An approximate course outline is given below. We will do our best to keep up the pace and to cover the full extent of the material indicated below. HGJ is the textbook; Shazam is the software manual. SHAZAM readings should be skimmed briefly so that you know the content of each section. Not all of the SHAZAM manual need be memorized; portions of the material will not be relevant until you have taken additional courses in econometrics. You will need to know how SHAZAM has been implemented at UCLA's Social Science Computing.
| Week of September 28 - October 2 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Thurs. 10/1 | Lecture 1 | |||
| HGJ Readings | Shazam Readings | Other | ||
| Chapter 1 | Review how sample means tend toward population mean as sample size increases (JAVA applet, requires JAVA-capable browser) | |||
| Pick up | Turn in | Online Quiz | ||
| . | Quiz 1 | |||
| Week of October 5 - October 9 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Tues. 10/6 | Lecture 2 | Review of Basic Statistics | ||
| HGJ Readings | Shazam Readings | Other | ||
| Chapter 2.1 - 2.5 | Review pairwise correlation (JAVA Applet; requires JAVA-capable browser) | |||
| Pick up | Turn in | Online Quiz | ||
| Quiz 2 | ||||
| Date | Lecture | Topic | ||
| Thurs. 10/8 | Lecture 3 | Some Important Distributions for Econometrics | ||
| HGJ Readings | Shazam Readings | Other | ||
| Chapter 3 | Chapter 33 (DISTRIB, INVERSE, TYPE, DF=,CDF=, CRITICAL=) | t-distribution, F-distribution, for different values of distribution parameters (require JAVA-capablebrowser) | ||
| Pick up | Turn in | Online Quiz | ||
| Problem Set #2 (HypothesisTesting, SHAZAM practice)
alaska0.sha alaska.dat |
Problem Set #1 | Quiz 3 | ||
| Lab # | Lab Topic(s) | Relevant Files | ||
| LAB #1 | Orientation to SSC lab and SHAZAM | |||
| Week of October 12 - October 16 | ||||
|---|---|---|---|---|
| Date | Lecture 4 | Topic | ||
| Tues. 10/13 | Lecture 4 | Univariate Estimation and Hypothesis Testing | ||
| HGJ Readings | Shazam Readings | Other | ||
| Chapter 4 | Review confidence intervals (JAVA Applet; requires JAVA-capable browser) | |||
| Pick up | Turn in | Online Quiz | ||
| Quiz 4 | ||||
| Date | Lecture | Topic | ||
| Thurs. 10/15 | Lecture 5 | Review of Simple Regression (the two-variable model) | ||
| HGJ Readings | Shazam Readings | Other | ||
| Chapter 5 | Review simple regression behavior(JAVA Applet; requires JAVA-capable browser) | |||
| Pick up | Turn in | Online Quiz | ||
| Problem Set #3(Simple Regression)
(files: np78.dat,doodad.dat) |
Problem Set #2 | Quiz 5 | ||
| Lab # | Lab Topic(s) | Relevant Files | ||
| Lab #2 | Use of SHAZAM to visualize shapes of distributions | plotdist.sha | ||
| Week of October 19 - October 23 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Tues. 10/20 | Lecture 6 | Simple Regression, Continued | ||
| HGJ Readings | Shazam Readings | Other | ||
| Chapter 6.1-6.5 | Chapter 8 (TEST, CONFID, GNU,TEST...END) | Review effects of outliers in simple regression(JAVA Applet; requires JAVA-capable browser) | ||
| Pick up | Turn in | Online Quiz | ||
| Quiz 6 | ||||
| Date | Lecture | Topic | ||
| Thurs. 10/22 | Lecture 7 | Goodness-of-fit: Prediction | ||
| HGJ Readings | Shazam Readings | Other | ||
| Chapter 6.6-6.11 | Chapter 7 (8) | . | ||
| Pick up | Turn in | Online Quiz | ||
| Problem Set#4
(files: study.sha,colds.sha,larent.sha,larent.dat) |
Problem Set #3 | Quiz 7 | ||
| Lab # | Lab Topic(s) | Relevant Files | ||
| Lab #3 | Use of SHAZAM to build a distribution of sample regression functions | plotsrf.sha,
