Basic Information

 

Course FAQ

Syllabus

Topics

Supplemental Notes

 

Tutor: Bill Lewis

 

Duquesne Writing Center (Appointment required. I strongly advise that you take each draft of your semester paper to the writing center before handing it in.)

 

 

Required Materials

 

Code of Ethics

 

Introduction to Econometrics, 4th Edition, Maddala and Lahiri

 

 

Recommended Materials

 

Stata (student version) (purchase code is DUQ29)

 

Stata Commands

 

Using Eviews for Undergraduate Econometrics, ISBN 0-471-41239-2

 

Keys for Writers: A Brief Handbook, ISBN 0-618-19207-7

The Nuts and Bolts of College Writing, ISBN 0-872-20573-8

Purchase these books and work through the exercises on your own. I make no allowances in this course for weak writing skills.

 

From a different author, there are 43 on-line videos and summaries on writing topics. Regardless of whether or not you purchase the book above, I strongly advise that you review each of the videos and summaries.

 

 

Communicating via Email

 

In this course, you will regularly communicate with me via email regarding your research paper. I typically receive between 50 and 100 emails each day. To avoid delays, attach all relevant documents to your email (e.g., data sets, draft papers, reference papers). When responding to a question from me, hit REPLY and *do not* delete the sequence of communications that leads up to my question. While you are communicating only with me and can remember the background to our conversation, I am communicating with at least twenty other students and do not remember the background.

 

 

Computer Use Policy

 

This class meets in the computer lab. Use of e-mail, or IM, and web surfing (with the exception of when you are directed to do so) is prohibited. You may think that you are good at multi-tasking. Experimental evidence strongly suggests otherwise. Each instance in which I observe you misusing computers during class will cost you 10% points from your final course grade.

 

 

Exams and Homework Assignments

 

Assignment #11: Assigned 3/8, Due 3/10.

Do this using this.

 

Assignment #10: Assigned 2/19, Due 2/22.

Do this using this.

 

Assignment #9: Assigned 2/17, Due 2/19.

Do this using this.

 

Assignment #8: Assigned 2/10, Due 2/19.

Read chapter 11. Do the end of chapter exercises.

 

Assignment #7: Assigned 2/10, Due 2/12.

Read chapter 8 sections 1 through 6. Do the end of chapter exercises: 4, 5, and 6.

 

Assignment #6: Assigned 1/26, Due 2/8.

Read chapter 6. Do the end of chapter exercises.

 

Assignment #5: Assigned 1/26, Due 2/1.

Read chapters 4 and 7. Do the end of chapter exercises in each chapter.

 

Assignment #4: Assigned 1/1, Due 2/8.

Commit the contents of this document to memory. I will give each of you an oral exam on this document. Your possible scores are binary: 100% if you answer all of my questions correctly, completely, and without hesitation; 0% otherwise.

 

Assignment #3

Beginning 1/18/10, I expect you to read the Wall Street Journal each day. At a minimum, you should read (1) the front page of section A, (2) the opinion and editorial sections (usually the last three pages of section A), and (3) the front page of Marketplace (usually section B). I expect you to be up to date on these readings at all times as I will ask you pop questions from time to time as part of your participation grade. To obtain a subscription, go here and click on the link on the right side of the page that says, “Professor/student subscriptions”.

 

Assignment #2: Assigned 1/1, Due 4/27.

You must obtain Bloomberg certification in four Bloomberg modules. This is the description of the Bloomberg certification program. This is the list of modules required for the certification.

 

Assignment #1: Assigned 1/1, Due 1/12.

Read the following articles for interesting ideas for your semester paper. Article 1, Article 2, Article 3, Article 4 (page 1), Article 4 (page 2), Article 5, Article 6, Article 7, Article 8, Article 9.

 

 

Handouts and On-Line Help

 

Data Sets Used in Class

 

   Latest version of in class projects

   Multicollinearity

   ARMA Structures Data Set

   Heteroskedasticity

   Non-linearity (in regressors)

   Non-linearity (in parameters) (text)

   Non-stationary

   Dummy Variables (text)

   Regime Change (text)

   Stochastic Regressors (simple regression)

   Stochastic Regressors (multiple regression)

   Estimating Demand and Supply vis TSLS

   Logit (sales) (text) (analysis)

   Logit (business cycles) (text)

   Censored and Truncated Data

   Panel Data Set #1

   Panel Data Set #2

   Model Evaluation

   Stepwise Data Mining

   Exhaustive Regression Data Mining

   Granger Causality

   Identifying Anomalies (text)

   Distributed Lags (text)

   Transformed Dependent Variable

   k-Fold Holdout Program for EViews

   Global Warming Data Set

 

Additional Readings

 

   Semester Paper

      Descriptions of stages

      Sample paper and style guide

      Presentation example

      Peer reviewed journals in Business Fields and Economics

      Peer reviewed journals in Economics

 

   Correlation and Causality

   Summary of Statistical Anomalies

   Error Covariance Matrices

 

   Bloomberg instructions

   Information for Bloomberg Product Certification Users

 

Other Stuff

 

   A comprehensive dictionary of statistical measures

   Relationships Among Distributions

   Regression Demo

   Probabilities Spreadsheet

   Excel Tutorial

   Dictionary of Financial Terms

   Glossary of Statistical Terms I

   Glossary of Statistical Terms II

   Encyclopedia of Probability and Statistics

   Hyperstat Online

 

 

Forecasting