Fall 2016

ECN 3972, Section 1

Dr. Dao

Statistics Applied to Economics II  

Office: CH 2871

  3 credit hours

  COURSE DESCRIPTION: Non-parametric statistics, chi-square and F distribution, multiple regression, index numbers, and time series with application to economics.

Office Hours: 12:30-2:00 MW
10:50-11:20 TR or by appointment

EXAMS:                         Two Exams and a Comprehensive Final

EXAM SCHEDULE: 

First during the 5th week of classes (Sep. 19-23, 2016)

 

Second during the 11th week of classes (Oct. 31-Nov. 4, 2016)

 

 

Final on Monday, Dec. 12, 2016, at 12:30 p.m.

                                        

COURSE GRADE BREAKDOWN: 

First Exam                 20%

 

Second Exam           25%

 

Final                           30%

 

Modeling Project      15%

 

Homework                     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
students with statistical software using SAS to be announced.

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, 2016. 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. 1, 2016, 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.

You are expected to maintain principles of academic integrity and conduct as defined in EIU's Code of Conduct (http://www.eiu.edu/judicial/studentconductcode.php).  Violations will be reported to the Office of Student Standards.

The Student Success Center - Students who are having difficulty achieving their academic goals are encouraged to contact the Student Success Center (www.eiu.edu/~success) for assistance with time management, test taking, note taking, avoiding procrastination, setting goals, and other skills to support academic achievement.  The Student Success Center provides individualized consultations.  To make an appointment, call 217-581-6696, or go to 9th Street Hall, Room 1302.
           

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