ECN410 ECONOMETRICS

Dr. Divya Balasubramaniam

Course Syllabus: Fall 2014
In this course you will learn to specify and estimate statistical relationships among
economic variables, and to design and implement tests of hypotheses about (and make predictions
based on) these relationships. The prerequisite for this course is ECN311 or other approved
statistics courses. Textbook reading assignments will be supplemented with classroom handouts
and electronic files. Subscription to STATA (student version), an econometric software is
required for the course. More details at the end of syllabus.
Class Hours:

9.05am-9.55am, MWF; Room MH 314

Office Hours:

Tuesday: 11.00am -1.30pm, Wednesday: 1.00pm-2.00pm,

Thursday: 11.00am-1.30pm, and by appointment.

E-Mail:

dbalasub@sju.edu

Textbook:

Basic Econometrics, 5th Edition by Damodar Gujarati & Dawn

Porter

Course Requirements:

4 problem sets
25%
2 tests
20% (each)
1 final exam
30%
Pop-quizzes/assignments 5%

Learning Objectives:
To acquire a basic understanding of the application of statistical inference (empirical
research) to Economic Models (theory) in economics.
To use econometric software such as STATA to analyze, estimate and make logical
inferences about statistical relationships using real data.
Important Dates:
Classes Begin
Monday, August 25
Labor day (No class)
Monday, September 1
Last day of Drop/Add
Tuesday September 2
Problem Set #1
Friday, September 19
Exam-1
Wednesday, October 8
Fall Break
October 13-14
Midterm Grades due
Thursday, October 16
Problem set #2
Friday, October 31
Withdrawal Deadline
Friday, October 24
Exam-2
Friday, November 21
Problem set #3
Friday, November 24
Thanksgiving Break
November 26- November 30
Problem set #4
Monday, December 8
Classes End
Monday, December 8
Final Exam
TBA
Please see below for the course outline. The course syllabus and course outline are general plan
for the course; deviations (including changes in exam dates) announced to the class by the
instructor may be necessary.

Course Outline and Reading Assignments:

I.

Introduction

II.

The Nature of Regression Analysis- Chapter 1

III.

Two-Variable Regression Analysis: Some Basic Ideas- Chapter 2

IV.

Two-Variable Regressions Model: The Problem of Estimation- Chapter 3

V.

Classical Normal Linear Regression Model- Chapter 4

VI.

Two-Variable Regression : Interval Estimation and Hypothesis Testing- Chapter 5

VII.

Extensions of the Two-Variable Linear Regession Model- Chapter 6

VIII.

Multiple Regression Analysis : The Problem of Estimation- Chapter 7

IX.

Multiple Regression Analysis : The Problem of Inference- Chapter 8

X.

Discussion on Omitted Variable Bias : (Blackboard for Reference)

XI.

Relaxing the Assumptions of the Classical Model : Multicollinearity- Chapter 10 &

Heteroscedasticity- Chapter 11

STATA requirements :
Refer to the following web address for pricing details :
http://www.stata.com/order/new/edu/gradplans/student-pricing/

GOOD LUCK FOR THE SEMESTER!