Econometrics 2011 Spring

General Information

• Course Number: EC310
• Lectures: Wednesday (all weeks) 10:00am-11:45am at East-Mid 4-503
• Computer Labs : Monday (even weeks) 8:00am-9:40am in Computation Center
• Office Hour: Wednesday 12:30-14:00pm or by appointment
• Office: North Building #413, Antai Campus
• Phone: 021-52301191
• TA: To be announced.
• Course email: sjtu.econometrics At gmail.com (You should send all homeworks to this address)
• My email: junhuiq At gmail.com

Objectives

EC310 is an introductory course in econometrics. The course covers linear regression with cross-section and time series data. Both theoretical study and lab practice are emphasized. At the end of this course, students are expected to be able to conduct basic empirical research in economics and finance.

Prerequisites

• Introductory microeconomics and macroeconomics, calculus, statistics, linear algebra

Lectures

1. Introduction to econometrics
2. Linear regression, the model and its estimation
3. Diagnostics of linear regression
4. Inference on linear regression
5. More topics on cross-section models
6. Time series

Labs

1. Introduction to Eviews (data: cgss05.csv) (More tutorials: 1 2)
2. Esimation of Linear Regression (data: engel.txt cgss05.csv)
3. Model Diagnostics (data: engel.txt nerlove1.csv)
4. Inferences (data: cgss05.csv data.zip)
5. Multiple Tests (data: vote1.csv discrim.zip)
6. Linear Regression with Qualitative Information
7. Binary Choice Model (data: mroz87.txt)

Problem sets

• PS1 Exam preparation

Grading

• Class participation (10%), problem sets (30%), final exam (60%). The exam is close-book with one cheat sheet.

Textbooks

• Introduction to Econometrics: A Modern Approach 3rd Ed., J.M. Woodridge, Cengage Learning. (《计量经济学导论：现代观点》，清华经济学系列英文版教材，清华大学出版社)
• 《EViews使用指南与案例》，张晓峒，机械工业出版社，2007

Last updated: Fed 16, 2011