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Econometrics-I-1

Part 1 introduction course objective develop the

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Part 1: Introduction Course Objective          Develop the tools needed to read about  with understanding and to do empirical  research using the current body of  techniques. ™    15/21
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Part 1: Introduction Prerequisites p A previous course that used regression p Mathematical statistics p Matrix algebra We will do some proofs and derivations    We will also examine empirical applications ™    16/21
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Part 1: Introduction Readings p Main text: Greene, W., Econometric Analysis,  7th Edition, Prentice Hall, 2011. p A few articles p Notes and materials on the course website:      http://www.stern.nyu.edu/~wgreene/Econometrics/Econometrics.htm ™    17/21
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Part 1: Introduction http://people.stern.nyu.edu/wgreene/Econometrics/Econometrics.htm ™    18/21
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Part 1: Introduction The Course Outline No class on:   Tuesday, September 18 Thursday, November 22 Midterm: October 30 ™    19/21
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Part 1: Introduction Course Applications p Software n LIMDEP/NLOGIT provided, supported n SAS, Stata, EViews optional, your choice n R, Matlab, Gauss, others n Questions and review as requested p Problem Sets: (more details later) ™    20/21
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Part 1: Introduction Course Requirements p Problem sets: 5 (25%) p Midterm, in class (30%) p Final exam, take home (45%) p Enthusiasm     21/21
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Part 1 Introduction Course Objective Develop the tools...

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