SU18 ECON 4400 - Elem Econometrics (11376)

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Elementary Econometrics 4400

Summer 2018

Instructor: Bo Wang Class Time: Mon/Wed 1:30PM-3:05PM

E-mail address: wang.6207@osu.edu Class Room: Scott Lab E004

Office: 389 Arps Hall

Office Hours: Friday: 2:00-4:00 and by appointment

Course Materials

Textbook: Using Econometrics: A Practical Guide, 7th Edition (older editions) Author: A.H. Studendmund

Mostly Harmless Econometrics: An Empiricist’s Companion. Author: Joshua (Josh) Angrist and

Jörn-Steffen (Steve) Pischke is another good resource for this course.

Course Description

Econometrics is the quantitative measurement and analysis of economic processes. This course is an introduction to statistical analysis and linear regression models. In this course, students will learn to estimate linear regression models, test hypotheses, and interpret results. Students will learn the assumptions of OLS models necessary to obtain unbiased estimators, some common sources of biased estimators, and corrections for these problems. Students will learn to apply this knowledge with statistical software.

Grading Policy: The points will be allocated as follows:

  • Homework assignments; 20 percent
  • Quizzes; 10 percent
  • Two Midterm Exams; 40 percent
  • Final exam; 30 percent

There will be 4 homework assignments. These assignments will include problem-solving exercises as well as computer exercises. Assignments will be due in class one week later. The lowest one will be dropped.

There will be in-class quizzes every Monday at the start of the class (not quiz on the exam week). The lowest three will be dropped.

Two Midterm Exams 20% each There will be two midterm exams in class. The first will be June 11th and the 2nd on July 9th. Exams will consist of multiple choice and essay questions. If you anticipate missing exam for an excused reason, you can take the exam before the exam date.

Final Exam 30% There is a cumulative final exam on July 30th 1:30-3:05. This is the University assigned exam date. There should be no conflicts. The final exam will be similar in structure to the midterm exams.

Grades will be assigned as follows:

A 93% and above

A- 90%-92.99%

B+ 87%-89.99%

B 83%-86.99%

B- 80%-82.99%

C+ 77%-79.99%

C 73%-76.99%

C- 70%-72.99%

D+ 67%-69.99%

D 60%-66.99%

E 59.99% and below

Software:

Gretl is an open-source Econometrics package which we will use in this course and is available forWindows,Mac, and Linux. To complete the homework assignments which involve computer exercises, you will need to either download and install Gretl on your own computer (http://gretl.sourceforge.net/ (Links to an external site.)Links to an external site.) or arrange for access to the computer lab in 318 Arps Hall by contacting John-David Slaughter (slaughter.17@osu.edu).

Readings and Topics List

This calendar is a rough outline of topics to be covered and is subject to change.

Content

Introduction and Stats Review
Intro to Regression Analysis, OLS
Applied Regression Analysis
Classical Model Assumptions and Properties
Hypothesis Testing
Omitted and Irrelevant Variables, Model Specification Dummy Variables and Interaction Terms
Time Series
Review

Code of Student Conduct

Academic Integrity (AcademicMisconduct)

Academic integrity is essential to maintaining an environment that fosters excellence in teaching, research, and other educational and scholarly activities. Thus, The Ohio State University and the Committee on AcademicMisconduct (COAM) expect that all students have read and understand the University’s Code of Student Conduct, and that all students will complete all academic and scholarly assignments with fairness and honesty. Students must recognize that failure to follow the rules and guidelines established in the University’s Code of Student Conduct and this syllabus may constitute “AcademicMisconduct.”

The Ohio State University’s Code of Student Conduct (Section 3335-23-04) defines academic misconduct as: “Any activity that tends to compromise the academic integrity of the University, or subvert the educational process.” Examples of academic misconduct include (but are not limited to) plagiarism, collusion (unauthorized collaboration), copying the work of another student, and possession of unauthorized materials during an examination. Ignorance of the University’s Code of Student Conduct is never considered an excuse for academic misconduct, so I recommend that you review the Code of Student Conduct and, specifically, the sections dealing with academic misconduct.

Students with Disabilities

Students with disabilities that have been certified by the Office for Disability Services will be appropriately accommodated. They should inform the instructor as soon as possible of their needs. Students who feel that they need an accommodation based on the impact of a disability should contact the Office for Disability Service. General information is available at http://www.ods.ohio-state.edu (Links to an external site.)Links to an external site..

The core material contained within this syllabus will either be discussed in class or assigned as required reading.

Children are not permitted in class. Children are not to be left unattended anywhere on campus. It is the student’s responsibility to ensure proper care of their children is provided.

The syllabus page shows a table-oriented view of the course schedule, and the basics of course grading. You can add any other comments, notes, or thoughts you have about the course structure, course policies or anything else.

To add some comments, click the “Edit” link at the top.

