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Introduction to Econometrics

Lecturer: Tanapong Potipiti Email: [email protected] Office hours: By appointment

Language

I will give lecture in Thai. However, all written material (exam, homework and notes) will be in English.

Objective:

This class will teach you a standard undergraduate course in Econometrics

Textbook

Introduction to Econometrics (2007) by Christopher Dougherty.

The book is reserved at the econ library.

Grading

Homework 10%

Midterm 40%

Final 50%

Bonus (for answering questions in class) 5%

Minus Point (for disturbing behaviors in class) -10%

Homework

Each homework will be posted on http://pioneer.netserv.chula.ac.th/~ptanapo1/metric/

Each homework is due about 1 week after posting.

Topics

-Random Variables, Sampling, and Estimation

-Properties of regression coefficients and hypothesis testing -Multiple regression analysis

-Transformation of variables -Dummy variables

-Specification regression variables: a preliminary skirmish -Heteroscedasticity

-Stochastic repressors and measurement errors -Simultaneous equations estimation

-Binary choice models and maximum likelihood Estimation -Models using time series data

-Autocorrelation

Referensi

Unduh sekarang ( PDF - 1 Halaman - 10.15 KB )

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