear regression model. It has been (and will continue to be) the most common starting point in econo- metric studies. Knowledge of the linear regression model and its extensions is essential for doing empirical work in economics, business, and other social sciences. The purpose of this course is to give students a working knowledge of the most important aspects of the linear regression model. Much of the underlying statistical theory will be covered, but emphasis will also be placed on ap- plication of the theory from a practical standpoint. This course is taught at a relatively advanced level for an undergraduate econometrics course. For those seeking a less theoretical and more applied course in econometrics, Econ 3210 is a
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This note was uploaded on 04/14/2010 for the course ECON 3200 taught by Professor Neilsen during the Spring '08 term at Cornell University (Engineering School).

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