Basic Econometric Techniques: Course Description

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UNIVERSITY OF MACAU FACULTY OF BUSINESS ADMINISTRATION BACHELOR'S DEGREE PROGRAMME

ECIF311 ECONOMETRICS II
Second Semester 2010-2011
Instructor Contacts P. S. Tam Office: L430 (Thursday 4:00 p.m. - 7:00 p.m. Or By appointment.) Phone: 8397-4756 Email: pstam@umac.mo Friday 1:00 p.m. - 4:00 p.m. J207 http://webcourse.umac.mo

Class Website

Description:
This course focuses on basic econometric techniques, emphasizing both technical derivations and practical applications. The linear regression model will be reviewed using matrix algebra, and its limitations addressed. Topics on dynamic models, random regressors, simultaneous equations models, and time series econometrics will be covered. If time permits, panel data models and qualitative and limited dependent variable models will also be discussed. Upon completing this course, students are expected to be able to undertake their own econometric analysis.

Prerequisite:
ECIF310 or equivalent. In general, knowledge in basic economic theory, calculus, probability and statistics is required.

Textbook:
Hill, R.C., Griffiths, W.E., and Lim, G.C. Principles of Econometrics, Third Edition. John Wiley & Sons, Inc. 2008. Griffiths, W.E., Hill, R. C., and Lim, G.C. Using EViews for Principles of Econometrics, Third Edition. John Wiley & Sons, Inc. 2008. (They are available from the university bookstore as a bundle with student discount.) Textbook website: http://as.wiley.com/WileyCDA/WileyTitle/productCd-EHEP001750.html?filter= TEXTBOOK.

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References:
Gujarati, D.N., and Porter, D.C. Basic Econometrics. McGraw-Hill. Stock, J.H. and Wason, M.W. Introduction to Econometrics, Pearson Higher Education. Wooldridge, J. Introductory Econometrics: A Modern Approach, South-Western Cengage Learning.

Software:
EViews. EViews 6 Student Version comes with the textbook purchase. EViews 7 is available in the university computing network.

Content:
Topic Review of Matrix Algebra Matrix Approach to Linear...
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