Applied
Econometrics, Term 1 2012-2013
Classes
(G1) Mondays 08:30-11:45am
(SOE/SOSS seminar room 2-9)
(G2) Mondays 03:30-06:45pm
(SOE/SOSS seminar room 2-9)
(G3) Tuesdays 08:30-11:45am
(SOE/SOSS seminar room 2-8)
Instructor
Professor SU Liangjun
E-mail: ljsu@smu.edu.sg,
Tel: 6828 0386
Office hours: Fridays
1:00-3:00pm or by appointment, at SOE/SOSS Building #05-052
Teaching Assistants
|
Name: |
YAP Hui San |
ZHANG Shuxian |
FANG Siyu |
|
Office: |
SOE building, GSR 2-9 |
SOE building, GSR
3-8 |
SOE building, GSR
3-6 |
|
Office hours: |
Wednesdays, 1-2pm |
Thursdays,
12:30-1:30pm |
Wednesday,
noon-1:00pm |
|
In charge of |
G1 |
G2 |
G3 |
|
E-mail: |
huisan.yap.2010@economics.smu.edu.sg |
sx.zhang.2010@economics.smu.edu.sg |
siyufang.2010@economics.smu.edu.sg |
Required Textbook
James H. Stock and Mark W.
Watson, Introduction to Econometrics, 3rd edition, Pearson, 2012.
Software
The full version of Eviews is accessible via SMU
Network: \\fs21\Applications\PC_Software_Image\Student\EViews7.
For instructions on how to install Eviews 7 in your own computer, please click here.
If you have any questions regarding
the installation of Eviews 7, please contact our
systems engineer FONG Kok Seng from
CIT at ksfong@smu.edu.sg for help.
Lecture Notes (downloadable from eLearn via SMU network)
Topic 0: Introduction (Stock and Watson, Chapter 1)
Topic 1: Review of Probability Theory (Stock and Watson, Chapter 2)
Topic 2: Review of Basic Statistics (Stock and Watson, Chapter 3)
Topic 3: Simple Linear Regression: Estimation (Stock and Watson, Chapter 4, caschool.xls, House1_data.xls)
Topic 4: Simple Linear Regression: Inference (Stock and Watson, Chapter 5)
Topic 5: Linear Regression with Multiple Regressors (Stock and Watson, Chapter 6)
Topic 6: Hypothesis Tests and Confidence Intervals in Multiple Regression (Stock and Watson, Chapter 7)
Topic 7: Nonlinear Regression (Stock and Watson, Chapter 8)
Topic 8: Internal and External Validity (Stock and Watson, Chapter 9)
Topic 9: Regression with a Binary Dependent Variable (Stock and Watson, Chapter 11)
Topic 10: Instrumental Variable Regression (Stock and Watson, Chapter 12)
Homework and Solutions
|
Homework (post date) |
Data |
Due Dates |
Solutions |
|
HW 1 (16 Aug, 2012) |
03/09/2012 for G1 & G2 04/09/2012 for G3 |
||
|
HW 2 (28 Aug, 2012) |
17/09/2012 for G1 & G2 18/09/2012 for G3 |
||
|
HW 3 (11 Sept, 2012) |
01/10/2012 for G1 & G2 02/10/2012 for G3 |
||
|
HW 4 (29 Sept, 2012) |
Not to turn in |
||
|
HW 5 (19 Oct, 2012) |
5/11/2012 for G1 & G2 6/11/2012 for G3 |
||
|
HW 6 (Nov 2, 2012) |
Not to turn in |
Mid-term Exam, Fall
2011 (posted on 16/08/2012)
Mid-term Exam
Solutions, Fall 2011 (posted on 16/08/2012)
Final Exam, Fall 2011 (posted on 16/08/2012)
Final Exam
Solutions, Fall 2011 (posted on 16/08/2012)
Tutorial
Materials
· Various Tables
Chi-square table, Durbin-Watson table (5%), F table (5%)
For additional course
material:
Please visit the publisher’s website http://catalogue.pearsoned.co.uk/educator/product/Introduction-to-Econometrics-International-Edition/9781408264331.page#downlaoddiv. Select Student Resources to access various resources including dataset and solutions to odd-numbered questions.
