UNIVERSITY OF CALIFORNIA, LOS ANGELES
Department of Economics

Economics 143 - APPLIED REGRESSION ANALYSIS
Winter, 1998, Professor Cameron

Lectures: T, Th, 12:30-1:45 Public Policy 1246
Final: Wednesday, March 25, 3-6 p.m. (no exceptions)
Instructor's Office: Bunche Hall 9367
Phone: 825-3925 (or leave message at 825-1011)
e-mail: tcameron@econ.ucla.edu
Office Hours: Monday 10-11, 12-2; Wednesday 1-2.plus discussion board at:
http://www.sscnet.ucla.edu/98W/econ143-1/

Detailed Course Outline:
The course outline represents an ex ante course plan, to be revisedand amended during the quarter as warranted. The pace may be adjusted ifnecessary, but the order of topics will probably remain as shown.
TA: Maria Belen Freire
TA Office: TBA
TA Office hours: TBA
e-mail: mfreire@ucla.edu


Prerequisites: Good grades in Economics 40 or equivalent (e.g.Statistics 50). Economics 143 picks up where Economics 40 leaves off. Itis differentiated from Economics 147(A,B) in that no prior knowledge ofmatrix algebra is presumed.

Course Objectives:

  • Regression is one of the most important statistical techniques used byeconometricians in their efforts to confront economic theories with real-lifedata.


  • We will emphasize the intuition behind the procedures involved inregression analysis and concentrate upon achievement of proficiency inthe implementation and interpretation of regression models in an economiccontext.


  • Upon successful completion of this course, you should be familiar withregression fundamentals. You should understand the statistical underpinningsof this method, the assumptions that are required, ways in which theseassumptions may be violated and remedial measures that can be employedwhen they are.


  • You should also appreciate some of the "art" of choosing among alternativeregression models, but you will be aware of the dangers of "datamining."


  • You will have experienced considerable hands-on practice at implementingregression techniques using stylized and actual data and econometric computersoftware. A selection of applications will be explored in conjunction withthe weekly problem sets.


    • Computer Orientation: In the first lecture, you will be asked tosign up for a Bunche Microcomputer Lab ID, and for one of threeweekly laboratory sessions.

    Review Sessions: will be scheduled for a late afternoon/earlyevening time slot a few days prior to each exam.

    Textbooks and Other Useful Materials:

    Gujarati, Damodar Essentials ofEconometrics (First Edition) New York: McGraw-Hill, 1992.
    White, Kenneth J., SHAZAM: TheEconometrics Computer Program; User's Reference Manual, Version8.0. (As implemented at Social Sciences Computing,UCLA.)
    Library Reserve Materials
    Self-scoring Online PracticeQuizzes
    Course Requirements:Course Conduct and Policies:
    Monitoring: dailyusage statistics. 
    COURSE OUTLINELECTURE OUTLINESPROBLEM SETSPROBLEM SOLUTIONS COMPUTER LABS
    SHAZAM EXAMPLESDATA SETSONLINE QUIZZESGRAPHICSHANDOUTS
    Updated: January 12, 1998
    Prepared by: TrudyAnn Cameron