Undergraduate Applied Econometrics

Prerequisite (s)
Econometrics I, and Econometrics II

Course Aim
By employing econometric package programs, this course aims at teaching students how econometric methods are used in practice.

Course Goals
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.

Required Readings:
- Eviews, RATS, and Stata Software Manuals.
Suggested Readings:
-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.

Assessment Criteria
Midterm 30% and Final 70%

Semester Course Plan

Week/Subjects

1
Review of Econometric Models I
2
Review of Econometric Models II
3
Data Collection and Preparation for the Analysis I
4
Data Collection and Preparation for the Analysis II
5
Econometric Software II: E-views I
6
Econometric Software II: E-views II
7
Econometric Software II: E-views III
8
Econometric Software III: RATS I
9
Econometric Software III: RATS II
10
Econometric Software IV: RATS III
11
Econometric Software V: Stata I
12
Econometric Software VI: Stata II
13
Econometric Software VI: Stata III
14
Assessment of Model Results