· Instructor: Robin Sickles
· Meetings: MW 11:0011:50am, SS 106
· Office: Baker Hall 236
· Phone: 713 3483322
· email: rsickles@rice.edu
· Office Hours: MW 12pm or by appointment
· Econometrics Lab: F 11:0011:50 am. If your name comes after Meister, alphabetically, then you should go to BH214; otherwise, go to SH101. Also, make sure to bring the book ("principles of econometrics") to the lab.
·
TA: Michael Naaman mikenaaman@rice.edu; Jianghua Li jli6@rice.edu
· TA Office Hours: MWF 121 Baker Hall 237
download Econ 446 course Questionnarie
ATTENTION: Any student with a documented
disability seeking academic adjustments or accommodations is requested to speak
with Dr. Sickles during the first two weeks of class. All such
discussions will remain as confidential as possible. Students with
disabilities will also need to contact Disability Support Services in the
Principles of Econometrics, 2007, Hill, Griffiths & Lim (HGL), Wiley Press . http://www.principlesofeconometrics.com
· Introduction to Applied Econometrics, 2005, 1st Edition, Kenneth Stewart (KS), Duxberry
Press.
· Student Companion Site, Hill, Griffiths, Lim: Principles of Economics, 3^{rd} Edition
http://bcs.wiley.com/hebcs/Books?action=index&itemId=0471723606&bcsId=4138
Excel & Stata: You can find them on the computers in the Fondren library, the lab in Baker Hall, or in Sewall 101 .
Simply go:
Start → All programs → Applications, you will find the software you need.
The final grade will be based on two midterm exams (20%), application exercises conducted in the Friday computer laboratory (25%), final exam (25%) and
two options for assignments (10%):
1. Stock market project (which is due April 24)
or
Graded Problem Sets
1. Graded problem sets #1. Figure 2.9 for the problem 3.1 (due on 2/16/09)
3. Graded problem set #2 due date 3/30/2009
5. Graded problem set #3 due date 4/24/2009
Answer Keys and Old Exams
APRIL 21 review session at 7 PM in 116 in Baker Hall; however, location is subject to change.
January 5 Introduction (HGLChapter1, KSChapter 1, HGJChapter 1)
January 7 Probability and Statistical Inference (KSChapter 2, HGJChapter 2)
January 9 Computer Laboratory (handout)
January 12 Review of Probability and Statistical Inference (KSChapter 2, HGJChapter 2)
 KSAppendix A: Laws of Summation and Deviation Form
 KSAppendix B: Distribution Theory
January 14 Review of Probability and Statistical Inference Continued (KSChapter 2, HGJChapter 2, Statistical Inference IParts 14)
January 16 Computer Laboratory (handout)
January 19 NO Class, Martin Luther King Day
January 21 Review of Probability and Statistical Inference (KSChapter 2, HGJChapter 2,
Stat Inference IPart 5 6 7)
 Example of Lognormal and Normal Distributions in Economics (doc)
 KSAppendix A: Laws of Summation and Deviation Form
 KSAppendix B: Distribution Theory
January 23 Computer Laboratory (handout)
January 26 Simple Regression (Statistical Inference IIParts 12 3 4 5)
 Relationships between variables (KSChapter 3)
 Simple Regression (HGLChapter
2, HGLChapter 2.pptx, KSChapter 4, HGJChapter 3)
January 28 Simple Regression
 Simple Regression (HGLChapter
2, HGLChapter 2.pptx, KSChapter 4, HGJChapter 3)
 Least Squares Estimators (HGLChapter 2, HGLChapter 2.pptx, HGJChapter 4)
January 30 Computer Laboratory (handout)
February 2 Simple Regression
 Simple Regression (HGLChapter 2,HGLChapter 2.pptx, KSChapter 4, KSChapter 5, HGJChapter 4)
February 4 Simple Regression
 Simple Regression (HGLChapter 2, HGLChapter 2.pptx, KSChapter 4, KSChapter 5, HGJChapter 4)
February 6 Computer Laboratory (handout)
February 9 Inference in the Simple Regression Model (HGLChapter 3, HGJChapter 5)
February 11 Inference in the Simple Regression Model (HGLChapter 3, HGJChapter 5)
February 13 Computer Laboratory (handout)
February 16 Inference in the Simple Regression Model (HGLChapter 3, HGJChapter 5)
February 18 Prediction, Goodoffit,and Modeling Issues (HGLChapter 4, KSChapter
6, KSChapter
8, HGJChapter
6)

 Applications to Production Functions (KSChapter 7)
February 20 Computer Laboratory (handout)
February 23 Prediction, Goodoffit,and Modeling Issues (HGLChapter 4, KSChapter 8, KSChapter 12, HGJChapter 6)
February 23Midterm review session at 7PM in SH101(Naaman)
February 24Midterm review session at 7PM in Baker Hall 102 (Li)
February 25 Midterm Exam #1
 Midterm Exam Pretest Questions
 For MT exam # 1 review study selected questions (*) in HGL from chapters 2, 3, and 4. Solutions can be found for the selected questions (*) in Appendix D of the text.February 27 Computer LaboratoryLab will be held in SH101 only. Students may come to work on uncompleted assignments. Attendance is optional.
February 28March 8 (no class)
March 9 Multiple Regression (HGLChapter 5, HGJChapter 7)
March 11 Multiple Regression (HGLChapter 5 and Chapter 6, HGJChapter 7 and Chapter 8 )
March 13 Computer Laboratory (handout)
March 16 (HGLChapter 6, HGJChapter 8 )
March 18 (HGLChapter 7, HGJChapter 9)
March 20 Computer Laboratory (handout)
March 23 Nonlinear Models (HGLChapter 7, HGJChapter 10)
March 25 Nonlinear Models/Heteroskedasticity (HGLChapter 7 and Chapter 8, HGJChapter 10, 11 )
March 26Midterm 2 ReviewBaker Hall 116 from 79 PM with Michael Naaman.
March 27 Computer Lab word handout, pdf handout
March 29Midterm 2 ReviewBaker Hall 116 from 79 PM with Jianghua Li.
March 30 Midterm Exam # 2
Sample questions for Midterm Exam # 2
April 1 Heteroskedasticity Autocorrelation (HGLChapter 7 and Chapter 8, HGJChapter 11, 12 )
April 2 Spring Recess
April 6 Autocorrelation (HGLChapter 9, HGJChapter 12 )
April 8 Autocorrelation (HGLChapter 9,HGJChapter12)
April 10 Computer Lab (handout nlces.ado)
April 13 Stochastic Regressors (HGLChapter 10)
April 15 Simultaneous Equations (HGLChapter 11, HGJ, Chapter 14)
April 17 Computer Laboratory (handout learn.xls)
Semester Ends. Good Luck!!
APRIL 21 review session at 7 PM in 116, tentatively, in Baker Hall
April 22, Final Exam (takehome)
Sample questions for Final Exam
Takehome final (3 hours) can be picked up April 22
at 9:00 am and is due by April 29 at 5:00 pm for all degree
candidates. Final exam is
due by April 30 at 5:00 pm for all nongraduating students.
Exams can be picked up from (and returned to) Altha Rodgers in the Economics
Department Offices in Baker Hall 259.
· Teaching Linear Programming with Excel Solver
· Pretest Questions from Chapter 2
· Pretest Questions from Chapter 3
· Pretest Questions from Chapter 4
· Pretest Questions from Chapter 5
· Pretest Questions from Chapter 6
· Pretest Questions from Chapter 7
· Pretest Questions from Chapter 8
· Pretest Questions from Chapter 10
Last updated on January 7, 2009