Announcements
(1)
Arrangement for the Mid-term Exam:
Time: 10:00am-noon on 20 October, 2012 (Saturday)
Place: Ngee Ann Kongsi Auditorium at the School of Accountancy
Remarks: Consumptions of food and drinks are prohibited inside the conference hall. Any spillages to furniture and carpet shall be subjected to cleaning charges up to $250.
(2)
Attention for G1 and G2 Students:
Public holiday:
Hari Raya Puasa, 20 August, 2012 (Monday)
Make-up date:
1 Sep, 2012 (Saturday, lecture time as usual)
(3) Attention for G2 Students:
Public holiday:
Eve of Deepavali, 12 Nov, 2012 (Monday’s afternoon)
Make-up date:
10 Nov, 2012 (Saturday, lecture time as usual)
(4)
Attention for G3 Students:
Public holiday:
Deepavali, 12 Nov, 2012 (Tuesday)
Make-up date:
17 Nov, 2012 (Saturday, lecture time as usual)
(5) Notes on the
forthcoming midterm (posted on Oct 14, 2012):
a) We are going
to have the mid-term exam on 20 October, 10am-noon, in the Ngee
Ann Kongsi Auditorium. Please arrive at the venue at
least 5 minutes ahead. The exam is
going to cover Topics 0-7. It is close-book. But you are allowed to bring an A4-sized formula sheet. You can write
or type on both sides but cannot share it with anyone in the exam venue.
b) A calculator is required for some numerical questions.
To be safe, keep at least four digits in your intermediate steps and final
answers. Note that you cannot share
your calculator with your classmates in any circumstance.
c) The exam will
contain 24 multiple choices questions (each is worth 2 points) and another 3
essay or open-ended questions (worth 52 points in total). Each essay or
open-ended question will contain multiple sub-questions, which are pretty
similar to those questions in your homework.
d) No electronic
device is ever allowed in the exam venue. Please switch off your cell phone
before you enter the exam venue and never
try to communicate with anyone with any device. Cheating of any sort is strictly prohibited and will be reported to the dean once caught.
e) Just in case
that you have last minute questions, I will extend my office hours on 19
October from 1-3pm to 1-4pm. You can also email me to ask short questions for
easy to type answers.
f) Best luck.
(6) Notes on the
forthcoming final exam (posted on Nov 9, 2012):
a) We are going
to have the final exam on 27 November, 5:00-7:00pm. The test venues for
different groups are as follows:
|
|
|
b) Please arrive
at the venue at least 10 minutes ahead.
The exam is going to cover Topics 3-10B, about 30% weight for Topcis 3-7 and 70% weight for Topics 8-10B. It is close-book. But you are allowed to
bring an A4-sized formula sheet. You
can write or type on both sides but cannot share it with anyone in the exam
venue.
c) A calculator is required for some numerical questions.
To be safe, keep at least four digits in your intermediate steps and final
answers. Note that you cannot share
your calculator with your classmates in any circumstance.
d) The exam will
contain 25 multiple choices questions (each is worth 2 points) and another 3
essay or open-ended questions (worth 50 points in total). Each essay or
open-ended question will contain multiple sub-questions, which are pretty
similar to those questions in your homework.
e) No electronic
device is ever allowed in the exam venue. Please switch off your cell phone
before you enter the exam venue and never
try to communicate with anyone with any device. Cheating of any sort is strictly prohibited and will be reported to the dean once caught.
f) Just in case
that you have last minute questions, I will extend my office hours on 26
November from 3-5pm. You can also email me to ask short questions for easy to
type answers.
g) Best luck
with all your finals.
Last updated 16 August 2012