SIMON FRASER UNIVERSITY
                  Department of Economics

                       Course Outline

COURSE:  Econ. 835-4               SEMESTER:  Spring 1999

TITLE:  Quantitative Methods       INSTRUCTOR:  D. Maki

Course Requirments:  I suggest the course grade be based on
a final examination, closed book, in class, during the
regular examination period (50%), a midterm examination
(25%), 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 grade, the midterm will be ignored and the final
will count for 75%.  The midterm is thus optional.

Texts:    G. S. Maddala, Introduction to Econometrics,      
          second edition, Macmillan, 1992 (M).

          P. Kennedy, A Guide to Econometrics, latest       
          edition.

          SHAZAM User's Reference Manual, latest version.

Other References:    Gujarati, Damodar, Basic Econometrics,
                     3rd ed., McGraw-Hill, 1995 (G).

                         Topic and Readings

Week 1         Review of Basic Concepts.
               M - Ch. 1, 2; G - App. A, Ch. 1; K - Ch. 1,2.

Weeks 2 - 4    OLS Estimators and Their Properties.
               M - Ch. 3, 4; G - Ch. 2-9; K - Ch. 2-4.

Weeks 5, 6     Serial Correlation and Heteroscedasticity.
               M - Ch. 5, 6; G - Ch. 11, 12; K - Ch. 8.

Week 7         Multicollinearity, Dummy Variables.
               M - Ch 7, part of 8; G - Ch. 10, 15; K -     
               Ch. 11, 14.

Weeks 8, 9     Identification and Systems Estimation.
               M - Ch. 9; G - Ch. 18-20; K - Ch. 10.

Week 10        Lagged Variables.
               M - Ch. 10; G - Ch. 17; K - Ch. 9.

Week 11        Errors in Variables, etc.
               M - Ch. 11, 12; G - 13, 14; K - Ch. 9.

Weeks 12, 13   Selected Topics and Review.