Description
The topics covered in this course represent a
standard course in
econometrics, i.e. the classical linear
regression model,
ways to detect departures from the
assumptions of
that model, and possible corrections for
these problems.
Texts
R. RamanathanIntroductory Econometrics 4th Ed.
and K. White's Shazam: Econometrics Computer
Program Users
Reference Manual, Latest Version.
Most of you should consult P. Kennedy's
A Guide to Econometrics Latest Edition, and some
may wish to purchase this book.
Course Outline
(available as a text file)
Data Files
SHAZAM Command Files
- (Monte Carlo example used in lecture:
text file)
- (Computer Problem # 1:
text file)
- (Computer Problem # 2:
text file)
- (Computer Problem # 3:
text file)
- (Computer Problem # 4:
text file)
- (Computer Problem # 5:
text file)
- (Computer Problem # 6 (first part):
text file)
- (Computer Problem # 6 (second part):
text file)
- (Computer Problem # 7 (first part):
text file)
- (Computer Problem # 7 (second part):
text file)
- (Computer Problem # 8:
text file)
- (Computer Problem # 9:
text file)
Project Instructions
(Available as a text file)
Mark's Shazam Instructions
(available as a text file)
Old Midterm Exam
(1997 available as a text file)
(1998 available as a text file)
(1999 available as a text file)
Old Final Exams
(1997 available as a text file)
(1998 available as a text file)
(1999 available as a text file)
MAP
(Avail. as a jpg file)
Dennis Maki, Professor |
maki@.sfu.ca