SIMON FRASER UNIVERSITY
Department of Economics

Course Outline

COURSE:  Econ. 435-5			SEMESTER:  Spring 1997

TITLE:  Quantitative Methods       INSTRUCTOR:  D. Maki

Course Requirements:  The course grade will be based on a midterm examination (25%), a final examination, closed book, in class, during the regular examination period (50%) and an individualized computer problem assignment (25%) made in week 10 of the semester, due on the last day of class.  If the final exam grade is better than the midterm exam grade, the final exam will count for 75% and the midterm will be ignored.  

Texts:    Gujarati, Damodar, Basic Econometrics, Third 			Edition, Toronto:  McGraw-Hill, 1995.
          
   		White, K. J.S. Donna Wong, Diana Whistler and 		     S. A. Haun, SHAZAM Users Reference Manual, 			     latest Version.

Other References:     Kennedy, Peter, A Guide to 							 Econometrics, third edition, MIT Press, 				 1992.

Week 	Topic and Text Chapter

 1		Review of Statistics.
			Chapters 1, 2; Appendix A
 2, 3	Two-Variable Regression.
			Chapters 3, 4, 5
 4		Functional Form.
			Chapter 6
 5, 6, 7 	Multiple Regression
			Chapters 7, 8, 9; Appendix B 
			MIDTERM IN WEEK 7
 8		Multicollinearity.
			Chapter 10
 9		Heteroscedasticity and Autocorrelation.
			Chapters 11, 12
10   	Specification Errors, Dummy Variables.						Chapters 13, 14, 15
11    	Lagged Variables.
			Chapter 17
12, 13	Identification and Systems Estimation.
			Chapters 18, 19, 20