North Carolina State University
Department of Economics
EC 451 Introduction to Econometrics Spring 2014
SYLLABUS
Class Time: Tuesday and Thursday 11:45am 1:00pm in Nelson Hall 1120
Instructor: Denis Pelletier
Ofce: 4162 Nelson Hall
Email: denis pelletier@
EC451 - Introduction to Econometrics - Spring 2013
Instructor: Denis Pelletier
Problem Set 1
Due date: January 28, 2014
Question 1. Let us consider the following model, yi = 0 + 1 xi + ui , where E [ui ] = 0,
cov (ui , xi ) = 0 and ui i.i.d. N (0, 2 ). Su
EC451 - Introduction to Econometrics - Spring 2014
Instructor: Denis Pelletier
Semester project assignment
Crime is an issue we always care about. Another issue we care about is money, even as we are
hopefully exiting the last nancial crisis. As the Gover
EC451 - Introduction to Econometrics - Spring 2014
Instructor: Denis Pelletier
Homework 2
Due date: February 6, 2014
Everywhere you need to use a signicance level in this problem set, use 5%.
Consider the following model for the selling price of a house:
EC451 - Introduction to Econometrics - Spring 2014
Instructor: Denis Pelletier
Problem Set 4
Due date: Friday, March 21 by 4pm.
Question 1. Exercise 12.9 on page 459 of the 2nd edition of Stock and Watson or page 458 in
the 3rd edition.
Question 2. Empiri
EC451 - Introduction to Econometrics - Spring 2014
Instructor: Denis Pelletier
Problem Set #3
Due date: March 18, 2014
Question 1. Consider the following panel data model,
yit = 1 x1it + 2 x2i + 1 d1i + 2 d2i + + N dNi + uit
where
d1i =
1 if i = 1
, d2i =