The
ECON346 Econometrics
(http://www.uic.edu/~jmlee/econ346)
Grade : Mid
Term Exam (20%), Final (25%), Four Problem Sets (20%), Lab Assignments and
presentation (20%),
Regression
Project (10%+ extra credit), and Class Attendance and Quizzes (5%). All grades will be posted on
BLACKBOARD
at http://blackboard.uic.edu/. Please check your grade frequently!!!
All homework and lab assignments will be collected in
class only. No late submission
will be allowed.
Class Schedule Example
WEEK 1
Introduction
to Statistics, Describing data, Nature of random variables
Probability
and Probability Distributions (ST_Ch16, G_CH2)
WEEK 2
Sampling, Sample distributions (ST_Ch16, G_CH3)
WEEK 3
Confidence Intervals and
Hypothesis Tests (ST_Ch16, _CH4)
WEEK 4
Computer Lab 1 Introduction to Excel
(Lab Assignment #1 Due)
Ordinary Least Squares
(OLS) (ST_Ch1, 2)
(Problem
Set #1 Due)
WEEK 5
Computer Lab 2 OLS using Excel I
, Multiple Regression Analysis and Estimation of
OLS
WEEK 6
Computer Lab 3 OLS using Excel II
(Lab
Assignment #2 Due)
Classical Model
Assumptions (ST_Ch4)
WEEK 7
OLS Statistical
Inference and Hypothesis Test (ST_Ch5, G_CH6,7 )
(Problem
Set #2 Due)
WEEK 8
Exercise on
Hypothesis Test (ST_Ch5, G_CH6,7 )
MID TERM EXAM
th
WEEK 9
Computer Lab 4 Car Project Begin (Group
Project)
(Regression
Project Proposal Due)
Choosing Independent
Variables (ST_CH6)
Specification
error (ST_CH6)
WEEK 10
Dummy
Independent Variables (ST_CH6)
Multicollinearity
(ST_Ch8)
Computer Lab 5 Car and Regression Project continued
,Choosing a Functional Form (ST_CH7)
(Problem
Set #3 Due)
WEEK 12
Serial
Correlation (ST_CH9)
WEEK 13,
Computer
Lab 6 Car Project Presentations (Problem Set #4 Due)
(Car
Project Due)
Heteroskedasticity
(ST_CH9)
WEEK 14
Heteroskedasticity
(ST_CH9)
WEEK 15
Regression
Diagnostic Tests (ST_Ch11)
Extensions of
the basic regression model
Review
(Regression Project Due)
FINAL EXAM WEEK