Text:
Course Objective:
Course Information:
Attendance Policy:
Office Hours:
| Day | ||||
| M | Tu | W | Th | F |
| 12:20-4:30 |
9:30-10:45 2:00-3:15 |
12:20- 1:10 |
9:30-10:45 2:00-3:15 |
-- |
| Instructor: | Steve Miller |
| Office: | 291 Barre |
| Phone: | Office: 656-3374 or 5786 |
| E-mail: | smllr@clemson.edu |
|
Text: |
||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
|
Introduction to Econometrics (Third Edition) by G.S. Maddala, New York, Wiley, 2001. | |||||||||||||||
|
Course Objective: |
||||||||||||||||
|
|
Students obtain an understanding of the basic statistical tools used in applied economics research. At the end of the semester, students will be able to set up an econometric model, estimate the model, perform appropriate diagnostic and hypothesis tests, and interpret the results without embarrassing themselves or their instructor (that would be me). | |||||||||||||||
|
Course Information: |
||||||||||||||||
|
|
Course grades are determined by your performance in these areas: homework,
a mid-term exam, and a final exam. Each of these areas contributes 33.3%
toward your final grade. |
|||||||||||||||
|
Attendance Policy: |
||||||||||||||||
|
|
I do not take a daily roll. However, class attendance is expected. I expect to notify you in advance if I am forced to miss a class. In the event that this is not possible, you are obligated to wait on me for 15 minutes after the scheduled starting time of the class. | |||||||||||||||
|
Office Hours: |
||||||||||||||||
|
|
My teaching schedule for this semester is as follows: | |||||||||||||||
|
||||||||||||||||
|
|
Except for these course times and the lunch hour (12:00- 1:00 PM), I should be in my office Monday throught Thursday. I may be out of town on some Fridays. If you want to make sure that I am in, call me at 656-3374 or 5786. | |||||||||||||||
Course Outline:
| Topic | Text Chapters |
|---|---|
| Introduction | 1 |
| Review of statistical theory, distributions, hypothesis testing, estimation | 2 |
| Simple Regression | 3 |
| Multiple regression | 4 |
| Mid-term Exam | 1-4 |
| Heteroskedasticity | 5 |
| Autocorrelation | 6 |
| Multicollinearity | 7 |
| Dummy variables, limited dependent variables | 8 |
| Simultaneous equations | 9 |
| Expectations, distributed lags | 10 |
| Errors in variables | 11 |
| Diagnostics | 12 |
| Final Exam | (cumulative) |
Milestones:
| Date | Event |
|---|---|
| August 24 (T) | last add day |
| October 21 (T) | Mid-term exam (tentative) |
| November 1-2 (M-T) | Fall Break |
| November 3 | Registration for spring |
| November 24-26 (W-F) | Thanksgiving break |
| December 2 (TH) | last class meeting |
| December 4 (S) | Final Exam (6:30-9:30 p.m.) |
Note: This syllabus is preliminary and is subject to change. The syllabus distributed in class is the official version.
Fall 2004 Course List 
AE & S Home
2004 by Stephen E. Miller, Department
of Applied Economics & Statistics, Clemson University, Clemson, SC. 29634
updated 10/18/040