Course Syllabus Applied Econometrics, ECON 6306

Course Information Applied Econometrics, ECON 6306.501 Fall 2011 Thursday, 7-9:45 WSTC 1.216 Professor Contact Information
Tammy C.M. Leonard Email: Leonard@utdallas.edu Office: WSTC, Suite 1.6 Office Hours: Thursday 5-7pm or by appointment.

Course Pre-requisites, Co-requisites, and/or Other Restrictions

This course has no official pre-requisites; however, it is assumed that you have had some basic introduction to quantitative methods such as mathematical economics and/or under-graduate level econometrics.

Course Description This course is an introduction to the principle methods commonly used in economic analysis. We will introduce both the theoretical under-pinnings of these methods as well as the practical implementation of the methods using computer software (e.g. STATA). Student Learning Objectives/Outcomes The course objectives are as follows: 1. Identify different types of economic data sets and the analytic tools that are appropriate for each 2. Understand the basic ecnometric toolset for multivariate analysis 3. Be able to apply the proper tools to a given research question and data set 4. Understand how to interpret the results of econometric estimations 5. Gain a working knowledge of STATA Required Textbooks and Materials Hill, Griffiths & Lim. 2011. Principles of Econometrics, 4e. John Wiley & Sons. ISBN: 978-0-470-62673-3 Suggested Course Materials STATA software NOTE: STATA is available in all EPPS computer labs, but we will be using it extensively in this course, so purchasing your own private license may be useful. Student pricing is available; see http://www.stata.com/order/new/edu/gradplan.html For Additional STATA help: Using STATA for Principles of Econometrics by Adkins & Carter (ISBN: 978-0-470-18546-9) A Gentle Introduction to STATA (ISBN: 978-1597180757) For More Advanced Econometrics: Econometric Analysis of Cross Section and Panel Data by Wooldridge (ISBN: 978-0-262-23258-6)

Course Syllabus

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Assignments & Academic Calendar Review and OLS 8/25: Introduction / Review Ch 1,2, Probability Primer, Appendix B Self-Review: Appendix A 9/1: Simple Regression Ch 2,3 Self-Review: Appendix C 9/8: Simple Regression II Ch 4 (stop after 4.3.3) Multivariate Regression 9/15: Multivariate Regression Concepts Ch 5, 6,7 HW #1 and STATA Assignment #1 Due

9/22 Exam 1 (Review & Simple Linear Regression) 9/29: Time Series 10/6: Advanced Regression Conscepts & Simultaneous Equation Models Ch 8 & 10, Ch 11 Time Series I Ch 9 & 12 HW #2 and STATA Assignment #2 Due

10/13: Exam 2 (Multivariate Regression) 10/20: Time Series II Ch 13 & 14 10/27: Catch-up or Review Other Types of Models 11/3: Panel Data Ch 15 HW #3 and STATA Assignment #3 Due 11/10: Exam 3 (Time Series) 11/17: Discrete Models & Survival Analysis Ch 16 11/24Thanksgiving Holiday 12/1: Final Exam (Cumulative) STATA Final Due

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Grading Policy
Grades will be calculated as follows: Homework 10% STATA Assignments 10% Exam 1 20% Exam 2 20% Exam 3 20% Final Exam 20% NOTE: The final exam will be graded based on 70% exam score and 30% STATA Final The Final Exam is cumulative in nature therefore, an alternative grading scheme is acceptable if it provides a higher final grade. Homework 10% STATA Assignments 10% The highest 2 grades of Exams 1, 2 or 3 will be worth 20% each Final Exam 40% Letter grades will be assigned according to the following scale. I reserve the right to alter this scale in your favor if deemed necessary. A+ 97-100 C+ 77-79 A 93-96 C 73-76 A90-92 C70-72 B+ 87-89 D+ 67-69 B 83-86 D 63-66 B80-82 D60-62 F Below 60

Course & Instructor Policies

Make-up exams are available only for a university excused absence. Appropriate documentation and make-up exam must be scheduled 1 week prior to the scheduled exam unless the university excused absence is of an unscheduled nature. However, the alternative grading scheme shown above is available to any student. Class attendance is not required, but is highly encouraged. Much of the content of this course will be developed from class discussion and selected readings. All class discussions are candidates for exam questions.

Off-campus Instruction and Course Activities

Below is a description of any travel and/or risk-related activity associated with this course.

Policies and Procedures for Students

The University of Texas at Dallas provides a number of policies and procedures designed to provide students with a safe and supportive learning environment. Brief summaries of the policies and procedures are provided for you at http://provost.utdallas.edu/home/index.php/syllabus-policies-and-procedures-text and include information about technical support, field trip policies, off-campus activities, student conduct and discipline, academic integrity, copyright infringement, email use, withdrawal from class, student grievance procedures, incomplete grades, access to Disability Services, and religious holy days. You may also seek further information at these websites: http://www.utdallas.edu/BusinessAffairs/Travel_Risk_Activities.htm http://www.utdallas.edu/judicialaffairs/UTDJudicialAffairs-HOPV.html http://www.utsystem.edu/ogc/intellectualproperty/copypol2.htm http://www.utdallas.edu/disability/documentation/index.html

These descriptions and timelines are subject to change at the discretion of the Professor.

Course Syllabus

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