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. Gujarati 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 January 12 - January 16 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Tues. 1/13 | Lecture 1 | |||
| Gujarati 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 | |||
| Date | Lecture | Topic | ||
| Thurs. 1/15 | Lecture 2 | Review of Basic Statistics | ||
| Gujarati Readings | Shazam Readings | Other | ||
| Chapter 2 | Review pairwise correlation (JAVA Applet; requires JAVA-capable browser) | |||
| Pick up | Turn in | Online Quiz | ||
|
Problem Set #2 (Hypothesis
Testing, SHAZAM practice)
alaska0.sha alaska.dat |
. | Quiz 2 | ||
| Lab # | Lab Topic(s) | Relevant Files | ||
| LAB #1 | Orientation to SSC lab and SHAZAM | |||
| Week of January 19 - January 23 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Tues. 1/20 | Lecture 3 | Some Important Distributions for Econometrics | ||
| Gujarati 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-capable browser) | ||
| Pick up | Turn in | Online Quiz | ||
| . | Problem Set #1 | Quiz 3 | ||
| Date | Lecture 4 | Topic | ||
| Thurs. 1/22 | Lecture 4 | Univariate Estimation and Hypothesis Testing | ||
| Gujarati Readings | Shazam Readings | Other | ||
| Chapter 4 | . | Review confidence intervals (JAVA Applet; requires JAVA-capable browser) | ||
| Pick up | Turn in | Online Quiz | ||
| . | Problem Set #2 | Quiz 4 | ||
| Lab # | Lab Topic(s) | Relevant Files | ||
| Lab #2 | Use of SHAZAM to visualize shapes of distributions | plotdist.sha | ||
| Week of January 26 - January 30 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Tues. 1/27 | Lecture 5 | Review of Simple Regression (the two-variable model) | ||
| Gujarati Readings | Shazam Readings | Other | ||
| Chapter 5 | Review simple regression behavior (JAVA Applet; requires JAVA-capable browser) | |||
| Pick up | Turn in | Online Quiz | ||
| . | . | Quiz 5 | ||
| Date | Lecture | Topic | ||
| Thurs. 1/29 | Lecture 6 | Simple Regression, Continued | ||
| Gujarati Readings | Shazam Readings | Other | ||
| Chapter 6.1-6.5 | Chapter 8 (TEST, CONFID, GNU or EGA, TEST...END) | Review effects of outliers in simple regression (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 6 | ||
| 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 February 2 - February 6 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Tues. 2/3 | Lecture 7 | Goodness-of-fit: Prediction | ||
| Gujarati Readings | Shazam Readings | Other | ||
| Chapter 6.6-6.11 | Chapter 7 (8) | . | ||
| Pick up | Turn in | Online Quiz | ||
| . | . | Quiz 7 | ||
| Date | Lecture | Topic | ||
| Thurs. 2/5 | Lecture 8 | Multiple Regression | ||
| Gujarati 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
#4 (files: study.sha, colds.sha |
Problem Set #3 | Quiz 8 | ||
| Lab # | Lab Topic(s) | Relevant Files | ||
| Lab #4 | Omitted variables bias examples | . | ||
| Week of February 9 - February 13 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Tues. 2/10 | Lecture 9 | Multiple Regression, continued; practice problems, class survey | ||
| Gujarati Readings | Shazam Readings | Other | ||
| Chapter 7.5-7.6 | Chapter 7 | . | ||
| Pick up | Turn in | Online Quiz | ||
| . | . | Quiz 9 | ||
| Date | Lecture | Topic | ||
| Thurs. 2/12 | Lecture 10 | Multiple Regression: Hypothesis Testing | ||
| Gujarati 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 | ||
| Lab # | Lab Topic(s) | Relevant Files | ||
| Lab #5 | Old Midterm questions and keys | n:mailroom.sha n:coffee.sha n:mailroom.dat n:coffee.dat | ||
| Week of February 16 - February 20 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Tues. 2/17 | Lecture 11 | F-tests; Functional Forms | ||
| Gujarati Readings | Shazam Readings | Other | ||
| Chapter 8 | Chapter 7 (LOGLIN, LOGLOG, LINLOG, RESTRICT), Chapter 12 (skim, BOX) | . | ||
| Pick up | Turn in | Online Quiz | ||
| . | . | Quiz 11 | ||
