Temple University
Department of Economics
Economics 615
Econometrics I
Fall 2004
Syllabus
| Date | Topic from Peracchi | Notes | Homework |
| 9/1 | Linear Algebra Appendix A |
Matrix Algebra
Problems in Mathview Problems in MathCAD |
|
| 9/8 | Linear Algebra | Proposed paper topic. | |
| 9/15 | Probability Appendix C |
Descriptive Statistics and Probability | Algebra
Answer Key |
| 9/22 | Probability
Relations Among Distributions |
Linear algebra and probability | Probability
and RV's: Part I
Answer Key |
| 9/29 | Asymptotic Theory Appendix D |
Asymptotic
Theory Big Oh - Little Oh |
Probability and
RV's: Part II
Answer Key |
| 10/6 | Asymptotic Theory | Abstract | |
| 10/13 | Mid-term Exam | ||
| 10/20 | Point Estimation Chapter 4 |
Sampling Distributions and
Estimation
Conditional Quantiles |
|
| 10/27 | Hypothesis Testing Chapter 5 |
Hypothesis Testing, Small Sample and Large Sample | Annotated Bibliography |
| 11/3 | Classical Linear Regression Chapter 6 |
Miller L1, L2, L3 | Inference |
| 11/10 | Violations of Assumptions Chapter 7 |
Multiple Regression: Gauss-Markov and GLS
Misspecification, Missing Data, Multicollinearity MillerL8 |
Multiple Regression |
| 11/17 | Violations of Assumptions | Outline, click here for an excellent example of an outline. | |
| 11/24 | Thanksgiving Break, no class. | ||
| 12/1 | CLM Hypothesis Testing Chapter 9 |
Hypothesis Testing:t-tests, F-tests, large sample tests | Heteroscedasticity |
| 12/8 | Finishing Up and Review | Hypothesis Testing | |
| 12/15 | Final Exam in our usual location and time. Answer Key |
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