ECON 107 APPLIED ECONOMETRICS

 

Term 1, 2008-2009

 

Associate Professor Jun YU

SESS Building #5055

Tel: 6828-0858

Email: yujun@smu.edu.sg

 

Welcome to ECON 107!

Please bookmark this site to download material for the class.

  

Basic material

 

·         Outline of course, reference book, and assessment scheme (loaded on Aug 12, 2008)

·         How to install EViews (loaded on Aug 12, 2008)

·         EViews tutorial guide (Print a copy of this file for use in class! loaded on Aug 12, 2008)

·         Answer to the odd-numbered questions in the textbook (loaded on Aug12, 2008)

 

Notes for lectures

 

·         Lecture 1 (loaded on Aug 12, 2008, corresponding Word Document)

·         Lecture 2 (loaded on Aug 12, 2008, corresponding Word Document)

·         Lecture 3 (loaded on Aug 12, 2008, corresponding Word Document)

·         Lecture 4 (loaded on Aug 12, 2008, corresponding Word Document)

·         Lecture 5 (loaded on Sept 11, 2008, corresponding Word Document)

·         Lecture 6 (loaded on Sept 18, 2008, corresponding Word Document)

·         Lecture 7 (loaded on Sept 30, 2008, corresponding Word Document)

·         Lecture 8 (loaded on Oct 8, 2008, corresponding Word Document)

·         Lecture 9 (loaded on Oct 15, 2008, corresponding Word Document)

·         Lecture 10 (loaded on Oct 22, 2008, corresponding Word Document)

·         Lecture 11 (loaded on Oct 30, 2008, corresponding Word Document)

 

Sets of tutorial questions

 

·         Problem set 1 (loaded on Aug 12, 2008, answer (loaded on Sept 9))

·         Problem set 2 (loaded on Aug 12, 2008, answer (loaded on Sept 11))

·         Problem set 3 (loaded on Aug 12, 2008, answer (loaded on Sept 18))

·         Problem set 4 (loaded on Aug 12, 2008, answer (loaded on Oct 04))

·         Problem set 5 (loaded on Sept 11, 2008, answer (loaded on Oct 15))

·         Problem set 6 (loaded on Sept 18, 2008, answer (loaded on Oct 15))

·         Problem set 7 (loaded on Sept 30, 2008, answer (loaded on Oct 30))

·         Problem set 8 (loaded on Oct 8, 2008, answer (loaded on Oct 30))

·         Problem set 9 (loaded on Oct 15, 2008, answer (loaded on Nov 6))

·         Problem set 10 (loaded on Oct 22, 2008, answer (loaded on Nov 19))

·         Problem set 11 (loaded on Oct 30, 2008, answer (loaded on Nov 19))

 

Assignments

 

·         Assignment 1 (loaded on Sept 11, 2008, due on Sept 24, 5pm, answer (loaded on Sept 27))

·         Assignment 2 (loaded on Oct 20, 2008, due on November 5, 5pm, answer to question 1 (loaded on Nov 7))

 

 

Individual Project (loaded on Oct 1, 2008, due on Nov 14, 5pm)

 

Sample Questions for Mid-term Test (loaded on Sept 30 2008, answer)

 

Two Sets of Sample Questions for the Final Exam 

(set 1 and partial answer; set 2 and answer; loaded on Nov 06 2008)

 

Midterm test (answer, loaded on Oct 18 2008)

 

Formula sheet for midterm test (loaded on Oct 7, 2008)

 

Formula sheet for final exam (loaded on Nov 6, 2008)

 

Extra note for the 1st computer session (loaded on Aug 12, 2008)

 

Extra Review Material for Statistics (loaded on Aug 12, 2008)

 

Statistical tables

 

·         Normal table (loaded on Aug 12, 2008)

·         T table (loaded on Aug 12, 2007)

·         Chi-square table (loaded on Aug 12, 2008)

·         5% F table (loaded on Aug 12, 2008)

·         5% 2 sided D-W d table (loaded on Aug 12, 2008)

 

Datasets used in the textbook

 

 

Links

·         A useful website related to the textbook

·         Yahoo Finance

·         Jun YU's homepage