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.