Academic year 2014/15
                  SUBJECT: ECONOMETRICS
             MODULE: QUANTITATIVE RESEARCH METHODS
                   Professor: Yarine Fawaz
                       Syllabus
                      Objectives
     This class is an introduction to econometrics. As such, it provides an overview of how to
     carry out and interpret empirical research. While some mathematical derivations will be
     presented, the emphasis will be on gaining an intuitive understanding of the principles of
     econometric analysis, rather than on learning to do formal proofs. At the end of this course,
     the students should be able to analyze data using the most common estimation techniques
     with the help of a statistical software (STATA).
                      Readings
     Wooldridge, Jeffrey M., Introductory Econometrics: A Modern Approach, 2ndedition, 2003.
     Angrist, Joshua and Pischke, Jörn-Steffen, Mostly Harmless Econometrics, Princeton, 2009.
                      Assessment
     There will be one final exam. One problem set will be distributed, collected and discussed in
     class. You will need to use the statistical program Stata, which is available on the computers
     of the computer rooms. In addition, there will be a written project due toward the end of the
     term. The project will consist of carrying out a specified empirical project and writing up the
     results in the form of a research paper.
         Your final grade will be based on the following:
     Problem Set        20%
     Project                30%
     In-Class Exam    50%
     Office hours & contact information
     You can find me in my office (B3-076 in Departamento de Economia Aplicada) at office
     hours: Wednesdays from 2 to 4pm  during which time you can stop by without an
     appointment. Appointments are also available to meet with me outside of my open office
            hours.   If   you   would   like   to   set   up   an   appointment,   please   contact   me   by   email
            (yarine.fawaz@yahoo.fr), or talk to me in class about a mutually agreeable time.
            There is a page for this class on my website:
            http://www.mwpweb.eu/YarineFawaz/teaching.html. You will find such things as the
            powerpoints used in class, problem sets, additional information on the research paper, and
            other useful links.
               Weekly Schedule(subject to changes)
            Week 1:       Monday, Nov 10th                     Wednesday, Nov 12th
                          Class 1                              No class, no office hours.
                          INTRODUCTION                         Contact me if you need an appointment this week.
                          Chapter 1 (Wooldridge)
            Week 2:       Monday, Nov 17th                     Wednesday, Nov 19th
                          Class 2                              Class 3
                          SIMPLE REGRESSION MODEL              MULTIPLE REGRESSION
                          Chapter 2 (Wooldridge)               Chapter 3
                                             th                               th
            Week 3:       Wednesday, Nov 26                    Friday, Nov 28
                          Class 4                              Class 5
                          MULTIPLE REGRESSION                  INFERENCE
                          MODEL                                Chapter 4
                          Chapter 3
            Week 4:       Monday, Dec  1st                     Wednesday, Dec 3th
                          Class 6                              Class 7
                          INFERENCE                            QUALITATIVE VARIABLES
                          Chapter 4                            Chapter 7
                                                               Problem set due
                                             th                                h
            Week 5:       Wednesday, Dec 10                    Monday, Dec 15
                          Class 8                              Class 9
                          LINEAR PROBABILITY                   FURTHER ISSUES/ APPLICATIONS (more on
                          MODEL/INTERACTIONS                   specification and data problems)
                          Chapter 7
            Week 6:       Wednesday, Dec 17th                  Christmas Break
                          Class 10                             Happy holidays!
                                                                                           th
                          FURTHER ISSUES/                      See you on Friday, January 9  for the final exam.
                          APPLICATIONS                         You will hand me your research paper at the same
                                                               time.