Econ 518 Course Website.

This site contains materials to acompany Introduction to Econometrics taught at the University of Arizona by Roger Dahlgran. These materials are compatible with recent version of major web browsers.

Course Syllabus

Course Calendar

P&R - Chapter 2   Appendix

Online SAS Documentation

Some Sample SAS programs

Homework Assignments

1. Assigned: Aug 27; due Sep 3.
    
• Homework #1. Collect and record data.
   
2. Assigned: Sep 3; due Sep 10.
    
• Homework #1. Probability Distributions and Expected Values.
   
3. Assigned: Sep 10; due Sep 17.
    
• Homework #2b. Parameter Estimation Webpage.
• Homework #2c. Probs 2.8 - 2.14, excluding 2.10. Source: Pindyck and Rubinfeld.
• Homework #2d. One final problem.
• Solutions to 2c and 2d

 
4. Assigned: Sep 17; due Sep 24.
    
• Homework #3a. Probabilities and Probability Distributions.
• A t table that may help with this homework. (or use your own)
• Homework #3b. Problems 1.3 - 1.5 from Pindyck and Rubinfeld, problem 1.12 Johnston and DiNardo.
• Solution to homework #3b
• Homework #3c. The Normal, Chi-square, t and F Distributions.
   
5. Assigned: Sep 24; due Oct 1.
    
• Homework #4a. Variances of Regression Estimates.
• Homework #4b. Handout. The effect of X values on V(α), V(β) and Cov(α,β).
• Solution to Homework 4b

 
6. Assigned: Oct 1; due Oct 8.
    
• Homework #5. Analysis of variance and hypothesis testing.
   
7. Oct 8. Midterm 1.
    
8. Assigned: Oct 15; due Oct 22.
    
• Homework #6. Estimators - Matrix vs summation notation
   
9. Assigned: Oct 22; due Oct 29.
    
• Homework #7. Multivariate Normal Random Variables
• Homework #7. Data Matrices in Multiple Regression.
   
10. Assigned: Oct 29; due Nov 5.
     
• Homework #8. Multiple Regression ANOVA.
   
11. Assigned: Nov 5; due Nov 12.
     
• Homework #9. Multiple regression using SAS.
   
12. Assigned: Nov 12; due Nov 19.
     
• Homework #10. Testing the General Linear Hypothesis.
   

Past Examinations:

Copyright © 1999 Roger A. Dahlgran and the University of Arizona.