SIMON FRASER UNIVERSITY Department of Economics Course Outline COURSE: Econ. 435-5 SEMESTER: Spring 1999 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. Text: Ramanathan, Ramu, Introductory Econometrics with Applications, 4th edition, Dryden, 1998. Recommended: White, K. J. S., Donna Wong, Diana Whistler and S. A. Haun, SHAZAM Users Reference Manual, latest version. Kennedy, Peter, A Guide to Econometrics, latest edition. Week Topic and Text Chapter 1 Review of Statistics. Chapters 1, 2 2, 3 Two-Variable Regression. Chapter 3 4, 5 Multiple Regression and Multicollinearity. Chapters 4, 5 6, 7 Functional Form and Specification Tests Chapter 6 MIDTERM IN WEEK 7 8 Dummy Variables. Chapter 7 9 Heteroscedasticity and Autocorrelation. Chapters 8, 9 10 Lag Models. Chapter 10 11, 12 Identification and Systems Estimation. Chapter 13 13 Selected Topics and Catch-up.