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ECONOMICS 622
ECONOMETRICS II
Spring 2004
Prof. William C. Horrace
Office: Eggers Hall 426
Office Telephone: 443–9061
Office Hours: 9:30–11:00 T, Th
Text
Greene, William H., Econometric Analysis, 5th ed. (Prentice Hall, 2003)
Overview
This course is a continuation of Economics 621, and its objective is to provide
a rigorous
treatment of additional econometric methods that have become standard tools.
Attendance is mandatory.
Prerequisites
ECN 620 and 621, or equivalent
Homework
There will be regular assignments throughout the semester. These will be both
empirical and theoretical and will be worth 20% of your grade. For empirical
problems, students may use any software package that they like unless otherwise
specified. (There are a few assignments early in the semester where students
must use Gauss.)
Exams
There will be one midterm exam worth 40% of your final grade. The final exam
will also be worth 40%. There will be no make-up exams. Unexcused absence from
an exam will result in an exam score of zero.
Grading
Homework - 20%
Midterm Exam - 40%
Final Exam - 40%
Topics
Introduction to the Gauss Programming Language
Monte Carlo and the Bootstrap
Qualitative and Limited Dependent Variables
Panel Data Techniques
Duration Models
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