table5_1.dat (that's table5_1.dat). |
||
| Week of October 26 - October 30 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Tues. 10/27 | Lecture 8 | Multiple Regression | ||
| HGJ Readings | Shazam Readings | Other | ||
| Chapter 7.1-7.4 | Chapter 7 ($temp variables, pp. 89-90),Chapter 8(TEST), Chapter 16 (FC, LIST, BEG=, END=, COEF=, p. 200) | . | ||
| Pick up | Turn in | Online Quiz | ||
| Problem Set #3 | Quiz 8 | |||
| Date | Lecture | Topic | ||
| Thurs. 10/29 | Lecture 9 | Multiple Regression, continued; Adjusted R-squared, F-tests | ||
| Shazam Readings | Other | |||
| Chapter 7.5-7.6 | Chapter 7 | |||
| Pick up | Turn in | Online Quiz | ||
| Handout: All the calculus you need to know for this course. | Quiz 9 | |||
| Lab # | Lab Topic(s) | Relevant Files | ||
| Lab #4 | Omitted variables bias examples | |||
| Week of November 2 - November 6 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Tues. 11/2 | Lecture 10 | Multiple Regression: Hypothesis Testing | ||
| HGJ Readings | Shazam Readings | Other | ||
| Chapter 7.7-7.13 | Chapter 8 (TEST) | . | ||
| Pick up | Turn in | Online Quiz | ||
| Problem Set #5
NOT TO BE HANDED IN Recent midterm problems. |
Problem Set #4 | Quiz 10 | ||
| Date | Lecture | Topic | ||
| Lecture 11 | Adjusted R-squared; F-tests | |||
| HGJ Readings | Shazam Readings | Other | ||
| Pick up | Turn in | Online Quiz | ||
| Handout on Calculus | Quiz #11 | |||
| Lab # | Lab Topic(s) | Relevant Files | ||
| Lab # | ||||
| Week of November 9 - November 13 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Tues. 11/10 | Lecture #12 | |||
| HGJ Readings | Shazam Readings | Other | ||
| Pick up | Turn in | Online Quiz | ||
| Quiz # | ||||
| Date | Lecture | Topic | ||
| Thurs. 11/12 | Midterm Exam | Material up to end of 11/5 lecture | ||
| HGJ Readings | Shazam Readings | Other | ||
| Pick up | Turn in | Online Quiz | ||
| Problem Set # | Problem Set # | Quiz # | ||
| Lab # | Lab Topic(s) | Relevant Files | ||
| Lab # | ||||
| Week of November 16 - November 20 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Lecture # | ||||
| HGJ Readings | Shazam Readings | Other | ||
| Pick up | Turn in | Online Quiz | ||
| Quiz # | ||||
| Date | Lecture | Topic | ||
| Lecture # | ||||
| HGJ Readings | Shazam Readings | Other | ||
| Pick up | Turn in | Online Quiz | ||
| Problem Set # | Problem Set # | Quiz # | ||
| Lab # | Lab Topic(s) | Relevant Files | ||
| Lab # | ||||
| Week of November 23 - November 27 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Lecture # | ||||
| HGJ Readings | Shazam Readings | Other | ||
| Pick up | Turn in | Online Quiz | ||
| Quiz # | ||||
| Lab # | Lab Topic(s) | Relevant Files | ||
| Lab # | ||||
| Week of November 30 - December 4 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Lecture # | ||||
| HGJ Readings | Shazam Readings | Other | ||
| Pick up | Turn in | Online Quiz | ||
| Quiz # | ||||
| Date | Lecture | Topic | ||
| Lecture # | ||||
| HGJ Readings | Shazam Readings | Other | ||
| Pick up | Turn in | Online Quiz | ||
| Problem Set # | Problem Set # | Quiz # | ||
| Lab # | Lab Topic(s) | Relevant Files | ||
| Lab # | ||||
| Week of December 7 - December 11 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Lecture # | ||||
| HGJ Readings | Shazam Readings | Other | ||
| Pick up | Turn in | Online Quiz | ||
| Quiz # | ||||
| Date | Lecture | Topic | ||
| Lecture # | ||||
| HGJ Readings | Shazam Readings | Other | ||
| Pick up | Turn in | Online Quiz | ||
| Problem Set # | Problem Set # | Quiz # | ||
| Lab # | Lab Topic(s) | Relevant Files | ||
| Lab # | ||||
