Econometrics
I
Lecturer: Burak
Saltoglu (Prof. of Economics)
Lectures:
Fridays: 10.00-13.00
Aim: This
course is to introduce the basic concepts of econometrics. Main focus is to
give the underlying idea behinh linear regression and statistical inference on
linear regression models. The textbooks are Gujarati's Basic Eonometrics (1995)
and Maddala's Introduction to Econometrics (1996) in addition to Johnston
and DiNardo (1997), Econometric Methods, Mc Graw Hill.
Lecturing: There
will be 3 hours of lectures for each topic. There will be weekly assignments
and every two weeks some assignments will be solved by a Research Assistant.
Students are expected to complete weekly assignments and run some
simulation and complete computer assignments.
Topics to be covered
Week
1: Introduction
Introduction
to Econometrics
Week 2 Statistical and Mathematical Revision
Week 3 Classical Linear Regression: (Chapters
3) Greene
Week 4 OLS Estimation and Inference (both in scalar
and matrix notation)
Week 5 Properties of OLS Estimators GAUSS Markov Theorem
Midterm
Week 7 Goodness of fit measures in OLS
Week 8 Hypothesis Testing (Chapter 4)
and t test
Week
9 Setting a Confidence intervals and interpreting economic
variables
Week
10 Joint Significance of
Econometric Models
Final
Assignements
Power Point Slides (Note some files are zipped with winrar which can be freely downloaded).
| Week 1 |
| Week 2 |
| Week 3 |
| Week 4 |
| Week 5 |
| Week 6 |
Grading: Midterm
(30%)
Final (55%)
Assignments and class performance: 15%