Econometrics I
Peking University Shenzhen Graduate School
HSBC Business School
Econometrics I Syllabus (Fall 2011 Second Module)
Course Basic Information
Instructor: Yu Zhou, Ph.D.
Meeting hours: Monday & Wednesday 10:30am-12:20pm
Meeting location: C105
Office hours: Monday & Wednesday 9:00-10:00am
Instructor’s office: C314
E-mail: yuzhou@phbs.pku.edu.cn
Object student: economics required
Credits: 3
Teaching assistant: pending
Course Objectives
This is an introductory graduate level course in econometrics. Econometrics is statistical analysis of economic and financial data. It is widely applied to estimate economic relationship, test economic theory and evaluate government and business policies. It has also been applied to management, marketing, sociology, etc. This course helps students use and understand regression, explore the economic intuition of regression analysis, and introduces students some widely used econometric models. Based on instructor’s research background, some model application will be also presented, so students can get sense on how to conduct independent research in their theses. Some assignments might need the help of econometric software, such as SAS, STATA, Eviews, or Excel.
Prerequisites
Probability and statistics; linear algebra, basic econometric software
Recommended Texts
Econometric Analysis, 7th edition, by William Greene, Prentice Hall, 2011
Homework Assignments
There will be two homework assignments that should be done individually. You may discuss assignments in groups, but should write up your answers independently. Each time we find identical answer between several students, 10 points will be deduced from their final grades respectively.
No late homework will be accepted, so DO NOT bargain this with me.
Grading Policies
Attendance checks: 5 (10%)
Homework assignments: 2 (10%), one before the midterm, the other between two exams.
Midterm, in class (30%) – date pending
Final exam (comprehensive), in class (50%) – date pending
If you miss the midterm and have verified reason (basically, personal sickness, family member death), your final exam will be counted 80% towards your final course grade, but you will have to work on more questions in your final exam given proportionally more time. You have to take the final exam in order to have a grade from this course. If you miss the final exam, you have to make up for it.
E-mail
We use pkusz emails as our basic communication tool, but I will collect your personal email address as a backup. I expect everyone to check their e-mail at least daily. Frequently, time-sensitive announcement will be distributed via emails. Please be sure that you are on the distribution list for the class during the first 2 weeks of the course.
Academic Integrity
You fail the class if you plagiarize in your assignments or cheat in your exams/homework. Furthermore, the school discipline committee will be notified by the instructor of any such case. Most likely, penalty could be anywhere between misconduct recording and expel. Read the following link to make sure you fully understand what plagiarism is defined. If you still have question, feel free to stop by my office.
Show courtesy to your classmates and instructor by coming to class on time, turning off your cell phones, and not leaving the classroom during class time.