BUEC 333 D1 - Statistical Analysis of Economic Data



Daniele Signori

Tu 8:30-10:20 Th 8:30-9:20   Location: C 9002

Office Hours:  Tu 10:30-11:20 and Th 9:30-10:20 in WMC 2654

LECTURE NOTES:

DATE

MATERIAL

TUTORIAL QUESTIONS

NOTES

 Tuesday SEPT 6

  Introduction, Chapter 17: Random Variables                      

                               

 Thursday SEPT 8

  Chapter 17: Joint Random Variables

  See tutorials.

 Tuesday SEPT 13

  Chapter 17: Joint Random Variables

 Thursday SEPT 15

  Chapter 17: Distributions

 See tutorials.

 Questions

 Tuesday SEPT 20

  Chapter 17: Sampling, Testing

 Thursday SEPT 22

  Chapter 17: Testing

 Chapter 17: 4, 5, 7, 10

 Tuesday SEPT 27

  Chapter 17: Testing, Chapter 1: An Overview of Regression

 Chapter 1: 6, 11

 Thursday SEPT 29

  Chapter 2: Ordinary Least Squares

 Chapter 2: 2

 Tuesday OCT 4

  EViews, Chapter 3: Using Regression Analysis

 Chapter 2: 5, 7

 Thursday OCT 6

  Chapter 4: The Classical Model - Part I

 Chapter 3: 11

 Tuesday OCT 11

  Chapter 4: The Classical Model - Part II

 Chapter 4: 10

 Thursday OCT 13

  Chapter 5: Hypothesis Testing

 Chapter 5: 10

 Tuesday OCT 18

  Past test, Chapter 5: Example

 Thursday OCT 20

  Question and Answer Session

 Tuesday OCT 25

  Term Test - to be written in WMC 3520

  No tutorials week of test.

 Formulas

 Thursday OCT 27

  Chapter 6: Specification - Independent Variables

 Chapter 6: 6, 8

 Tuesday NOV 1

  Chapter 6: Specification - Independent Variables 

 Thursday NOV 3

  Chapter 6: Specification  - Independent Variables

 Chapter 6: 4, 16

 Tuesday NOV 8

  Chapter 7: Specification  - Functional Form

 Chapter 7: 3, 7, 8

 Thursday NOV 10

  Chapter 7: Specification  - Functional Form

 Tuesday NOV 15

  Chapter 8: Specification  - Multicollinearity

 Chapter 8: 7, 10

 Thursday NOV 17

  Chapter 9: Specification  - Serial Correlation

 Tuesday NOV 22

  Chapter 9: Specification  - Serial Correlation

 Chapter 9: 2, 7, 11

 Thursday NOV 25

  Chapter 9: Specification  - Serial Correlation

 Tuesday NOV 29

  Chapter 10: Specification  - Heteroskedasticity

 Chapter 10: 10, 11, 13

 Thursday DEC 1