• Econometrics
    • Antai College of Economics & Management
    • Credit. 3
    • EC310
    • Enroll
    • PAUSE
    • Fall , 2015
    • 5511
    • Course Description:
    • ( Exchange Programme )
    • EC310 is an introductory course in econometrics. The course covers estimation and testing of linear regression with cross-section and time series data. Both theoretical study and lab practice are emphasized. Linear algebra (matrix manipulations) is heavily used in the course. At the end of this course, students are expected to be able to conduct basic empirical research in economics and finance.
    • Course Syllabus:
    • After completing the course, students should:
      1.Understand basic concepts and assumptions of econometrics
      2.Be able to prove some fundamental theorems in econometrics
      3.Be able to interpret econometric models
      4.Be able to formulate and test hypotheses on linear regressions.
    • Schedule:
    • Topics / Credit hours / Teaching methodology / Tasks / Intended learning outcomes / Assessment methods

      1.Introduction to econometrics/ 3Credit Hours/ Lectures/ Problem set 1 on linear algebra/ Understand the basic concepts in econometrics/ In-class discussion and homework
      2.Linear regression, the model and its estimation/ 9 Credit Hours/ Lectures/ Problem set 2 and 3/ Understand regression and its estimation/ Homework
      3. Diagnostics of linear regression/ 3 Credit Hours/ Lectures/ Null/ Lea
  • Reading list
  • Other Materials
  • Discussion
  • Homework download/submit
    • Qian Junhui
    • Read more
    • Male
    • E-mail:
    • jhqian@sjtu.edu.cn
    • Profile
  • Prerequisite Course:

    Calculus, statistics, linear algebra

  • Textbooks:

    1. J.M. Woodridge, “Introduction to Econometrics: A Modern Approach”, Cengage Learning.
  • Grading:

    10%/Class participation
    30%/lab and problem sets
    60%/final exam
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