Advanced Econometrics I (session F2)
Peking University HSBC Business School
Spring 2013-Module 4
Advanced Econometrics I
Text:
Jefferey M. Wooldridge (2009), Introductory Econometrics: A Modern Approach, 4th Edition, 清华大学出版社(English Version).
Fumio Hayashi (2000), Econometrics, Princeton University Press. (Optional)
Other Course Materials:
Lecture notes
Course Objective:
The purpose of the course is to help students develop a theoretical framework for analyzing cross sectional data by means of regression models.
The main topics covered in this course include the basic linear regression model and extensions of it.
Grading Policy:
Class Participation:
I firmly believe that we learn by actively participating in the learning process. Thus, you are strongly encouraged to read course materials before coming to the class. Also, please remember your active participation in the class discussion may affect your grades at the margin.
Academic Honesty:
Academic dishonesty discourages learning. Therefore all students are expected to abide by the code of academic honesty of PHBS, and to interact with one another respectfully, fairly, and honestly. Known instances of academic dishonesty will be prosecuted through the university’s judiciary system.
Main Topics:
Spring 2013-Module 4
Advanced Econometrics I
Professor: Lan Ju, Ph.D. Office: C-401
Phone: 86-755-26032653 Email: julan@phbs.pku.edu.cn
Class Time: M/R 10:10-12:00 Classroom: C125
Office Hours: By appointment
TA: Bing Han, bing.dream@gmail.com
Phone: 86-755-26032653 Email: julan@phbs.pku.edu.cn
Class Time: M/R 10:10-12:00 Classroom: C125
Office Hours: By appointment
TA: Bing Han, bing.dream@gmail.com
Text:
Jefferey M. Wooldridge (2009), Introductory Econometrics: A Modern Approach, 4th Edition, 清华大学出版社(English Version).
Fumio Hayashi (2000), Econometrics, Princeton University Press. (Optional)
Other Course Materials:
Lecture notes
Course Objective:
The purpose of the course is to help students develop a theoretical framework for analyzing cross sectional data by means of regression models.
The main topics covered in this course include the basic linear regression model and extensions of it.
Grading Policy:
| In-class Exercise | 20% |
| Homework | 10% |
| Midterm | 30% |
| Final Exam | 40% |
| 100% |
Class Participation:
I firmly believe that we learn by actively participating in the learning process. Thus, you are strongly encouraged to read course materials before coming to the class. Also, please remember your active participation in the class discussion may affect your grades at the margin.
Academic Honesty:
Academic dishonesty discourages learning. Therefore all students are expected to abide by the code of academic honesty of PHBS, and to interact with one another respectfully, fairly, and honestly. Known instances of academic dishonesty will be prosecuted through the university’s judiciary system.
Main Topics:
| ☺ | Nature of Econometrics and Economic Data (Ch.1)
|
| ☺ | The Two-Variable Linear Regression Model (Ch.2)
|
| ☺ | Multiple Linear Regression (Ch.3-4)
|
| ☺ | Further Issues in Multiple Regression (Ch. 6-8)
- A Binary Dummy Dependent Variable: The Linear Probability Model
- Testing for Heteroskedasticity - Weighted Least Squares (WLS)/ Generalized Least Squares (GLS) Estimation |
| ☺ | Other Topics in Regression (Ch.15 & Ch.17)
|