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Required Texts Greene, William H. Econometric Analysis. New York, NY: Prentice Hall, 1999. ISBN: 9780130132970.
Kennedy, J. A Guide to Econometrics. Malden, MA: Blackwell, 1998. ISBN: 0631200886.
Reading Assignments by Lecture
| Part 1: Introduction | | 1 | Problems of Measuring Effects and Causes | | | 2 | Multivariate Regression | Kennedy. Chapter 1 (plus).
Greene. Chapters 1, and 2.1-2.2. | | Part 2: Matrix Algebra | | 3 | Matrix Algebra - Vectors and Matrices, Addition, Multiplication | Greene. Appendix A. | | 4 | Matrix Algebra - Determinants and Inverses | Greene. Appendix A (cont.) | | 5 | Matrix Algebra - Inverses and Quadratics | Greene. Appendix A (cont.) | | 6 | Matrix Algebra - Differentiation and Optimization | Greene. Appendix A, chapters 3.1-3.2, and 17.1-17.3. | | Part 3: Regression Model | | 7 | Model and Interpretation
Projections and Partial Regression Plots
Properties: Unbiasedness and Bias | Greene. Chapter 3.3-3.6.
Greene. Chapters 4.1-4.3, 8.2, and 5.4. | | 8 | Properties of Estimates | | | 9 | Variance and Confidence Intervals | Greene. Chapters 4.4-4.8.
Recommended
Appendix C. | | 10 | Prediction | Greene. Chapter 6.6. | | 11 | Hypothesis Tests and Model Selection | Greene. Chapters 6, 7, and 8. | | 12 | Maximum Likelihood Estimation | Greene. Chapters 5.1-5.2, and 17.1-17.4.
Recommended
Greene. Appendix D. | | 13 | Qualitative Dependent Variables: Probit and Logit | Greene. Chapter 21 (skip 21.5).
Greene. Appendix E5.5, and E5.6. | | 14 | Sources of Inefficiency: Heteroskedasticity and Weighting | Greene. Chapters 4.9, and 11. | | 15 | Bootstrapping and Quantile Regression | Greene. Appendix E.4, and chapter 16.3. | | Part 4: Quasi-Experiments | | 16 | Panel Models | Greene. Chapter 13. | | 17 | Panel Models (cont.) | Greene. Chapter 13 (cont.) | | 18 | Instrumental Variables | Greene. Chapters 5.4-5.7. | | 19 | Instrumental Variables (cont.) | Greene. Chapter 15. | | 20 | Research Design | |
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