Catalog Description: Empirical Research Methodology and Ethics. Hypothesis testing and predicting with OLS regression. Estimation with violations of classical assumptions. Multicollinearity problems; dummy variables; model specification.

Prerequisites:

• Business Statistics (MS 251),
• Intermediate Microeconomics (ECON 301) or Intermediate Macroeconomics (ECON 302)

Web resources:

• Tim Sullivan's web page
• Tim Sullivan's MS 251 page
• ECON/FIN 415 Yahoo! Group
• SAS webpage

Course materials:

• Spring 2006 syllabus (Word)
• Datasets for textbook (zipped Excel files)
• NASCAR dataset

Useful links for project:

• Project assignment (Word)
• Waypoint two: Proposal (Word)
• Waypoint three: Annotated bibliography (Word)
• Waypoint four: Data description (Word)
• Waypoint five: Estimation results (Word)
• SIUE School of Business Fatal Error Policy
• SIUE Writing Center
• Grading rubric (Word)

Lecture Notes (PowerPoint):

• Welcome
• SAS primer
• Statistics review
• Simple regression model
• Research resources
• Properties of OLS estimators
• Multiple regression: estimation
• Multiple regression inference
• Mutliple regression: advanced topics
• Qualitative independent variables
• Qualitative dependent variables
• Heteroskedasticity
• Regression with time-series data: Part I
• Regression with time-series data: Part II
• Regression with panel data
• Limited dependent variables
• Advanced topics

Quiz Solutions:

• Introduction: Spring 2006, Fall 2005, Spring 2005
• Statistics review: Spring 2006, Fall 2005, Spring 2005
• Simple regression model: Fall 2005, Spring 2005
• Properties of OLS estimators: Spring 2006, Fall 2005, Spring 2005
• Multiple regression: estimation: Spring 2006, Fall 2005, Spring 2005
• Multiple regression: inference: Spring 2006, Fall 2005, Spring 2005
• Multiple regression: advanced topics: Spring 2006, Fall 2005, Spring 2005
• Qualitative independent variables: Spring 2006, Fall 2005, Spring 2005
• Qualitative dependent variables: Spring 2006, Fall 2005
• Heteroskedasticity: Spring 2006, Fall 2005, Spring 2005
• Time series (part 1): Spring 2006, Fall 2005, Spring 2005
• Time series (part 2): Spring 2006, Fall 2005, Spring 2005
• Panel data: Spring 2006, Fall 2005, Spring 2005
• Limited dependent variables: Spring 2006, Fall 2005

URL: www.siue.edu/BUSINESS/econfin/courses/econfin415/sullivan.html Published by: University Graphics & Publications Last update: April 25, 2006 by Webmaster © 2000, Board of Trustees, Southern Illinois University