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《Wooldridge Jeffrey M. - Introductory Econometrics. A Modern Approach 2ed. 2004 - Teachers' Book》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。
1、CHAPTER1TEACHINGNOTESYouhavesubstantiallatitudeaboutwhattoemphasizeinChapter1.Ifinditusefultotalkabouttheeconomicsofcrimeexample(Example1.1)andthewageexample(Example1.2)sothatstudentssee,attheoutset,thateconometricsislinkedtoeconomicreasoning,ifnoteconomictheory.Iliketofa
2、miliarizestudentswiththeimportantdatastructuresthatempiricaleconomistsuse,focusingprimarilyoncross-sectionalandtimeseriesdatasets,asthesearewhatIcoverinafirst-semestercourse.Itisprobablyagoodideatomentionthegrowingimportanceofdatasetsthathavebothacross-sectionalandtimedim
3、ension.Ispendalmostanentirelecturetalkingabouttheproblemsinherentindrawingcausalinferencesinthesocialsciences.Idothismostlythroughtheagriculturalyield,returntoeducation,andcrimeexamples.Theseexamplesalsocontrastexperimentalandnonexperimentaldata.Studentsstudyingbusinessan
4、dfinancetendtofindthetermstructureofinterestratesexamplemorerelevant,althoughtheissuethereistestingtheimplicationofasimpletheory,asopposedtoinferringcausality.Ihavefoundthatspendingtimetalkingabouttheseexamples,inplaceofaformalreviewofprobabilityandstatistics,ismoresucces
5、sful(andmoreenjoyableforthestudentsandme).3CHAPTER2TEACHINGNOTESThisisthechapterwhereIexpectstudentstofollowmost,ifnotall,ofthealgebraicderivations.InclassIliketoderiveatleasttheunbiasednessoftheOLSslopecoefficient,andusuallyIderivethevariance.Ataminimum,Italkaboutthefact
6、orsaffectingthevariance.Tosimplifythenotation,afterIemphasizetheassumptionsinthepopulationmodel,andassumerandomsampling,Ijustconditiononthevaluesoftheexplanatoryvariablesinthesample.Technically,thisisjustifiedbyrandomsamplingbecause,forexample,E(ui
7、x1,x2,…,xn)=E(ui
8、xi)byi
9、ndependentsampling.IfindthatstudentsareabletofocusonthekeyassumptionSLR.3andsubsequentlytakemywordabouthowconditioningontheindependentvariablesinthesampleisharmless.(Ifyouprefer,theappendixtoChapter3doestheconditioningargumentcarefully.)Becausestatisticalinferenceisnomore
10、difficultinmultipleregressionthaninsimpleregression,IpostponeinferenceuntilChapter4.(Thisreduces
