Econometrics 2.

Winter 2011

 

 

Instructor: Gabor Kezdi

Teaching Assistant: Peter Farkas

kezdig@ceu.hu

Office: 404, Nador 11, Economics Department

Office hours: Monday 3:30 to 4:30 PM

farkas_peter@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 and also to Academic Writing): March 21, 9 AM

     I need an electronic copy only

     File name should be of this format: Lastname_Firstname_first_draft.pdf

  Submission of final version: April 8, 9 AM

     I need an electronic and a hard copy as well (nothing fancy) 

     File name should be of this format: Lastname_Firstname_term_paper.pdf

 

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, 9.8 (C9.3), 9.9 (C9.4)

practice: 9.5, 9.7 (C9.2), 9.13 (C9.8)

Jan 31, 1:30PM

PS_2

10.6, 11.2, 11.10 (C11.3)

practice: 10.3, 10.13 (C10.7), 11.1, 11.6, 11.7

Feb 09, 11 AM

PS_3

11.16 (C11.9), 12.5, 12.14 (C12.8)

Feb 16, 11 AM

PS_4

12.1, 12.7 (C12.1), 12.11 (C12.5)

Feb 21, 1:30 PM

PS_5

13.2, 13.6 (different in ed3), 13.10 (C13.4)

practice: 13.1, 13.5, 13.14 (C13.8)

Feb 23, 3:30 PM

PS_6

14.2 (different in ed3), 14.6 (C14.1), 14.12 (C14.7)

practice: 14.1, 14.3, 14.7 (C14.2)

March 2, 11 AM

PS_7

15.2, 15.6, 15.8

practice: 15.1 (different in ed3), 15.3, 15.10

March 9, 11 AM

PS_8

15.12 (C15.1), 15.16 (C15.3)

practice: 15.13 (C15.2), 15.17 (C15.6), 15.18 (C15.7)

March 18, 1:30 PM

PS_9

17.2 (different in ed3), 17.6 , 17.8 (C17.1), 17.16 (C17.9)

March 21, 1:30 PM

PS_10

17.1, 17.9 (C17.2), 17.13 (C17.6)

March 30, 10:00 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