Dr. Ebrahim Karbassioon

SYLLABUS
Economics 4973: Econometrics

Instructor: Dr. Ebrahim Karbassioon
Prerequisites: ECN 3972, MATH 2110 and MATH 2120
Office Location: 2371 (a.k.a. 214B) Coleman Hall
Office Hours: 11:00-12:00 MTWRF and by appointment

I. TEXTBOOK: William S. Brown, Introducing Econometrics

II. INTRODUCTION:

"Econometrics is the science and art of building and using models. The science of model building consists of a set of tools, most of them quantitative, which are used to construct and then test mathematical representations of portions of the real world."

Pindyck & Rubinfeld

III. COURSE OUTLINE:

Chapter 1: Introduction to Econometrics
Chapter 2: Requisite Statistics--This chapter will be reviewed throughout the course as needed
Chapter 3: The Simple Regression Model
Chapter 4: Multiple Regression and Multicollinearity
Chapter 5: Model Specification
Chapter 6: Autocorrelation
Chapter 7: Heteroscedasticity
Chapter 8: Simultaneous Equations & Two-Stage Least Squares

IV. GRADING PROCEDURE: Assignments are highly emphasized; they are in the forms of homework problems, short projects and a research paper.

1. ASSIGNMENTS: 30 percent

(a) Homework problems and short projects: 20%
(b) Research project: 10%

“Assignments will be due as announced in class, and late assignments will not be accepted.”

2. RESEARCH PAPER:

(a) UNDERGRADUATE STUDENT: The research paper should be at least 8 pages long with at least 5 professional references.

(b) GRADUATE STUDENTS: The research paper should be at least 12 pages long with at least 8 professional references.

“Your paper should be well-written. Use of a style manual, such as The American Psychological Association’s Publication Manual, is highly recommended.”

Topic Due: February 6, 2003

Outlines Due: March 4, 2003

Paper Due: April 15, 2003

Paper Presentations: April 22 and 24, 2003

3. EXAMS: 70 percent

(a) Mid-Term Exam: First Week of March
(b) Final Exam: Finals Week- as scheduled

4. GRADING SCALES:

A: 90-100%

B: 80- 89%

C: 70- 79%

D: 60- 69%

F: 59% and below

“If you have a documented disability and wish to discuss academic accommodations, please contact me as soon as possible.”

Questions may be directed to the Economics Department.
E-mail: economic@io.cts.eiu.edu, phone: (217) 581-2719

Last updated: February 7, 2004

Dr. Ebrahim Karbassioon

SYLLABUS Economics 4973: Econometrics

SYLLABUS
Economics 4973: Econometrics