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{\LARGE \bf BOSTON\ COLLEGE}

{\bf Department of Economics} 
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\noindent ECON\ 2228 03:\ Econometric Methods, Spring 2015 \\ 
Course homepage: {\tt http://fmwww.bc.edu/EC-C/S2015/2228/} \\
Prof.\ Christopher Baum (
{\tt http://ideas.repec.org/e/pba1.html}) \\
Maloney Hall\ 388,  email {\tt baum@bc.edu} (7x24)\\
Office Hours:  M 10:00--noon, Tu 2:30--4:30 PM and by appt. (email) \\ %  M, W 1:00--2:45 PM\ and by appt.\\
Lectures held in O'Neill 253, 3:00--4:15 PM\\

\bigskip This course is designed to introduce students to {\it econometrics}: the
field of economics which develops the methods by which statistical tools are
employed in empirical research. We will focus on estimation and inference in
the context of the most widely used methodology, linear regression analysis
of a single equation. Students completing the course will gain an
understanding of the analytical foundations of econometric analysis as well
as acquiring significant hands-on experience with data analysis and the
economic interpretation of empirical findings.

ECON\ 2228 is a required course for the A\&S\ Economics major. At least one semester of calculus is a required prerequisite (as it is for ECON\ 2201 and ECON\ 2202, the intermediate theory courses). An understanding of partial derivatives is valuable. ECON\  2228 is the first course of a two-course sequence in econometrics offered at Boston College. The second course, ECON\ 3327, Financial Econometrics, is offered only in the spring semester, and is not offered in Spring 2015.

ECON\ 2228 is  a four-credit-hour course, with three hours of lecture and a mandatory one-hour lab section for which you registered as ECON 2227. 
The lab sections involve applied work and graded homework assignments, which will be worth 20\% of the course grade. You will be introduced to the Stata statistical package, available on {\tt http://apps.bc.edu}, which has been used in ECON\ 1151 and ECON 2228 labs since Fall 2012. We expect that most ECON 2228 students will have taken the Economics Department's version of ECON\ 1151 (rather than the %Fr.\ McGowan's 
CSOM version) % during AY 2012--2013, 
and will already have some familiarity with Stata. 
For those who do not have that background, please consult your lab instructor for additional resources.

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\noindent\textbf{Required text/software: } J.M.\ Wooldridge (W), {\it Introductory Econometrics: A Modern Approach}, (South-Western College Publishing, 5th ed., 2013) and access to the {\it Stata} statistical package. Stata is available to all BC community members via the BC\ Applications Server on {\tt http://apps.bc.edu} using the Citrix Receiver application on your own laptop. %Stata may also be used  in the O'Neill Library CTRC. %Off-campus use may require the use of VPN\ on your machine (see the Help Center). 
Personal copies of Stata may also be purchased through the Stata GradPlan.\footnote{\tt http://www.stata.com/order/new/edu/gradplans/campus-gradplan/} A six-month license for Stata/IC would be appropriate. Note that Small Stata is not adequate for use in ECON 2228.

\noindent\textbf{Recommended text: } C.F.\ Baum, {\it An Introduction to Modern Econometrics Using Stata}, Stata Press, 2006.\footnote{{\tt http://stata-press.com/books/imeus.html}; check the Stata Press price if you're thinking of buying from Amazon or the BC\ Bookstore.} On reserve at O'Neill Library.

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\noindent\textbf{Expected background:}
(a) Completion of ECON 1151 or ECON 1155, Economic Statistics, or equivalent (b) familiarity with
the materials in W\ Appendices A, B, and C, which will not be covered. There are some summary notes on the material in Appendix C\ on the course website. If you are not fully familiar with these concepts, review the textbook appendix.

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\noindent\textbf{Course requirements:}
35\% final examination; 25\% midterm examination; 20\% graded homework
assignments; 20\% lab exercises. No makeup examinations will be given. Homework assignments in the lecture will involve both analytical exercises and some computer work.
The assignments  are to be your own work and will not be accepted after their due dates. You are responsible for familiarity with the College of Arts \& Sciences' policy on
academic integrity:
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http://www.bc.edu/offices/stserv/academic/resources/policy/#integrity
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You are expected to attend each lecture, having
adequately prepared the material to be discussed. Please help us keep to the
schedule by arriving {\bf before 3:00 PM} and getting settled before the lecture is scheduled to commence.


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\noindent\textbf{Software:}
The lab exercises and homework assignments will require you to become familiar with Stata, a general-purpose statistical package in wide use across social science and health science
disciplines. The first several weeks' labs will provide you with information on the use of Stata as needed for class exercises.  Stata has the same ``look and feel'' on all platforms on which it runs: Mac OS\ X, Windows, Linux, and Unix. There are extensive web-based
tutorials on the use of Stata for regression analysis accessible via the
course home page. There is also extensive on-line help within the program,
and links from Stata's ``search'' command to Internet-accessible resources
as well. You may submit any questions on Stata use to me via email, which I
read and answer seven days a week. 

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&   {\large \textbf{Tentative Schedule}} \\ 
\hline
{\small Meetings} & {\small Dates} & {\small Material} \\ 
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{\small 1} &	{\small J 12} & {\small Ch.\ 1:\ Nature of econometrics} \\ \\
%& \multicolumn{2}{l}{{\it No lectures 9, 11 September; lab section meets}}\\ \\
{\small 2, 3, 4} & {\small J 14, 21, 26} & {\small Ch.\ 2: Simple regression model} \\ \\
{\small 5, 6, 7} & {\small J 28, F 2, 4} & {\small Ch.\ 3: Multiple regression analysis: Estimation} \\ \\
%& \multicolumn{2}{l}{{\it No lecture Wed 1 Oct; lab section meets}} \\ \\
{\small 8, 9, 10} & {\small F 9, 11, 16} & {\small Ch.\ 4: Multiple regression analysis: Inference} \\ \\
{\small 11, 12} & {\small F 18, 23} & {\small Ch.\ 6:\ Multiple regression analysis: Further issues} \\ \\
{\small 13} & {\small F 25} & {\small Ch.\ 7.1--7.4:\ Dummy variables I} \\ \\
%& \multicolumn{2}{l}{{\it No lecture Mon 27 Oct; lab section meets}}\\ \\
{\small 14} & {\small M 9 } & {\small \bf Midterm exam, Chapters 1--4, 6} \\ \\
{\small 15, 16, 17} & {\small M 11, 16, 18} & {\small Ch.\ 7.1--7.4:\ Dummy variables II} \\ \\
{\small 18, 19} & {\small  M 23, 25} & {\small Ch.\ 8.1--8.4:\ Heteroskedasticity} \\ \\
{\small 20, 21} & {\small M 30, A 1} & {\small Ch.\ 9.1--9.2, 9.4--9.5:\ Specification and data problems} \\ \\
{\small 22, 23, 24} & {\small A 8, 13, 15} & {\small Ch.\ 10, 12.1--12.5: Regression with time series data} \\ \\
{\small 25, 26, 27} & {\small  A 22, 27, 29} & {\small Ch.\ 15.1--15.7: Instrumental
variables, 2SLS} \\ \\
%{\small 26} & {\small D 6} & {\small Ch. 16.1--16.5: Simultaneous equations models} \\ \\
& {\small Thu 7 May,  9:00--11:30 AM} & {\small \bf Final exam}\\
\hline
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