Introduction to Econometrics (626)

Spring 05

 

Instructor: Misa Nishikawa

Location: Lecture WB139, Lab WB213

Time: Th 6:30-9:10pm

Office: NQ228

E-mail: mnishikawa@bsu.edu

Office hours: Tue 11a-12p, Wed 4p-5p, Thu 4p-5:30p, and by appointment

 

Course Description

The course introduces students basic econometrics, including statistical inference, regression analysis and maximum likelihood estimation. The course is also designed to teach students how to apply these techniques to real-world research questions in political science and public policy analysis.

 

Course Requirements

 

Required Texts and Reading: 

Jeffrey M. Wooldridge. 2003. Introductory Econometrics: A Modern Approach, 2e.

SPSS Student version (recommended)

Simple Guide to SPSS (recommended)

 

Supplementary reading in the form of additional handouts and Internet resources

 

Grades

Grade is allocated in the following way: 

 

Exam 1, 2, and 3

(25%,25%,10%) 60%

Assignments

6%

Participation/Discussion

9%

Paper

25%

Totals

100%

 

 

Grading Scale:

A

93.0-100%

A-

90.0-92.9%

B+

85.0-89.9%

B

76.0-84.9%

B-

70.0-75.9%

C+

65.0-69.9%

C

60.0-64.9%

C-

58.0-59.9%

D+

55.0-57.9%

D

52.0-54.9%

D-

49.0-51.9%

F

-48.9

 

 

Exams

 

Make-up exams will not be given except in the case of extreme circumstances.  The student must be able to provide documentation that the absence is unavoidable (e.g., illness, death in the family, observance of a religious holiday) and make arrangements with me prior to the scheduled exam dates.    

 

Exams will be based on material covered during class in lectures or class discussions and from the required readings. 

 

Research Paper/Assignments

 

A research paper of 25 double spaced typed pages (with 12 point font size and one inch margins) is due on April 21. You are required to use the statistical techniques that you learn in this course. You will also be given additional assignments. No extensions will be granted. Ten points will be subtracted from your grade for each day that the paper/assignments are late. They will not be accepted beyond three days from the due date.

 

General Expectations

 

Participation in class discussions is strongly encouraged.  Of course, participation should be constructive, and all comments should be relevant to the material being covered in class.   Students must do all of the reading!  Respect should be shown for all other class members at all times. Inappropriate and disruptive participation/behavior will result in a drop in the student’s grade. 

 

For the lab hours, students are expected to use only appropriate software, which typically does not include the internet or e-mail programs. Engaging in these behaviors will result in a drop in the student’s grade.

 

Students will be responsible for knowing any changes made to the syllabus during class time whether they were in attendance or not.  The instructor’s lecture notes are not available to students; it is the student’s responsibility to obtain class notes from a classmate, should class be missed.  Late work will be downgraded by 10 points each day it is late.

 

If you need course adaptations or accommodations because of a disability, if you have emergency medical information to share with me, or if you need special arrangements in case the building must be evacuated, please make an appointment with me as soon as possible.

 

Academic Honesty:

 

Honesty, trust, and personal responsibility are fundamental attributes of the university community.  Academic dishonesty by a student will not be tolerated, for it threatens the foundation of an institution dedicated to the pursuit of knowledge.  To maintain its credibility and reputation, and to equitably assign evaluations of scholastic and creative performance, Ball State University is committed to maintaining a climate that upholds and values the highest standards of academic integrity. It goes without saying that cheating and plagiarism will result in failing the course. 


Schedule

Week

Date

Topic

Reading

Week 1

Jan 13 (Thu)

Review

 

 

Week 2

Jan 20 (Thu)

Data

Chapter 1

Week 3

Jan 27

(Thu)

Simple regression I

 

Chapter 2

Week 4

Feb 3

(Thu)

Simple regression II

 

 

Week 5

Feb 10

(Thu)

Multiple regression analysis: Estimation

Chapter 3

Week 6

Feb 17

(Thu)

Multiple regression analysis: Inference

Chapter 4

Week 7

Feb 24

(Thu)

Exam 1

 

Week 8

Mar 3

(Thu)

Multiple regression analysis with Qualitative Information: Binary variables

Chapter 7

Week 9

Mar 10

(Thu)

Break

 

Week 10

Mar 17

(Thu)

Diagnostics

Chapters 8 and 9

Week 11

Mar 24

(Thu)

Basic Regression Analysis with Time Series Data

Chapter 10

Week 12

Mar 31

(Thu)

Limited Dependent Variable Models

Chapter 17

Week 13

Apr 7

(Thu)

To be announced

 

Week 14

Apr 14

(Thu)

Exam 2

 

Week 15

Apr 21

(Thu)

Presentation I Paper due

 

Week 16

 Apr 28 (Thu)

Presentation II

 

 

 

Final

Exam 3