Lectures | section M: TR 6pm-7:50, GSIA 240 |
section F: TR 8pm-9:50, GSIA 152 | |
Instructor | Bill Vogt |
HBH 2116D, 268-1843 | |
wilibear@andrew.cmu.edu | |
Office Hours | T 5:00-6:00 |
R 5:00-6:00 | |
Grader | Amitabh Sinha, asinha@andrew.cmu.edu |
Textbook | Newbold, Paul (1995) |
Statistics for Business & Economics, 4th ed | |
Upper Saddle River, NJ: Prentice-Hall | |
Website | http://www.andrew.cmu.edu/course/45-734/index.htm |
Software | Eviews by Quantitative Micro Software |
Date | Material, Book Sections | Work |
T Mar 12 | Introduction, Correlation, Regression (ch 12) | |
R Mar 14 | Ordinary Least Squares (ch 12) | |
T Mar 19 | Gauss-Markov Theorem, Estimation | |
R Mar 21 | Multivariate Regression (ch 13) | HWK 1 due |
T Mar 26 | Multivariate Regression (ch 13) | |
R Mar 28 | Multivariate Regression (ch 13) | HWK 2 due |
T Apr 2 | Spring Break, no class | |
R Apr 4 | Spring Break, no class | |
T Apr 9 | Dummy variables (ch 14) | HWK 3 due |
R Apr 11 | Midterm - In class | |
T Apr 16 | Specification (ch 14) | |
R Apr 18 | Heteroskedasticity, Autocorrelation (ch 14) | |
T Apr 23 | Heteroskedasticity, Autocorrelation (ch 14) | HWK 4 due |
R Apr 25 | Analysis of Variance (ch 15) | |
T Apr 30 | Analysis of Variance (ch 15) | HWK 5 due |
R May 2 | Final Exam - In class |