ECN 3972, Section 1 Statistics Applied to Economics II
Dr. Dao
Office: CH 2871
Phone: 581-6329
Office Hours: 1:00-2:00 M; 3:30-4:30 W
and by appointment
EXAMS: Two Exams and a Comprehensive Final
EXAM SCHEDULE: First during the 5th week of classes (Feb. 4-8, 2013)
Second during the 11th week of classes (Mar. 25- 29, 2013)
Final on Thursday, May 2, 2013, at 10:15 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. 21,
2013.
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. 18, 2013, at 2:00 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.