Econometrics 2014 Fall

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General Information

  • Course Number: EC310
  • Lectures: Mondays 14:00-15:45am at DongZhongYuan 1-104
  • Computer Labs: Computation Center, Week 5, 8, 12, 14, 16
  • Office Hour: Wednesday 14:00-16:45pm or by appointment
  • Office: North Building #413, Antai Campus
  • Phone: 021-52301191
  • TA: Wan, Xiaoyuan (
  • Course email: sjtu.econometrics At (You should send all lab reports to this address)
  • My email: junhuiq At


EC310 is an introductory course in econometrics. The course covers linear regression with cross-section 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.


  • Introductory microeconomics and macroeconomics, calculus, statistics, linear algebra


  1. Introduction to econometrics
  2. Linear regression, the model and its estimation
  3. Diagnostics of linear regression
  4. Inference on linear regression
  5. Regressions with special variables
  6. Dealing with endogeneity


  1. Introduction to Eviews and implementation of OLS (5)
  2. Estimation and diagnostics (8)
  3. Hypothesis testing (12)
  4. Regression with special variables (14)
  5. Instrumental variable estimation and testing (16)

Problem Sets


  • Class participation (10%), lab and problem sets (30%), final exam (60%).


  • Introduction to Econometrics: A Modern Approach 3rd Ed., J.M. Woodridge, Cengage Learning.


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Last updated: Sep 14, 2014