| Date | Lecture | Topic | ||
| Thurs. 2/19 | MIDTERM | . | ||
| Gujarati Readings | Shazam Readings | Other | ||
| . | Chapter 6 (SEAS(x), DUM(x)) | . | ||
| Pick up | Turn in | Online Quiz | ||
|
Problem Set #5 (functional forms; dummy variables) (files: prodtn.dat, credit.dat ) |
. | . | ||
| Lab # | Lab Topic(s) | Relevant Files | ||
| Lab #6 | Dummy Variables; Multiple regression interpretation (i.e. LA apartment rentals again) | mgr.sha, mgr.dat, larent.sha, larent.dat | ||
| Week of February 23 - February 27 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Tues. 2/24 | Lecture 12 | Dummy Variables; Classroom Survey | ||
| Gujarati Readings | Shazam Readings | Other | ||
| Chapter 9 | . | . | ||
| Pick up | Turn in | Online Quiz | ||
| . | . | Quiz 12 | ||
| Date | Lecture | Topic | ||
| Thurs. 2/26 | Lecture 13 | Multicollinearity | ||
| Gujarati Readings | Shazam Readings | Other | ||
| Chapter 10 | Chapter 7 (AUXRSQR) | . | ||
| Pick up | Turn in | Online Quiz | ||
|
Problem Set #6 (Multicollinearity; Classroom Survey) (files: sur97.sha, sur97.dat |
Problem Set #5 | Quiz 13 | ||
| Lab # | Lab Topic(s) | Relevant Files | ||
| Lab #7 | Downloading data series from CITIBASE; plotting fitted isoquants from Problem Set #5 | . | ||
| Week of March 2 - March 6 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Tues. 3/3 | Lecture 14 | Heteroscedasticity | ||
| Gujarati Readings | Shazam Readings | Other | ||
| Chapter 11.1-11.3 | Chapter 7 (HETCOV, p. 83, Weighted Regression, pp. 95-96) | . | ||
| Pick up | Turn in | Online Quiz | ||
| . | . | Quiz 14 | ||
| Date | Lecture | Topic | ||
| Thurs. 3/5 | Lecture 15 | Heteroscedasticity, continued | ||
| Gujarati Readings | Shazam Readings | Other | ||
| Chapter 11.4-11.6 | Chapter 18 (HET) | . | ||
| Pick up | Turn in | Online Quiz | ||
|
Problem Set #7 (Heteroscedasticity) |
Problem Set #6 | Quiz 15 | ||
| Lab # | Lab Topic(s) | Relevant Files | ||
| Lab #8 | Dummy variable interpretation | . | ||
| Week of March 9 - March 13 | ||||
|---|---|---|---|---|
| Date | Lecture | Topic | ||
| Tues. 3/10 | Lecture 16 | Autocorrelated Errors (Serial Correlation) | ||
| Gujarati Readings | Shazam Readings | Other | ||
| Chapter 12.1-12.3 | Chapter 7 (RSTAT, EXACTDW) | . | ||
| Pick up | Turn in | Online Quiz | ||
| . | Proposal | Quiz 16 | ||
| Date | Lecture | Topic | ||
| Thurs. 3/12 | Lecture 17 | Autocorrelated Errors, continued | ||
| Gujarati Readings | Shazam Readings | Other | ||
| Chapter 12.4-12.6 | Chapter 11 (AUTO) | . | ||
| Pick Up | Turn in | Online Quiz | ||
|
Problem Set #8 (Autocorrelated Errors) Proposal to be Reviewed |
Problem Set #7 | Quiz 17 | ||
| Lab # | Lab Topic(s) | Relevant Files | ||
| Lab #9 | Analysis of class surveys |
Data will eventually be available in: surv97_1.sha, surv97_1.dat |
||
| Week of March 16 - March 20 | |||||
|---|---|---|---|---|---|
| Date | Lecture | Topic | |||
| Tues. 3/17 | Lecture 18 | Model Selection; Endogenous Regressors | |||
| Gujarati Readings | Shazam Readings | Other | |||
| Chapter 13.1-13.2 | Chapter 14 (DIAGNOS) | . | |||
| Pick up | Turn in | Online Quiz | |||
| . | . | Quiz 18 | |||
| Date | Lecture | Topic | |||
| Thurs. 3/19 | Lecture 19 | Overflow, Other Topics | |||
| Gujarati Readings | Shazam Readings | Other | |||
| Chapter 13.3-13.4 | . | . | |||
| Access on Web | Turn in | Online Quiz | |||
| Old Finals | Problem Set #8 Review of Proposal |
Quiz 19 | |||
| Lab # | Lab Topic(s) | Relevant Files | |||
| Lab #10 | Counterfactual simulations: Alaska salmon prices | . | |||
| Exam Week (March 23 - March 27) | ||||
|---|---|---|---|---|
| Date | Event | Location(s) | ||
| Wed. 3/25 | FINAL EXAM | TBA | ||
| Pick up | Turn in | Other | ||
| Remaining homeworks | Grade card | . | ||
| COURSE OUTLINE | LECTURE OUTLINES | PROBLEM SETS | PROBLEM SOLUTIONS | COMPUTER LABS |
| SHAZAM EXAMPLES | DATA SETS | ONLINE QUIZZES | GRAPHICS | HANDOUTS |