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0201E301
Introduction to Econometrics
2024
Course Description
This course is an introduction to applied methods for analyzing economic and financial data. Areas of focus will include cross section data, time series data, regression analysis, hypothesis testing, and applied topics in economics with an emphasis on applications.
Required Textbook(s)
James H. Stock, Mark W. Watson. Introduction to Econometrics, Pearson, 3rd Edition, ISBN:9780133595420
Prerequisites
0201E101 Microeconomics, 0201E102 Macroeconomics ，0701S201 Introduction to
Statistics and 0701M110 Calculus I
Course Schedule
Please note that the schedule is meant to give an overview of the major concepts this course. Changes may occur in this calender as needed to aid in the student`s development.
Week 1
l Course Introduction
l Chapter 1. Economic Questions and Data
l Chapter 2. Review of Probability
l Chapter 3. Review of Statistics
Week 2
l Chapter 4. Linear Regression with One Regressor
l Chapter 5. Regression with a Single Regressor: Hypothesis Tests and
Confidence Intervals
Week 3
l Chapter 6. Linear Regression with Multiple Regressors
l Chapter 7. Hypothesis Tests and Confidence Intervals in Multiple Regression
l Mid-term Exam
Week 4
l Chapter 8. Nonlinear Regression Functions
l Chapter 9. Assessing Studies Based on Multiple Regression
Week 5
l Chapter 10. Regression with Panel Data
l Chapter 12. Instrumental Variables Regression
l Final Exam
Course Requirements
1. Class Conduct: Consistent, respectful and informed participation is expected from every student in the course.
2. I will respond to emails in a timely manner. It is best to make an appointment or speak to me after lecture.
Grading Policy
|
Exams |
40% |
|
Quizzes |
30% |
|
Assignments |
20% |
|
Participation |
10% |
|
Total |
100% |
Quizzes
For this five-week course, there will be a quiz on the Monday of the first, second and fourth week. Each Quiz is worth 10%.
Exams
Exam 1 will be held on the Friday of Week 3. Exam 2 will be held on the Friday of Week 5. Each Exam is worth 20%.
Assignment
Homework will be assigned by the professor in class. This will take 20% of the final grade.
Grading Scale
The instructor will use the grading system as applied by JNU:
|
Definition |
Letter Grade |
Score |
|
Excellent |
A |
90~ 100 |
|
Good |
B |
80~89 |
|
Satisfactory |
C |
70~79 |
|
Poor |
D |
60~69 |
|
Failed |
E |
Below 60 |