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 revised and amended during the quarter as warranted. The pace may be adjusted if necessary, 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. It is differentiated from Economics 147(A,B) in that no prior knowledge of matrix algebra is presumed.

Course Objectives:

  • Regression is one of the most important statistical techniques used by econometricians in their efforts to confront economic theories with real-life data.


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


  • Upon successful completion of this course, you should be familiar with regression fundamentals. You should understand the statistical underpinnings of this method, the assumptions that are required, ways in which these assumptions may be violated and remedial measures that can be employed when they are.


  • You should also appreciate some of the "art" of choosing among alternative regression models, but you will be aware of the dangers of "data mining."


  • You will have experienced considerable hands-on practice at implementing regression techniques using stylized and actual data and econometric computer software. A selection of applications will be explored in conjunction with the weekly problem sets.


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

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

    Textbooks and Other Useful Materials:

    Gujarati, Damodar Essentials of Econometrics (First Edition) New York: McGraw-Hill, 1992.
    White, Kenneth J., SHAZAM: The Econometrics Computer Program; User's Reference Manual, Version 8.0. (As implemented at Social Sciences Computing, UCLA.)
    Library Reserve Materials
    Self-scoring Online Practice Quizzes
    Course Requirements: Course Conduct and Policies:
    Monitoring: daily usage statistics. 
    COURSE OUTLINE LECTURE OUTLINES PROBLEM SETS PROBLEM SOLUTIONS COMPUTER LABS
    SHAZAM EXAMPLES DATA SETS ONLINE QUIZZES GRAPHICS HANDOUTS
    Updated: January 12, 1998
    Prepared by: Trudy Ann Cameron