| Fall 2011 | |
| ECN 3972, Section 1 | Dr. Dao |
| Statistics Applied to Economics II | Office: CH 2871 |
| Office Phone: 581-6329 | |
| Office Hours:
100-200 MW 1050-1120 TR or by appointment |
|
EXAMS: Two Exams and a Comprehensive Final
| EXAM SCHEDULE: | First during the 5th week of classes (Sep. 19-23, 2011) |
| Second during the 11th week of classes (Oct. 31-Nov. 4, 2011) | |
|
Final on Monday, Dec. 12, 2011, at 12:30 p.m. |
| COURSE GRADE BREAKDOWN: | First Exam 20% |
| Second Exam 25% | |
| Final 30% | |
| Modeling Project 15% | |
| Quizzes 10% |
| CLASS ATTENDANCE: | Students are expected to attend class. Three unexcused absences may affect final grade. Two late arrivals will count as one unexcused absence unless I am notified ahead of time. |
| TEXT: | Paul Newbold, William Carlson, and Betty Thorne, Statistics for Business and Economics, Prentice Hall, 6th edition. |
Chapter Reading Assignment & Topic
| 10 | Hypothesis Testing |
| 11 | Hypothesis II |
| 12.1 |
Correlation Analysis |
| 12.2 | Linear Regression Model |
| 12.3 | Least Squares Coefficient Estimators |
| 12.4 | The Explanantory Power of a Linear Regression Equation |
| 12.5-6 | Hypothesis Test, Confidence Intervals, and Prediction |
FIRST EXAM
| 13.1-2 |
The Multiple Regression Model & Estimation
of Coefficients. Special training session to acquaint |
| 13.3-6 | Explanatory Power of the Model. Tests on sets of regression parameters; Confidence Intervals and Tests for Individual Regression Coefficients; Prediction. |
| 13.1-7 | Assignment of Modeling Project. Proposal due Thursday, Nov. 3, 2011. Model building and Methodology; Dummy Variables; Lagged Dependent Variables; Specification Bias; Multicollinearity; Heteroscedasticity; Autocorrelation |
SECOND EXAM
| 19.2 | The Runs Test: A Test of Randomness for Samples |
| 19.3 | Introduction to Time Series; Components of Time Series |
| 19.5 | Exponential Smoothing Forecasting Methods |
| 19.6 | Autoregressive Models |
| 15.1 | The Sign Test: A Nonparametric paired-differences (Blocking) Test |
Modeling Project due on Thursday, Dec. 1st, 2011, at 12:30 p.m.
NOTE: If you have a documented disability and wish to
receive academic accommodations, please contact the Coordinator of the
Office of Disability Services (581-6583) as soon as possible.