EC 228 01 Econometric Methods

Fall 2008, Prof. Baum, Ms. Phillips (tutor), Mr. Dmitriev (grader)

Tutorial sessions (shared with Prof. Seitz' section):
Monday 3:00-4:00 PM (Carney 002), Wednesday 9:00-10:00 AM, Friday 12:00-1:00 PM (Carney 009)

Prof. Baum's office hours scheduled for Tu, Th 1:30-3:00 PM (LCOB room 486) and by appointment.
No office hours 9 September, 13 November.

Downloadable Syllabus

Midterm Exam: Tuesday 28 October | sample exam

Final Exam: Tuesday 16 December, 9:00 AM | sample exam (no key available)

Problem Sets:

• Problem Set 1, due 23 September
  Answer key for PS1 (pdf)

• Problem Set 2, due 2 October
  Answer key for PS2 (pdf)

• Problem Set 3, due 14 October
  Answer key for PS3 (pdf)

• Problem Set 4, due 23 October
  Answer key for PS4 (pdf)

• Problem Set 5, due 6 November
  Answer key for PS5 (pdf)

• Problem Set 6, due 20 November
  Answer key for PS6 (pdf)

• Problem Set 7, due 4 December
  Answer key for PS7 (pdf)

Course materials:

Wooldridge datasets: descriptions and access commands

Example of Stata usage (pdf)

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

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.