This is an introductory graduate level course in econometrics. The course is designed to introduce students to the fundamental theory underlying econometric practice. The topics covered in this course include model construction, identification, estimation, and (finite-sample and asymptotic) inference.
Your grade will be based on weekly problem sets (10%), the midterm (40%), and the final exam (50%). Grades will be available via WebCT.
Weekly assignments will be posted on the course website. They will usually be due at the beginning of Friday's class. Answer keys will also be posted after the assignment is due.
You are allowed to work in groups on assignments. However, the final product must be your own work (i.e., you must understand every word of what you turn in). I recycle questions for assignments, so it would not be difficult to consult my answer keys from previous years when doing your assignments. Just so there is no confusion: this is not allowed. Consulting previous answer keys when doing an assignment is academic dishonesty, and I will treat it as such.
The midterm exam will be on Friday, October 26. The final exam date will be set by the graduate secretary in order to minimize conflicts with your TA duties and other exams. You will be able to bring a sheet of notes (one sheet standard sized paper, with writing allowed on both sides) to each exam.
Attendance at lecture is mandatory - I will not keep attendance records, but if you miss a lecture it is your responsibility to get the notes from a colleague.
My lectures are the primary course material. That is, you are responsible for understanding and being able to apply everything I talk about in lecture, nothing more and nothing less. We have a required textbook (Greene's Econometric Analysis) and a recommended textbook (Angrist and Pischke's Mostly Harmless Econometrics, and I will give you weekly suggested readings from both textbooks. However, you should think of these textbooks as a supporting resource rather than as the basis of the course. That is, there are many subjects covered in the readings that I will not talk about and that you do not need to know for the exam.
My office hours will be 10:30-12:20 on Wednesdays and by appointment. My office is WMC 1664. The best way to contact me is by email.
I will use the course email list to distribute announcements between classes. I will also post assignments, answer keys, announcements, and other information to the course website: http://www.sfu.ca/~bkrauth/econ835.