ECO 4421
ECO 4421 * We aren't endorsed by this school

# ECO 4421 Intro to Econometrics

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• ##### Professor:
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Mason, staff
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May 11, 2016
| Would highly recommend.

This class was tough.

Course Overview:

This course focuses on techniques for estimating regression models, on problems commonly encountered in estimating such models, and on interpreting the estimates from such models. The goal of the course is to teach you the basics of the theory and practice of econometrics and to give you experience in estimating econometric models with actual data.

Course highlights:

Simple linear regression: WR, Chapter 2 9/12 Simple linear regression: WR, Chapter 2 9/17 Simple linear regression: WR, Chapter 2 9/19 Quiz #1; no lecture 9/24 Multiple linear regression – estimation; WR, Chapter 3 9/26 Multiple linear regression – estimation; WR, Chapter 3 10/1 Multiple linear regression - estimation: WR, Chapter 3 10/3 Quiz #2; Multiple linear regression – estimation: WR, Chapter 3 10/8 Multiple linear regression – inference: WR, Chapter 4 10/10 Multiple linear regression – inference: WR, Chapter 4 10/15 No meeting – fall break 10/17 Multiple linear regression – inference: WR, Chapter 4 10/22 Multiple linear regression – inference: WR, Chapter 4 10/24 Midterm exam 10/29 Multiple regression – OLS asymptotics: WR, Chapter 5 10/31 Multiple regression – further issues: WR, Chapter 6 11/5 Quiz #3, Multiple regression – further issues: WR, Chapter 6 11/7 Multiple regression – qualitative variables: WR, Chapter 7 11/12 Multiple regression – qualitative variables: WR, Chapter 7 11/14 Heteroskedasticity: WR, Chapter 8 11/19 Quiz #4, Heteroskedasticity: WR, Chapter 8 11/21 Bonus lecture on social experiments

Hours per week:

9-11 hours