ECO374, Applied Ecnmetrics, Winter 2014 Lecture: Wednesday, 10:00am-nn, lcatin: MP137 Instructr: Yuanyuan Wan Office: Rm 232, Max Gluskin Huse, 150 St. Gerge St Phne: 416-978-4964 Email: yuanyuan.wan@utrnt.ca Instructr Office Hurs: Wednesday, 3:00pm-5:00 Teaching Assistant: Jan Dee Teaching Assistant Email: jan.dee@mail.utrnt.ca Tutrial: Friday 10:00am; lcatin: MP137. TA Office Hurs: Friday 2pm-4pm; lcatin: Rm 40, Max Gluskin Huse Curse Descriptin The primary bjective f the curse is t prvide students with a slid theretical and practical fundatin fr the interpretatin f empirical evidence in ecnmics. The curse is built upn the statistical fundatins f the multiple regressin mdel and time series analysis, with examples drawn frm business and financial ecnmics. Students will gain practical experience wrking with ecnmic and financial data. Textbk Frecasting, Time Series, and Regressin by Bwerman, O'Cnnell, and Kehler, 2005, 4th editin, Brks / Cle (Cengage Learning). ISBN-13: 9780534409777, ISBN-10: 0534409776 The bk will be available at University f Trnt Bkstre. Make sure that the bk yu buy cntains a CD with data. Previus Training: Prerequisites: (i) ECO200Y1 r ECO204Y1 r ECO206Y1 (ii) ECO220Y1(70%) r ECO227Y1 r (STA257H1 plus STA261H1) Recmmended: MAT223H1 r MAT240H1 Exclusin: ECO327Y1 r ECO375H1, STA302H1 Sftware We will make regular use f statistical functins and add-ins f Excel thrughut the curse. Excel can perfrm the same peratins as alternative expensive sftware packages fr the material cvered in the curse and shuld be generally accessible anywhere. Curse Website
Lecture ntes will be psted in the Blackbard Curse Materials in advance. The Blackbard site will als be used manage class cmmunicatins. Check the annuncements psted there regularly. The Blackbard is accessible thrugh: https://prtal.utrnt.ca. Scre Plicy The final scre is based n fur parts: quiz, writing assignment, midterm exam and final exam. The weights are shwn in the table belw. Quiz (10%) There will be fur pp quizzes. Each f them shall take n mre than 15 minutes t cmplete. The purpse f the quiz is t help students cnslidate the materials f the previus lectures and t prvide me feedbacks. If a student misses a quiz, then he/she receives zer mark fr the missed quiz. At the end f the semester, tw highest scres will cntribute t yur curse evaluatin, each accunt fr 5%. Writing Assignment (20%) There is ne shrt writing assignment. The tpic and detailed requirements will be psted n Prtal befre reading week. Yu have t cmplete the writing assignment by yurself. Grup wrk is NOT allwed. Quantitative analysis is required in the writing assignment. The assignment is expected t be 8-10 pages, duble space, fnt size 11, including tables (and figures if necessary). A late assignment will be penalized by 20% its actual scre per day. The Department f Ecnmics prsecutes all cases f plagiarism vigrusly. This includes unintentinal plagiarism. Ignrance f the rules f plagiarism is specifically excluded as a defence. University disclaimer cncerning Turnitin.cm: "Nrmally, students will be required t submit their curse essays t Turnitin.cm fr a review f textual similarity and detectin f pssible plagiarism. In ding s, students will allw their essays t be included as surce dcuments in the Turnitin.cm reference database, where they will be used slely fr the purpse f detecting plagiarism. The terms that apply t the University's use f the Turnitin.cm service are described n the Turnitin.cm web site. Exams (30% midterm + 40% final) We have a midterm exam and a final exam fr this curse. Midterm exam will cver the materials f the first five lectures. The final exam will cver the all lectures f the semester. The exams cntain prblems requiring shrt answers, and empirical questins (similar t the textbk exercises). Hmewrk (ptinal) I will give 6-8 ptinal hmewrk assignments. The assignments cntain bth theretic and cmputerbased questins, and serves nly as practice. TA will g ver ungraded assignments during tutrial sessins.
