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UT Dallas Syllabus For Eco5311.501.08s Taught by Wim Vijverberg (Vijver)
UT Dallas Syllabus For Eco5311.501.08s Taught by Wim Vijverberg (Vijver)
ECO 5311
Applied Econometrics
University of Texas at Dallas
Spring 2008, M 7:00-9:45, GR 3.402
Wim Vijverberg
GR 3.805, Phone: (972)883-2042, Email: vijver@utdallas.edu
Office hours: T 2:30-4:30 and by appointment
TA: Jing Li
GR2.822, Phone: (972)-883-4913, Email: jxl061000@utdallas.edu
Office hours: M 4:00-6:00
There are no formal prerequisites for this class. However, students should have a background equivalent
to POEC 5316, Advanced Regression, or ECO 4355, Econometrics. Other recommended courses are
ECO 5309, Mathematical Economics, and any course on Mathematical Statistics.
Furthermore, students may consider enrollment in ECO 6109, Econometrics Lab, which is a 1-credit-hour
course that introduces Stata, a statistical/econometric computer language that enables practical
applications of the techniques discussed in this course.
Course Description
This course investigates the consequences of relaxing the classical linear regression model assumptions
and explores solutions when the assumptions do not hold. Topics include a review of the OLS basics
(including the assumptions, hypothesis testing, multicolinearity, dummy variables and heteroskedasticity),
model specification and selection, GLS, maximum likelihood estimation, binary choice models,
simultaneous equation models, instrumental variables, and fixed and random effects models.
Required Textbook
Gujarati, Damodar N. Basic Econometrics, 4th ed., New York: McGraw-Hill, 2003.
There will be one midterm, a final exam, several homework assignments, and an empirical term project.
Midterm Monday, 3 March 2008 .....................................................................30%
Final Monday, 5 May 2008 ........................................................................35%
Homework Various due dates ..............................................................................10%
Empirical project (a) project proposal and presentation, 11 February 2008 .................... 5%
(b) Presentation of the final project, 21 and 28 April 2008 ................. 5%
(c) Completed write-up, 21 April 2008 ..............................................15%
Note: Other deadlines for the empirical term project: 29 January 2008, 4
February 2008
If the circumstances so demand, these descriptions and timelines are subject to change at the discretion
of the Professor.
Absence from any exam must be properly documented; otherwise a grade of 0 is assigned to a missed
exam. Make-up exams are scheduled within the same week for those who missed an exam with proper
documentation.
Reading Assignments