本科计量经济学syllabus：undergraduate econometrics

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1、IntroductiontoEconometricsCourseSyllabusDepartment:EconomicsProgram:UndergraduateNature:compulsory/selectiveLevel:UpperDivisionSemesterOffered:5thCredits:3Pre-requisites:Coursepacket:Websitewhereyoustorethecoursesyllabusandreadingmaterials/pathonblackboardModerator:LinJianhao（林建浩）Class

2、room:叶103;MBA702Office:Rm204D,S.T.WuLibraryMeetingtime:Tue19:00-21:35Wed8:55-11:30Officehours:Friday,10:00-12:00Phone:13560448637Email:linjh3@mail.sysu.edu.cnTutor’sname:YangYuping（杨玉萍）YinMingming（殷明明）Tutor’sphone:Tutor’semail:524109731@qq.comyinmm@Hotmail.comTutor’sofficehours:Tutoria

3、lInformationClassroomMeetingtime:Writtenon:I.CourseDescriptionEconometricsisintendedforanundergraduatecourseineconometricsforsocialscientists.Thiscoursecontainsfoursections.Thefirstsectionofthecourseisontheintroductionoftheclassicalregressionmodel.Herewelookcloselyathowtoestimatethecet

4、erisparibusrelationshipbetweendependentandindependentvariables.Basicassumptionsintheclassicalmodelsandclassicalregressionestimationmethods,suchasmomentmethod,OLS,andthe“partialing-out”approach,areintroduced.Wewillfocusonhowtointerpret,testandevaluateanempiricalmodelandconductinferenceb

5、asedontheestimation.SectionIIcontainssomesituationswhichviolatebasicassumptionsintheclassicalmodel,suchasheteroskedasticity,autocorrelation,andendogeneityofregressors.Correspondingly,WLSandIVareintroducedinordertoachieveconsistentandmoreefficientcoefficientestimators.SectionIIIwillintr

6、oducesomeissueswhicharerelatedtomodelspecification.SectionIVwillconcentrateontimeseriesregressioninwhichtherandom-sampleassumptionisviolatedintheclassicalmodel.Wehopethattheexamplesdiscussedcanhelpstudentsunderstandthebasicprinciplesofeconometrics.Ofcourse,wewillintroducesomebasicopera

7、tionaboutSTATAforregressionanalysis.II.CourseObjectives1)Providebasictechniquesintheclassicalregressionanalysisandsomeoftherichvarietyofmodelsthatareusedwhentheclassicalmodelprovesinadequateorinappropriate.2)Helpstudentstograspsufficienttheoreticalbackgroundtoidentifyingnewvariantsof