Curse Evaluatin Tasks Weights Due Dates Quiz 10% TBA Writing Assignment 20% April 9 Midterm exam 30% February 12 Final exam 40% TBA Ttal 100% Planned Curse Outline The fllwing is the planned curse utline (subject t minr changes). Students are recmmended t preview the crrespnding chapters befre lectures. Week Curse materials Reference Week 1, January 8 Intrductin and Statistics Review Chapter 1 and 2 Week 2, January 15 Statistics Review (cnt d) Chapter 2 Week 3, January 22 Simple Regressin Chapter 3 Week 4, January 29 Multiple Regressin Chapter 4 Week 5, February 5 Mdel Building and Residual Analysis Chapter 5 Week 6, February 12 Midterm Exam Chapter 1-5 Week 7, February 19 Reading Week N class Week 8, February 26 Time series regressin Chapter 6 Week 9, March 5 Decmpsitin methds Chapter 7 Week 10, March 12 Expnential Smthing Chapter 8 Week 11, March 19 Bx-Jenkins Methds I Chapter 9 Week 12, March 26 Bx-Jenkins Methds II Chapter 10 Week 13, April 2 Selected tpics Chapter 11 Exam perid Final exam All lectures Curse Plicy University Attendance Plicy Attendance in all lectures is expected and strngly recmmended f all students. Lecture ntes serve as lecture utlines and are nt substitutins f the lecture themselves. Make-up Exams and Medical Ntes Plicy A grade f zer will be given t students wh d nt write the test, unless an apprpriate and cnvincing nte is received within ne week f the missed test (explaining why the test was missed). Make-up exams will nly be scheduled based n legitimate medical reasns r acute emergencies. An email ntice must be sent t me n the day f the exam. Original legitimate supprting dcuments f absence are required (within ne week). Scanned, cpied, r emailed dcuments will nt be accepted. When a student missed the exam fr medical reasns, he r she shall prvide an riginal cpy f a fully cmpleted University f Trnt fficial "Verificatin f Student Illness r Injury" frm.
The certificate needs t be cmpleted by a qualified medical dctr whse OHIP number must be prvided. Yu can dwnlad the frm frm http://www.illnessverificatin.utrnt.ca. It is by the University plicy that there are n make-up exams fr make-up exams. A make-up exam will be different frm the exam given in class. It is an academic ffence fr a student t use a medical nte t avid a test if he r she is nt actually sick. The make-up exam will be n February 28, Friday. Grade Dispute Requests fr re-grading hmewrk and/r exams must be submitted t instructr in writing within ne week that the exam and/r hmewrk are returned. The instructr will re-grade the whle prblem set and/r exam instead f a single questin t ensure the cnsistency. Academic Hnesty Academic integrity is a fundamental value essential t the pursuit f learning and schlarship at the University f Trnt. Participating hnestly, respectfully, respnsibly, and fairly in this academic cmmunity ensures that the UfT degree that yu earn will cntinue t be valued and respected as a true signifier f a student s individual wrk and academic achievement. As a result, the University treats cases f academic miscnduct very seriusly. The University f Trnt s Cde f Behaviur n Academic Matters (http://www.gverningcuncil.utrnt.ca/plicies/behaveac.htm) utlines the behaviurs that cnstitute academic miscnduct, the prcesses fr addressing academic ffences, and the penalties that may be impsed. Yu are expected t be familiar with the cntents f this dcument..all suspected cases f academic dishnesty will be investigated fllwing the prcedures utlined in the Cde f Behaviur n Academic Matters. Academic Integrity Handbk, Office f Student Academic Integrity, Faculty f Arts and Science, University f Trnt. Email Plicy I will reply emails within 24 hurs, except n weekends and hlidays, with the fllwing prvisins: The questin shuld require a ne (r tw) sentence respnse (maximum). If it takes mre, ffice hurs are the mre apprpriate venue. I will nt reply t emails cncerning grading. Fr such matters, ffice hurs are mre apprpriate. It is als (strngly) preferable that yu use the University f Trnt email addresses: my spam filter is set t maximum. Mrever, university plicy stipulates a preference fr these email addresses. Always identify yurself, curse and sectin in yur email. Please d nt send attachments f any kind. Please d nt submit term wrk by email. The teaching assistant has ne email-hur per week t reply curse related questins. Off-class Meetings I will hld tw hurs ffice hur every week. It is reserved fr ne-t-ne discussin f curse materials. The teaching assistant will hld tw hurs ffice hur and ne hur tutrial sessin every week.
Accessibility Needs The University f Trnt is cmmitted t accessibility. If yu require accmmdatins fr a disability, r have any accessibility cncerns abut the curse, the classrm r curse materials, please cntact Accessibility Services as sn as pssible: disability.services@utrnt.ca r http://studentlife.utrnt.ca/accessibility.