Course Summary:

SU18 ECON 4400 - ELEM经济学（11376）

[跳转到今天]（https://osu.instructure.com/courses/40283#）

基本计量经济学4400

夏季2018

导师：王波上课时间：周一/周三1:30 PM-3:05PM

E-mail地址：[wang.6207@osu.edu（邮寄地址：wang.6207@osu.edu）级客房：斯科特实验室E004

办公室：389阿普斯大厅

营业时间：周五：2：00-4：00和预约

课程材料

教材：使用计量经济学：实用指南，第7版（较老的版本）作者：A.H. Studendmund

多数情况下无害经济学：一个经验主义的同伴。作者：约书亚（书）安格里斯特和

乔恩 - 斯特芬（史蒂夫）Pischke是这门课程的另一个很好的资源。

课程简介

计量经济学是定量测量和经济过程的分析。本课程介绍统计分析和线性回归模型。在这个过程中，学生将学习估算线性回归模型，检验假说，并解释结果。学生将学习需要得到无偏估计，偏估计的一些常见的来源OLS模型对这些问题的假设，和更正。学生将学习如何运用这方面的知识与统计软件。

评分标准：该点将如下分配：

*家庭作业; 20％ *测验; 10％ *两个期中考试; 40％ 期末考试; 30％

将有4个家庭作业。这些任务包括解决问题的练习，以及计算机练习。作业会因上课一周后。最低的一个将被丢弃。

将会有一流的类（而不是在考试周考考）开始竞猜每星期一。最低的三个将被丢弃。

两名期中考试20％，每个有将在类中的两个期中考试。第一个将** 6月11日个</ SUP> 和 7月9日的第二个</ SUP> **。考试将包括选择题和问答题。如果预计缺少考试的因故原因，你可以参加考试考试日期之前。

最终考试30％有上** 7月30日的累积最终考试个</ SUP> 1：30-3：05 **。这是我校指定考试日期。不应该有任何冲突。期末考试将在结构上期中考试类似。

如下等级将被分配：

A 93％及以上的

A- 90％-92.99％

B + 87％-89.99％

乙83％-86.99％

B- 80％-82.99％

C + 77％-79.99％

Ç73％-76.99％

C- 70％-72.99％

d + 67％-69.99％

d 60％-66.99％

Ë59.99％及以下

软件：

格里塔是我们将在这一过程中使用，并提供forWindows，Mac和Linux的开源经济学包裹。要完成家庭作业其中涉及计算机练习，你要么需要下载并在自己的计算机上安装格里塔（[http://gretl.sourceforge.net/（链接到外部网站）链接到外部网站。] （http://gretl.sourceforge.net/））或安排其通过接触约翰 - 大卫·斯洛特（slaughter.17@osu.edu）获得318阿普斯馆的计算机实验室。

读数和话题一览

这个日历是话题的一个粗略的轮廓被覆盖，可随时更改。

内容

简介和统计审查 简介回归分析，OLS 应用回归分析 古典模型假设和属性 假设检验 省略，并且不相关的变量，型号规格 虚拟变量和交互项 时间序列 评论

学生行为准则

学术诚信（AcademicMisconduct）

学术诚信是维持在教学，科研和其他教育和学术活动，培养卓越的环境至关重要。因此，俄亥俄州立大学和委员会AcademicMisconduct（COAM）希望所有的学生已经阅读并理解学生行为的大学的代码，并且所有学生将完成与公平和诚实的所有学术和学者的任务。学生必须认识到，如果不遵守成立于学生行为的大学的代码的规则和准则，并把大纲中可能构成“AcademicMisconduct。”

学生行为的俄亥俄州立大学的代码（见3335-23-04）学术不端行为的定义是：“趋于妥协大学的学术诚信，或颠覆教育过程的任何活动”学术不端行为的例子包括（但不限于）剽窃，合谋（未经授权的合作），抄袭其他学生的考试期间的工作，以及管有未经批准的材料。学生行为大学的代码的无知从来没有考虑过对学术不端行为的借口，所以我建议您检阅学生行为准则，具体而言，该部分处理学术不端行为。

###残疾学生

残疾人已经由办公室残疾服务认证的学生将被适当地调节。他们应该尽快对其需求告知老师。学生谁觉得他们需要基于残疾的影响，住宿应该联系残疾人服务办公室。一般信息可在[http://www.ods.ohio-state.edu（链接到外部网站）链接到外部网站。]（http://www.ods.ohio-state.edu/） 。

包含本大纲内的芯材将或者在类加以讨论或分配为需要读取。

孩子们不上课不允许的。孩子们不被独留在校园的任何地方。这是学生的责任，以确保提供子女适当的照顾。

教学大纲页面显示了课程安排的面向表视图，以及基础知识 当然分级。您可以添加任何其他意见，笔记，或您有关于课程的想法 结构，当然，政策或其他任何东西。

要添加一些评论，点击顶部的“编辑”链接。

###课程总结：