ECON835 Course Outline and Assignments Week Chapter Covered Assignment (Due the following week, Thursday) 1 review, Ch.1-8 None - 2 hour Quiz on Tuesday of Week 2 2 Matrix Alegra Primer, A1 See Web Page Appendix B 3 9.1-9.3, Appendix 9 A2 See Web Page OLS 4 MLE, Properties of A3 See Web Page Estimators 4.4, Appendix 4A 7.4, 7.5 5 Forecasting, A4 See Web Page Testing 9.6-9.9, 5.5,5.8 6 Testing Hypotheses, None J.Johnston "Econometric Methods" 5.4, p.181-189 7 Testing Hypotheses, None - Midterm Next Week Structural Change, Dummy Variables, Specification Error 8.8, 9.6-9.8, ch.15, ch.13 8 Midterm Tues. (2 hrs) A5 See Web page Multicollinearity ch.10 9 Specification Error A6 See Web page ch.13 10 GLRM, A7 See Web page Heteroskedasticity ch.11 11 Autocorrelation A8 See Web page ch.12 12 Endogeneity A9 See Web page ch.18,19,20 13 Endogeneity, Qualitative Variables ch.18,19,20, ch.16