
Econometrics 2014 Fall
General Information
 Course Number: EC310
 Lectures: Mondays 14:0015:45am at DongZhongYuan 1104
 Computer Labs: Computation Center, Week 5, 8, 12, 14, 16
 Office Hour: Wednesday 14:0016:45pm or by appointment
 Office: North Building #413, Antai Campus
 Phone: 02152301191
 TA: Wan, Xiaoyuan (wanxiaoyuan@hotmail.com)
 Course email: sjtu.econometrics At gmail.com (You should send all lab reports to this address)
 My email: junhuiq At gmail.com
Objectives
EC310 is an introductory course in econometrics. The course covers linear regression with crosssection and time series data. Both theoretical study and lab practice are emphasized. At the end of this course, students are expected to be able to conduct basic empirical research in economics and finance.
Prerequisites
 Introductory microeconomics and macroeconomics, calculus, statistics, linear algebra
Lectures
 Introduction to econometrics
 Linear regression, the model and its estimation
 Diagnostics of linear regression
 Inference on linear regression
 Regressions with special variables
 Dealing with endogeneity
Labs
 Introduction to Eviews and implementation of OLS (5)
 Estimation and diagnostics (8)
 Hypothesis testing (12)
 Regression with special variables (14)
 Instrumental variable estimation and testing (16)
Problem Sets
Grading
 Class participation (10%), lab and problem sets (30%), final exam
(60%).
Textbooks
 Introduction to Econometrics: A Modern Approach 3rd Ed., J.M. Woodridge,
Cengage Learning.
Last updated: Sep 14, 2014

