# Elementary Econometrics

Econ 444, The Ohio State University, Winter 2011

## Course Information

**Meeting Time:**Tuesday and Thursday, 10:30 AM–12:18 PM**Classroom:**0315 Boyd Lab**Office Hours:**Tuesday and Thursday, 1:15–3:00 PM (415 Arps Hall)**Teaching Assistant**: Xi Qu**TA Office Hours:**Monday and Wednesday, 1:30–2:30 PM (310 Arps Hall)

## Course Materials

- Syllabus
- Grade Distributions (Updated March 17, 2011)
- Lecture 1: Introduction
- Lecture 2: Regression
- Lecture 3: Ordinary Least Squares
- Lecture 4: Multiple Regression
- Lecture 5: Gretl Tutorial
- Lecture 6: The Coefficient of Determination
- Lecture 7: Applied Regression Analysis
- Lecture 8: The Classical Linear Model
- Lecture 9: Hypothesis Testing
- Lecture 10:
*t*-Tests - Lecture 11:
*p*-Values and*F*-Tests - Lecture 12: Omitted Variables and Irrelevant Variables
- Lecture 13: Functional Form
- Lecture 14: Multicollinearity
- Lecture 15: Serial Correlation
- Lecture 16: Heteroskedasticity
- Lecture 17: Binary Response Models

## Homework

- Homework 1, due January 13, 2011.
- Homework 2, due January 20, 2011.
- Homework 3, due January 27, 2011.
- Homework 4, due February 17, 2011.
- Extra Credit Assignment, due March 3, 2011.
- Homework 5, due February 24, 2011.
- Homework 6, due March 8, 2011.

## Datasets

## Articles

Sykes, Alan O. (2000). An Introduction to Regression Analysis, In E. Posner (Ed.),

*Chicago Lectures in Law and Economics*. Foundation Press.McCloskey, Donald N. (1985). The Loss Function Has Been Mislaid: The Rhetoric of Significance Tests

*American Economic Review: Papers and Proceedings*75, 201–205.Hirschfeld, Mary, Robert L. Moore and Eleanor Brown (1999). Exploring the Gender Gap on the GRE Subject Test in Economics

*Journal of Economic Education*26, 3–15.Romer, David (1993). Do Students Go to Class? Should They?

*Journal of Economic Perspectives*7, 167–174.

## Other Useful Texts

- Kennedy, Peter (2003).
*A Guide to Econometrics*. MIT Press. - Gujarati, Damodar N. and Dawn C. Porter (2008).
*Basic Econometrics*, 5th Edition. McGraw Hill. - Hill, R. Carter, William E. Griffiths, and Guay C. Lim (2008).
*Principles of Econometrics*, 3rd Edition. John Wiley & Sons.