ECN 3972, Section 1             Statistics Applied to Economics II

 

                                                                                    Dr. Dao

Office: CH 2871

Phone: 581-6329

                                                                                    Office Hours:  2:00-3:00 MW

                                                                                                  10:50-11:30 TR

 and by appointment

 

EXAMS:                          Two Exams and a Comprehensive Final

 

EXAM SCHEDULE:      First during the 5th week of classes (Feb. 9-13, 2009)

                                         Second during the 11th week of classes (Mar. 30- Apr. 3, 2009)

                                         Final on Monday, May 4, 2009, at 8:00 a.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 L. Carlson, and Betty Thorne, Statistics for

Business and Economics, Prentice Hall, 6th edition.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Chapter           Reading Assignment & Topic

 

10-11               Hypothesis Testing

12                    Simple Regression

12.1                             Correlation Analysis

12.2                 Linear Regression Model

12.3                 Least Squares Coefficient Estimators

12.4                 The Explanatory 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, Mar. 26,

2009.

                        Model building and Methodology; Dummy Variables; Multicollinearity;

                        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, Apr. 23rd, 2009, at 9:30 a.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.