ECO 2408H1F  

Econometrics (MA)

 

Fall 2011

Department of Economics, University of Toronto

 

Access to Course Materials on the Blackboard

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Syllabus

 

Course Description

Econometrics combines elements of economic theory, statistics, probability theory, and mathematics. The primary objective of the course is to provide students with a solid theoretical and practical foundation for the interpretation of empirical evidence in economics. As such there is a dual focus on econometric theory and “hands-on” experience working with economic data. The centerpiece of the course is an empirical term paper on a topic of the student’s choice. At the end of the course, students should be able to conduct their own empirical investigations, and critically evaluate econometric and other statistical evidence.

 

Meetings

Lectures:           Tuesday 1:00 pm – 3:00 pm, VC 212 (91 Charles St)

                           Thursday 2:00 pm – 3:00 pm, Woodsworth College 126 (119 St. George St)

Tutorials:           Thursday 3:00 pm – 4:00 pm, Woodsworth College 126 (119 St. George St)

 

Course Materials

Required textbooks:

1. Introductory Econometrics: A Modern Approach, 4th Edition, by Jeffrey Wooldridge
   ISBN-10: 0324581629    ISBN-13: 9780324581621

2. Kenneth Train, Discrete Choice Methods with Simulation, Second Edition, 2009, Cambridge University Press, available at http://elsa.berkeley.edu/books/choice2.html

3. Ruey S. Tsay, Analysis of Financial Time Series, Second Edition, 2005, Wiley, available at http://simplelink.library.utoronto.ca/url.cfm/167190

 

Software:

The course involves a considerable amount of computing, and students must learn and use a sophisticated statistical software package. STATA is highly recommended, and is the only package that will be supported by the instructor and TAs. Students should purchase Intercooled Stata 12.0, available online at: http://www.stata.com/order/new/edu/gradplans/cgpcampus-order.html While orders are placed online, you will pick up your software at the Software Licensing Office in the Information Commons at Robarts Library: http://www.utoronto.ca/ic/software/detail/stata.html

 

Staff Information

 

Instructor:      Prof. Martin Burda

Office:               Department of Economics, room 234

Contact:            martin.burda@utoronto.ca; phone 416-978-4479

Office hours:     Tuesday 4:30 pm – 6:30 pm

 

TA:                    Nathan Yang

Office:                Department of Economics, room 350

Contact:            nathan.yang@utoronto.ca  

Office hours:     Friday 10:00 am – 12:00 pm

 

STATA TA:      Joshua Dennis Murphy

Office:                Department of Economics, room 40

Contact:            josh.murphy@utoronto.ca

Office hours:     Friday 12:00 pm - 1:00 pm