EC 228 Econometrics

Fall 2002, Prof. Baum

Downloadable Syllabus (Adobe Acrobat format)

Midterm Exam: Thursday 24 October

Course materials:

Wooldridge datasets: descriptions and access commands

Lecture Notes (pdf):

• Chapter 1: Introduction
• Appendix C: Mathematical statistics
• Chapter 2: Simple regression model
• Chapter 3: Multiple regression model: estimation
• Chapter 4: Multiple regression model: inference
• Chapter 6: Multiple regression model: further issues
• Chapter 7: Multiple regression analysis with binary variables
• Chapter 8: Heteroskedasticity
• Chapter 9: Specification, data problems
• Chapter 10: Regression analysis with time series data
• Chapter 12: Serial correlation and heteroskedasticity in time series regressions
• Chapter 15: Instrumental variables and two-stage least squares
• Chapter 16: Simultaneous equations models

Stata GradPlan site

The BCEC Statistical Software Component Archive of StataList contributions

Access to Economic and Financial Data at Boston College

BC Econ Guide to Data Resources

You may send Prof. Baum an email message or contact him at 552-3673 (voicemail). Office hours scheduled for Fridays 1:00-3:00 and by appointment.