Econometrics Syllabus
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Alice Louise KassensEconometrics Syllabus
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Alice Louise KassensECON 448 Introduction to Econometrics
Instructor Office Office Hours Text: Studenmund, A. H. (2011). Using Econometrics: A Practical Guide. Boston, MA: Pearson. Acock, Alan C. (2012). A Gentle Introduction to Stata. College Station, TX: Stata Press Software: Stata 13 (via RCRC) Goals: Display a firm grasp of economic knowledge Demonstrate proficiency in a variety of communication skills Conduct rigorous economic analysis and research Demonstrate computer proficiencies for economic analysis Requirements: ECON 321 or 322 or permission; INQ 240 Dr. Alice Louise Kassens West 234 T 12:30-2:30 pm, W 1:00-3:00 pm Phone (540) 375-2428 E-mail kassens@roanoke.edu Appts Online calendar
Course Schedule (subject to change): Week 1 (8/26-30) 2 (9/2-6) Topic Introduction Statistical Principles Required Reading Chapter 1 (Stata 1) Chapter 1, 17 (Stata 2, 4, 5) Homework #1 3 (9/9-13) OLS Chapter 17, 2 (Stata 6-7) Prospectus 4 (9/16-20) OLS Chapter 2, 11 (Stata 8) Homework #2 5 (9/23-27) Using regression analysis Chapter 3 (Stata 9-10) Homework #3 6 (9/30-10/4) The Classical Model Chapter 4
Week
Topic
Required Reading Test #1
7 (10/7-11)
Hypothesis testing
Chapter 5 Literature Review
8 (10/21-25)
Specification
Chapter 6-7 Homework #4
9 (10/28-11/1)
Multicollinearity
Chapter 8 Test #2
10 (11/4-8) 11 (11/11-15)
Serial Correlation Heteroskedasticity
Chapter 9 (Stata 13) Chapter 10 (Stata 12) Homework #5
12 (11/18-22) 13 (11/25-29) 14 (12/2-6)
Heteroskedasticity Dummy dependent variables Dummy dependent variables
Data and Methodology write-up Chapter 13 (Stata 11) Final Paper
Evaluation: Instrument Attendance Homework (5) Prospectus Literature Review Data and Methodology write-up Final Paper Test (2)/Final Exam % 5 15 5 5 5 15 50
Attendance: Students are expected to be in class every day. If you cannot make it to class you must alert me prior the start of class for you to be considered excused. Students will be marked present any day that I take attendance and they are either present or excused. More than three unexcused absences will result in a full course letter grade reduction.
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Homework: Homework sets are due in class unless you are told otherwise. Late assignments will be accepted with a 10% deduction per hour it is late starting at the deadline. The associated do-files must be attached for each Stata assignment, else suffer a 10% grade penalty. The results for Stata problems must be neatly presented; copying a log file is not acceptable. You will be graded on your presentation. Prospectus: A 2-3 page prospectus is due September 12 by 5:00 pm via Turnit-In. The homework late penalty will be used. Emailed papers will not be accepted. Your prospectus must include a clear motivation, research question, and hypothesis. Additionally, you must include a developing literature review linking the selected papers to your project. APA guidelines should be followed. Additional details will be given at a later date. Literature Review: A 3-5 page literature review is due October 11 by 5:00 pm via Turnit-In. The homework late penalty will be used. Emailed papers will not be accepted. APA guidelines should be followed. Additional details will be given at a later date. Data and Methodology write-up: A 3-5 page write-up is due November 22 by 5:00 pm via Turnit-In. The homework late penalty will be used. Emailed papers will not be accepted. Your write-up must describe your hypothesis and economic and econometric models. Additionally, you must carefully describe the variables needed and data sources. A screen shot of the first page of your data spreadsheet must be attached, but not included in the page count. Final Paper: A 20-25 page final paper is due December 6 by 5:00 pm via Turnit-In. The homework late penalty will be used. Emailed papers will not be accepted. The do-file showing all Stata commands for your project must be included as an attachment, but not included in the page count. APA guidelines should be followed. Additional details will be given at a later date. Examinations: Tests will be on the Thursday of the week listed on the course schedule unless otherwise announced. If you have a conflict with the test(s), you must notify me at least a week in advance and make other arrangements. Late tests for unexcused absences are not given and a zero will be recorded in these cases. Tests will be reviewed, but will be collected by the professor afterwards. All tests are property of the professor. You may come to review your test during office hours. Resources: If you are on record with the Colleges Special Services as having a special academic or physical need requiring accommodations, please present the required paperwork and make arrangements at least one week prior each test. Academic Integrity: This course requires both group and individual work. You are expected to follow the instructions for all assignments, including what are considered acceptable and unacceptable resources. Doing your own work and properly acknowledging the work of others are fundamental and crucial values in an academic environment. Violations of academic integrity will immediately be referred to the proper authorities. Electronic devices: Calculators are permitted for exams, but all cell/smart phones, iPods, etc. must be placed at the front of the room prior the exam. Bathroom breaks will not be permitted during tests and exams due to prior bad acts of former students. Cell/smart phones and iPods must be turned off prior any class period. You may use a computer to take notes but you may not log onto the Internet unless you are told to do so by the professor.
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