北京大学 高级计量经济学讲义及习题答案.pdf

Econometrics I China Center for Economic Research, Peking University Minggao Shen, Fall 2003 Office: 621 CCER; Phone: 6275-3109; Email: mshen@. Office Hour: Mondays 11:00-12:00am TA : Fei XU, phoenix-xf@163.com Class Meets: Wednesdays 1:30-4:20 pm; TA Session: TBA Course Description This is an introductory graduate level course in Econometrics. This course helps students understand and use regression. In addition, the course should give students insight into how to correct some common problems found in estimation. As such, the lectures will tend to emphasize the practical uses of econometric theory, and students will have considerable opportunity to put this to use in computer-based assignments. At the end of the course, it is expected that students will be able to conduct their own empirical investigations, as well as to critically evaluate econometric and other statistical evidence. Required Textbooks Econometric Analysis, by William H. Green (Fifth Edition), FT Prentice Hall, 2003. (WG) Econometric Analysis of Cross Section and Panel Data, by Jeffrey M. Wooldridge, The MIT Press, 2002. (JW1) Recommended Textbook Introductory Econometrics: A Modern Approach, by Jeffrey M. Wooldridge. South-Western College Publishing, 2000. (JW2) Prerequisites Probability and Statistics, Calculus, Linear Algebra Homework There are weekly graded homework assignments. They will involve both theoretical and empirical exercises. Homework assignments are due in a week. Grading Policy The course grade will be based on homework assignments and, a midterm exam, and a final e