Econometrics 2.

Winter 2010

 

 

Instructor: Gabor Kezdi

Teaching Assistant: Agnes Szabo-Morvai

kezdig@ceu.hu

Office: 404, Nador 11, Economics Department

Office hours: Monday 3 to 4 PM

szabo_agnes@ceu-budapest.edu

Office: 416/B, Nador 11, Economics Department

Office hours: TBA

 

Course prerequisite:      Econometrics 1 (CEU MA 1st)

Credits:                        5 CEU credits (10 ECTS credits)

Course website:             http://www.personal.ceu.hu/staff/Gabor_Kezdi/Econometrics-2/econometrics-2.htm

Main text:              Wooldridge, Jeffrey M., Introductory Econometrics, 2nd ed. Thompson, 2003.

 

syllabus

sample questions

background material to download

all data from Wooldridge's Intro textbook; with the Dataset Handbook

grading of the term paper

 

Term paper deadlines

  Submission of first draft (to me, electronically, and also to Academic Writing): March 24

  Submission of final version (to me, both electronically and printed): Noon, April 9

File name should be of this format: Lastname_Firstname_1.pdf (first draft) and Lastname_Firstname.pdf (final version)

 

 

Problem Sets (edition 3 numbers in parentheses)

Note: Practice problems are not compulsory but could be checked with the teaching assistant (upon request, during office hours)

 

 

Problems from the textbook

Due date

PS_1

9.3, 9.6, 9.7, 9.8

(9.3, C9.1, C9.2, C9.3)

Jan 20, 9:00 AM

PS_2

9.4, 10.2, 10.3

(9.4, 10.2, 10.3)

Jan 27, 9:00 AM

PS_3

11.1, 11.4, 11.6
(11.1, 11.4, 11.6)

Feb 3, 9:00 AM

PS_4

12.3, 12.7, 12.15

(12.3, C12.1, C12.9)

Feb 10, 9:00 AM

PS_5

13.1, 13.6, 13.7

(13.1, 13.6, 13.7)

Feb 17, 9:00 AM

PS_6

14.1, 14.7, 14.8

(14.1, C14.1, C14.2)

Feb 24, 9:00 AM

PS_7

15.1, 15.3, 15.10

March 10, 9:00 AM

PS_8

15. 11, 15.14, 15.15

(15. 11, C15.3, C15.4)

March 19, 9:00 AM

PS_9

17.1, 17.2, 17.9

(17.1, 17.2, C17.2)

March 22, 9:00 AM

PS_10

17.3, 17.6, 17.10

(17.3, 17.6, C17.3)

March 26, 9:00 AM

 

 

additional resources

  A complete PowerPoint slide show of Wooldridge’s introductory textbook, from the publisher’s website
    (go to Student Resources and look for “PowerPoint Slides”)

  EViews 3.1 user’s guide (a huge pdf file to download: it’s 7 Mbs!)

  EViews tutorial from the University of Washington

  Other Eviews internet references, collected by D.J.C. Smant of Rotterdam