Syllabus+2011+ECON+220A - Department of Economics...

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Department of Economics Professor Dale J. Poirier University of California, Irvine September 22, 2011 ECON 220A / 221A Statistics and Econometrics I Fall, 2011 SYLLABUS Time and Location: ECON 220A meets Tuesday and Thursday, 11:00am - 12:20pm, in SSPA 3132. ECON 221A (Laboratory) meets Friday 11:00am - 12:20pm, in SSPA 3132. Students must enroll in both 220A and 221A. The instructor for the lab is Phillip Li ( His office hours will be determined during the first lab. Office Hours: W: 9:30am - 11:30am; SSPA 3171; telephone: (949) 824-3186; email: Course Description: This course covers probability and mathematical statistics necessary to prepare students for econometric study and empirical work. Topics include probability theory, distributions, sampling, and point estimation. Pre-requisite: Graduate standing or consent of the instructor. Grading: There are two open-book exams worth 1/3 and 2/3, respectively. Homework problems from class notes are covered in weekly laboratory sessions. Although homework assignments are not collected, their mastery is essential for satisfactory completion of the exams. Course Materials: Poirier, D. J., 1995, Intermediate Statistics and Econometrics: A Comparative Approach (MIT Press). Supplementary Course Materials: The following books may be helpful. 1. Abadir, K. M. and J. R. Magnus, 2005, Matrix Algebra , Cambridge University Press. 2. Angrist, J. D. And J.-S. Pischke, 2009, Mostly Harmless Econometrics: An Empiricist’s Companion (Princeton). 3. Bierens, H. J., 2004, Introduction to the Mathematical and Statistical Foundations of Econometrics (Cambridge University Press). 4.
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Syllabus+2011+ECON+220A - Department of Economics...

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