EC 228 02 Econometric Methods

Fall 2009, Prof. Baum, Ms. Phillips (tutor), Ms. Pumphrey (grader)

Tutorial sessions led by Ms. Phillips, shared with Prof. Kazarosian's section 01:

• Monday 3:00-4:00 PM, Carney 302
• Wednesday 9:00-10:00 AM, Carney 306
• Friday 12:00-1:00 PM, Carney 103

Prof. Baum's office hours: Tu, Th 1:30-3:00 PM, LCOB 486 and by appointment.

Downloadable Syllabus

Midterm Exam: Tuesday 3 November | sample exam

Final Exam: Monday 21 December, 9:00 AM

Class Policy: If you are absent for two or more consecutive lectures for medical reasons, accommodation will be made in grading problem sets due during that time. Please provide documentation of your excused absence from the Dean's Office, campus health clinic or other medical provider.

Problem Sets:

• Problem Set 1, due 17 September
  Answer key for PS1 (pdf)

• Problem Set 2, due 29 September
  Answer key for PS2 (pdf)

• Problem Set 3, due 13 October
  Answer key for PS3 (pdf)

• Problem Set 4, due 27 October
  Answer key for PS4 (pdf)

• Problem Set 5, due 10 November
  Answer key for PS5 (pdf)

• Problem Set 6, due 19 November
  Answer key for PS6 (pdf)

• Problem Set 7, due 8 December

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
• 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.