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Office WMX 2652
Office hours Tuesday 11H30
-12H20 (or by appointment)
Lectures : Tuesday 14:30 -
16:20 AQ 3149 permanent
change from K 9500
Thursday 14.30 – 15.30 K 9500
Midterm grade distribution
Evaluation
The course and tutorial
evaluations will take place on Tuesday November 24 at 2.30
TAs
Mohammad
Zanganeh mohammad_zanganeh@sfu.ca
D201
D203 D205 D207
Office hours: Wednesdays 12:30-14:30 WMC 2657 (permanent change)
Greg Lockwood gjl3@sfu.ca
D202
D204
Office hours: Wednesdays 10:30-11:30 WMC 1613
Tutorial D206 has been cancelled
No tutorials on the first week of class
LAB WMC 2506
TA :
Gary Gai wga3@sfu.ca
Lab hours : 8.30 to 10.30 from Monday to Friday
No lab on the first week of class
Second week: Lab opens on Wednesday
Syllabus
Click here
Eviews
Here is a
short Eviews tutorial
You can
find another one on the textbook’s web site
Tutorial Exercises
Here (updated)
Week of November 10: correction of midterm
AK
Assignments
Assignment 1 Data set AK
Assignment 2 AK
Assignment 3 AK
Assignment 4 Data AK
Assignment 5 Data AK
Assignment 6 Data AK
Schedule
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Readings:
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Class #
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Date/Day
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Topic
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Ch. #
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1
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September
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8
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Tuesday
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Organization /
Regression
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Syllabus / 1 and 16.1 and 2
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2
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September
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10
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Thursday
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Regression
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3
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September
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15
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Tuesday
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OLS
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2
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4
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September
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17
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Thursday
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OLS
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5
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September
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22
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Tuesday
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OLS / Classical Model
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4 and 16.3
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6
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September
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24
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Thursday
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Classical Model
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7
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September
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29
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Tuesday
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Classical Model / Testing
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5 and 16.4
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8
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October
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1
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Thursday
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Testing
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9
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October
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6
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Tuesday
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Testing
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10
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October
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8
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Thursday
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Testing
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11
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October
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13
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Tuesday
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Testing / Choosing Variables
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6
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12
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October
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15
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Thursday
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Choosing Variables
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13
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October
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20
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Tuesday
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Functional Form
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7
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14
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October
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22
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Thursday
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Functional Form
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15
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October
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27
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Tuesday
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Functional Form
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16
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October
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29
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Thursday
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Review
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17
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November
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3
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Tuesday
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Midterm Exam
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1 to 7 and 16
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18
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November
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5
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Thursday
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No class
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19
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November
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10
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Tuesday
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Multicollinearity
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8
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20
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November
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12
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Thursday
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Heteroscedasticity
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10
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21
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November
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17
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Tuesday
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Heteroscedasticity (lecture ends at 3.20)
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November
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19
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Thursday
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Serial Correlation
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9
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22
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November
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24
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Tuesday
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Serial Correlation
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23
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November
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26
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Thursday
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Serial Correlation / Dummy Dependent Variable
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13
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24
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December
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1
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Tuesday
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Dummy Dependent Variable
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25
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December
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3
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Thursday
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Review
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December
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17
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Thursday
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Final exam
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All
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Slides
Regression Background
Ordinary Least-Squares
Read
Chapter 3 for yourself (There will be no lecture)
The Classical Model
Confidence Intervals and Hypothesis Testing
Choosing the Independent Variables
Choosing the functional form (updated)
Review
Multicollinearity
Heteroscedascticity
Serial Correlation
Dummy Dependent Variable
Review
Exams examples
Midterm (covered
Chapters 1 to 5 and Chapter 16)
Solution of midterm
Final (cumulative)
Solution of final
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