Econometrics I, and Econometrics II
By employing econometric package programs, this course aims at teaching students how econometric methods are used in practice.
Ability to construct simple econometric models
Learning How to Use Econometric Package Programs
Learning How to Collect Data and Prepare for the Analysis
Learning how to Compute Econometric Models
Learning how to Evaluate Results Obtained from the Computation of Econometric Models
Course Learning Outs and Proficiencies
The main learning output of this course is to teach how econometric methods can be used by employing econometric package programs.
- Eviews, RATS, and Stata Software Manuals.
-James H. Stock and Mark W. Watson (2007), Introduction to Econometrics: International Edition, Addison-Wesley, Boston.
-James D. Hamilton (1994), Times Series Analysis, Princeton University Pres, New Jersey.
-Myoung-Jae Lee (2002), Panel Data Econometrics: Methods-of-moments and Limited Dependent Variables, Academic Press, San Diego.
Midterm 30% and Final 70%
Semester Course Plan
Review of Econometric Models I
Review of Econometric Models II
Data Collection and Preparation for the Analysis I
Data Collection and Preparation for the Analysis II
Econometric Software II: E-views I
Econometric Software II: E-views II
Econometric Software II: E-views III
Econometric Software III: RATS I
Econometric Software III: RATS II
Econometric Software IV: RATS III
Econometric Software V: Stata I
Econometric Software VI: Stata II
Econometric Software VI: Stata III
Assessment of Model Results