This course is a thorough introduction to the basic techniques in modern econometrics. The course will be focused on both the theoretical methods and empirical applications.
Three lectures meet on Monday and Wednesday. Grades in the course will be assigned based on weekly homework and three examinations.
Textbooks: There are Three primary textbooks used in this course:
Two textbooks
are available online. Extensive references will be made to
which is out of print. Used copies are available online. The students will also be required to read
Other background material include a text in mathematical statistics such as
Grades will be determined based on:
| Homework | |
| Midterm Examination | |
| Final Examination | |
| Class Participation |
Homework will be due in a week increment. Each assignment will be handed out at the beginning of each increment and will involve topics covered over that time span. For example, the first assignment will involve the derivation of the first and second order necessary conditions for an unconstrained mathematical formulation.
