Economics 272

David Guilkey

David Guilkey@UNC.EDU

Spring 2004

Book: A Guide to Modern Econometrics (2000). Marno Verbeek.

Statistical Package: STATA Version 8 (we can provide data sets in earlier versions if needed). STATA is available in all the computer labs or it can be purchased at a special student rate from the bookstore.

COURSE OUTLINE

I. Statistical and Matrix Notation ReviewII. Linear Regression Model (Ch. 2)

III. Model Selection and Functional Form (Ch. 3)

IV. Heteroskedasticity and Autocorrelation (Ch. 4)

Midterm Exam (30%)

V. Endogenous Regressors (Ch. 5)

VI. Maximum Likelihood (Ch 6)

VII. Limited Dependent Variable Models (Ch. 7)

VIII. Univariate Time Series Models (Ch. 8)

IX. Panel Data Models (Ch. 10)

Problem Sets (20%) - Data sets will either be here or will be emailed.

Final Exam (50%)