Documente Academic
Documente Profesional
Documente Cultură
CONTACT INFORMATION
Main Phone 972-883-2926
Office Location GR 3.232
Email Address kruti@utdallas.edu; Prof.Kruti@gmail.com
Office Hours M-T-W, 5:30-7:00 or after class or By appointment
Please email me in advance if you are arriving for office hours or for
Other Information
appointment
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ECON 6306.501 Applied Econometrics
Spring 2011, Tuesday 7:00-9:45 PM, GR 3.606, School of EPPS, UTDallas
Dr. Kruti Dholakia-Lehenbauer
STATA (information at the end of the syllabus)
Office 2010 (or 2011 for Mac) to use for class.
You need to get a free Turnitin.com account. Here is the link that
Other Recommended
shows you the steps and the login information you need:
Materials
http://www.turnitin.com/static/helpCenter/enrolling_in_classes.php
class ID: 3724213
class enrollment password: ECON6306
COURSE POLICIES
Midterm (25%): Tuesday, February 22, 2011
Final (30%): Tuesday, April 26, 2011 (TBA in class)
Homeworks (15%): Various Due Dates
Grading (credit) Criteria Empirical Project (30%): (All submissions required on Turnitin.com)
(a) Project Proposal, February 15, 2011 (5%)
(b) Presentation of Final Project, April 19 or May 10, 2011 (5%)
(c) Complete write-up, April 19, 2011 (20%)
Not allowed. Period. No negotiations are possible on this except if you
Make-up Exams get permission from the EPPS Associate Dean of Graduate Education,
Dr. Thomas Brunell.
Regular attendance is highly desirable. You are also responsible for all
announcements made in class, whether or not you attend. Thus, the
Class Attendance best policy is to attend every class. If you have to miss a class, due to
illness or other unavoidable conflict, try to borrow a fellow student’s
notes and informing me in advance.
I recommend you take some time and read the ancillary syllabus material by visiting:
http://go.utdallas.edu/syllabus-policies
STATA Information:
STATA is available in all EPPS computer labs for use. However, I would encourage you to purchase STATA
version 11 for use in this class, and potentially in other classes that you are likely to register for at
UTDallas. The main options available for students are:
Small STATA (6-month license) = $ 29.00
Small STATA (1-year license) = $ 49.00
STATA/IC (6-month license) = $ 65.00
STATA/IC (1-year license) = $ 98.00
STATA/IC (perpetual license) = $ 179.00
STATA/SE (perpetual license) = $ 425.00
Visit http://www.stata.com/order/new/edu/gradplans/gp-campus.html to place your order.
You can also obtain “A Gentle Introduction to STATA”, 3rd Edition for an additional $ 48.00 if you like.
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ECON 6306.501 Applied Econometrics
Spring 2011, Tuesday 7:00-9:45 PM, GR 3.606, School of EPPS, UTDallas
Dr. Kruti Dholakia-Lehenbauer
CLASS SCHEDULE
Basic Econometrics, Gujarati &
Tuesdays Topics to be covered Porter, 5th Ed.
Review: Basics; CLRM assumptions; Gauss-Markov
Thm; Hypothesis testing; Confidence Intervals; F-
11-Jan test; Ch. 1, 2, 3, 4, 5
18-Jan Multicollinearity & Heteroskedasticity Ch. 10, 11
Matrix Algebra; use of matrix algebra in
25-Jan econometrics; Var-Cov matrix; Ch. 6, 7
Model Mis-specifications: OVB, Including
irrelevant var, measurement errors in dep & indep
var; Model Selection Criteria: before & after
estimation; Nested & un-nested models; Dummy
1-Feb Variables Ch. 1-9
8-Feb Autocorrelation (Time series); Ch. 12, 21
Autocorrelation (continued): d-statistic; solutions;
15-Feb CORC Ch. 12, 21
22-Feb MIDTERM
1-Mar Maximum Likelihood Estimation (MLE) Ch. 14, 15
Discrete choice/outcomes; Linear Probability
8-Mar Model; Logit; Probit Ch. 14, 15
15-Mar SPRING BREAK
Discrete Choices; Goodness of fit in LPM, Logit &
22-Mar Probit; significance testing; odds ratio Ch. 14, 15
29-Mar Simultaneous Equation Models Ch. 18, 19, 20
SEM continued; Indirect Least Squares; Hausman
5-Apr Specification test; Panel Data Econometrics; Ch. 16, 18, 19, 20
12-Apr Panel Data (continued) Ch. 16
19-Apr FINAL PAPERS DUE. Presentations 1-8 (or more)
26-Apr FINAL EXAM
3-May Reading Day – NO CLASS
10-May Presentations 9-15
These descriptions and timelines are subject to change at the discretion of the Professor.
PROJECT: Please work in teams of two (no more than two people allowed in a team) and write a co-
authored empirical paper. Only one of you is required to upload the materials on Turnitin.com but you
of you are welcome to do it independently, especially if you are unsure about working on the same
project with your initially selected partner. More details will be announced in class.
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