Econometrics Introduction zhuxi97@situ.edu.cn (antai 712) Econometrics 15-Zhuxi 1
Econometrics 15 - Zhuxi 1 Econometrics Introduction zhuxi97@sjtu.edu.cn (antai 712)
Purpose and textbook Purpose of this course Necessary background for theory and method of modern econometrics Able to do empirical research independently The Textbooks J.M.Wooldridge.Introductory Econometrics-A Modern Approach(4ed),清华大学出版社,2009. Study with example files Econometrics 15-Zhuxi 2
Econometrics 15 - Zhuxi 2 Purpose and textbook Purpose of this course Necessary background for theory and method of modern econometrics Able to do empirical research independently The Textbooks J. M. Wooldridge. Introductory Econometrics — A Modern Approach (4ed), 清华大学出版社,2009. Study with example files
Reference book and Software Reference ◆李子奈:计量经济学(第三版),2010 Wooldridge.Econometric Analysis of Cross Section and Panel Data,MIT Press;2nd Revised edition,2008. Angrist and Pischke.Mostly Harmless Econometrics,2008. ◆陈传波,stata十八讲 Software easy:Stata/Eviews/SPSS advanced:Gauss/SAS/Matlab/R Econometrics 15-Zhuxi 3
Reference book and Software Reference 李子奈:计量经济学(第三版),2010. Wooldridge. Econometric Analysis of Cross Section and Panel Data, MIT Press; 2nd Revised edition, 2008. Angrist and Pischke. Mostly Harmless Econometrics, 2008. 陈传波,stata十八讲. Software easy: Stata/Eviews/SPSS advanced: Gauss/SAS/Matlab/R Econometrics 15 - Zhuxi 3
About Score ◆Attendance(15%) attendance (10%)and participation(5%)in class ◆Assignment(35%) assignments (20%),and course paper (15%) ◆Examination(50%) close book Econometrics 15-Zhuxi 4
Econometrics 15 - Zhuxi 4 About Score Attendance (15%) attendance (10%) and participation (5%) in class Assignment (35%) assignments (20%), and course paper (15%) Examination (50%) close book
What is econometrics?(ctd) First proposed by Norway economist Frish(1926) Econometric Society:1930 Most influential journal Econometrica: 1933 Econometrics 15-Zhuxi 5
Econometrics 15 - Zhuxi 5 What is econometrics? (ctd) First proposed by Norway economist Frish(1926) Econometric Society: 1930 Most influential journal Econometrica: 1933