上海交通大学：《计量经济学》教学资源_教学资料_syllabus

上海交通大学 Address:No.535,Fa Hua Zhen Road, Shanghai 200052,P.R.China Tel:(+86-21)62933/62932592 安泰经济与管理学院 Fax:(+86-21)62825427 www.acem.sjtu.edu.cn Sh a n g h ai J iao T o ng U n i v e r si ty L e ct u r e O ut l i n e 1、Course Information Course Title:Econometrics Course Code:EC310 Course Type:Specialized Core Course Credits/Teaching Hours:3/48 Lecture:2013-2014 Academic Year 1st Term,Wednesday 3rd-5th Period 2、Instructor Name:Xi Zhu Job Title:Associate Professor Office Phone:52301263 Email:zhuxi97@sjtu.edu.cn 3、Course Grading: Grade is given based on student's performance in attendance,assignment,and examination. Attendance (15%):includes both attendance(10%)and participation(5%)in class Assignment(35%):includes assignments(20%),and course paper(15%) EFMD Accredited by EQUIS Association of MBAs

1 Address：No. 535, Fa Hua Zhen Road, Shanghai 200052, P. R. China Tel:（+86-21）62933 / 6293 2592 Fax:（+86-21）6282 5427 www.acem.sjtu.edu.cn S h a n g h a i J i a o T o n g U n i v e r s i t y L e c t u r e O u t l i n e 1、Course Information Course Title：Econometrics Course Code：EC310 Course Type：Specialized Core Course Credits/Teaching Hours：3/48 Lecture: 2013-2014 Academic Year 1st Term, Wednesday 3rd-5th Period 2、Instructor Name：Xi Zhu Job Title：Associate Professor Office Phone：52301263 Email：zhuxi97@sjtu.edu.cn 3、Course Grading： Grade is given based on student’s performance in attendance, assignment, and examination. Attendance (15%): includes both attendance (10%) and participation (5%) in class Assignment (35%): includes assignments (20%), and course paper (15%)

上海交通大学 Address:No.535,Fa Hua Zhen Road, Shanghai 200052,P.R.China Tel:(+86-21)62933/62932592 安泰经济与管理学院 Fax:(+86-21)62825427 www.acem.sjtu.edu.cn Examination(50%):close book 4.Grading Distribution: Close to Normal 5、Readings: Textbook: J.M.Wooldridge.Introductory Econometrics一A Modern Approach(4ed),清华大 学出版社影印版，2009 Reference Books: 1.李子奈：计量经济学（第三版），高等教育出版社，2010 2.陈传波，《Stata十八讲》，未出版。 3.J.M.Wooldridge.Econometric Analysis of Cross Section and Panel Data,MIT Press:2nd Revised edition,2008 4.Angrist and Pischke.Mostly Harmless Econometrics:An Empiricist's Companion, Princeton University Press,2008. 6、Course Materials Homework would be given sometimes. Week C o u r s e C on t e n t s Ho m e w o r k EFMD Accredited by EQUIS Association of MBAs

2 Address：No. 535, Fa Hua Zhen Road, Shanghai 200052, P. R. China Tel:（+86-21）62933 / 6293 2592 Fax:（+86-21）6282 5427 www.acem.sjtu.edu.cn Examination (50%): close book. 4、 Grading Distribution： Close to Normal 5、Readings ： Textbook: J. M. Wooldridge. Introductory Econometrics — A Modern Approach (4ed), 清华大 学出版社影印版，2009. Reference Books: 1. 李子奈：计量经济学（第三版），高等教育出版社，2010. 2. 陈传波，《Stata 十八讲》，未出版。 3. J. M. Wooldridge. Econometric Analysis of Cross Section and Panel Data, MIT Press; 2nd Revised edition, 2008. 4. Angrist and Pischke. Mostly Harmless Econometrics: An Empiricist's Companion, Princeton University Press, 2008. 6、Course Materials Homework would be given sometimes. W e e k C o u r s e C o n t e n t s H o m e w o r k

上海交通大学 Address:No.535,Fa Hua Zhen Road. Shanghai 200052,P.R.China Tel:(+86-21)62933/62932592 安泰经济与管理学院 Fax:(+86-21)62825427 www.acem.sjtu.edu.cn 1-1(3.6) Introduction of Econometrics 2-2(3.13) Multiple Regression:Estimation 3-3(3.20) Multiple Regression:Inference 4-4(3.27) Multiple Regression:further issues 5-5(4.3) Multiple Regression:dummies 6-6(4.10) Multiple Regression:asymptotics 7-7(4.17) Multiple Regression:heteroskedasticity 8-8(4.24) Lab Course I Application I 9-9(5.1) Holiday 10-10(5.8) Multiple Regression:specification,data 11-11(5.15) Time Series:basic 12-12(5.22) Time Series:further 13-13(5.29) Time Series:serial correlation and heteroskedasticity 14-14(6.5) IV 15-15(6.12) Lab courseⅡ Application IⅡ 16-16(6.17) Presentation of course paper Project /EFMD Accredited by EQUIS Association AG DITED of MBAs

3 Address：No. 535, Fa Hua Zhen Road, Shanghai 200052, P. R. China Tel:（+86-21）62933 / 6293 2592 Fax:（+86-21）6282 5427 www.acem.sjtu.edu.cn 1 - 1 ( 3 . 6 ) Introduction of Econometrics 2 - 2 ( 3 . 1 3 ) Multiple Regression: Estimation 3 - 3 ( 3 . 2 0 ) Multiple Regression: Inference 4 - 4 ( 3 . 2 7 ) Multiple Regression: further issues 5 - 5 ( 4 . 3 ) Multiple Regression: dummies 6 - 6 ( 4 . 1 0 ) Multiple Regression: asymptotics 7 - 7 ( 4 . 1 7 ) Multiple Regression: heteroskedasticity 8 - 8 ( 4 . 2 4 ) Lab Course I Application I 9 - 9 ( 5 . 1 ) Holiday 1 0 - 1 0 ( 5 . 8 ) Multiple Regression: specification, data 1 1 - 1 1 ( 5 . 1 5 ) Time Series: basic 1 2 - 1 2 ( 5 . 2 2 ) Time Series: further 1 3 - 1 3 ( 5 . 2 9 ) Time Series: serial correlation and heteroskedasticity 1 4 - 1 4 ( 6 . 5 ) IV 1 5 - 1 5 ( 6 . 1 2 ) Lab course II Application II 1 6 - 1 6 ( 6 . 1 7 ) Presentation of course paper Project