Queen's University, Department of Economics

ECONOMICS 351*

Introductory Econometrics

Winter Term 2009

Instructor: Mike Abbott

Office: A521 Mackintosh-Corry Hall

Phone/Voice Mail: 613-533-2298

E-mail: abbott@econ.queensu.ca

* Important Announcements

* [11-Apr-2009] Download: ANSWERS to Assignment 3 -- Winter Term 2009

* [06-Apr-2009] Download: Slides from Pre-Final Exam Tutorial -- Winter Term 2009

* Instructor's Office Hours Before Final Exam

  • Tuesday April 7, 2009: 9:30 a.m. - 11:00 a.m.
  • Wednesday April 8, 2009: 2:30 p.m. - 4:00 p.m.
  • Thursday April 9, 2009: 3:30 p.m. - 5:00 p.m.

* ANSWERS to Selected Questions on Past ECON 351 Final Exams

* [01-Apr-2009] Download: Final Exam Checklist for ECON 351 Final Exam -- Winter Term 2009

* ECON 351 FINAL EXAM TUTORIAL -- Winter Term 2009

* [24-Mar-2009] ASSIGNMENT 2 is marked: Pick yours up at QED Coursework Distribution Centre -- MC A512

* [18-Mar-2009] MID-TERM EXAMS are marked: Pick yours up at QED Coursework Distribution Centre -- MC A512.

* Assignment 3 was distributed in class on Monday March 16, 2009

* [27-Feb-2009] Assignment 1 is marked: Pick yours up at QED Coursework Distribution Centre -- MC A512

* FINAL Date and Time of Mid-Term Exam, Winter Term 2009: Monday March 2, 2009: 11:30 a.m. - 12:50 p.m.

* Locations of Mid-Term Exam, Winter Term 2009:

* Download: ECON 351 Mid-Term Exam Checklist -- Winter Term 2009

* Assignment 1 was distributed in class on Thursday January 22, 2009

* Instructor's Revised Office Hours (starting 26-Jan-2009) -- Winter Term 2009

* IMPORTANT: Room Change for Lectures in ECON 351 -- Winter Term 2009 (starting Thursday, January 15, 2009):

* FINAL Times for Stata Tutorials -- Winter Term 2009 (starting Monday January 19, 2009):

* Locations of Mid-Term Exam, Winter Term 2009:

* Download: ECON 351 -- A First Guide to Hypothesis Testing in Linear Regression Models [25 Nov 2008]

* Course Information: Winter Term 2009

* Instructor's Office Hours
* ECON 351* TAs for Winter Term 2009
* Course Description
* Prerequisites
* Course Work and Assessment
* Exams and Assignments -- Schedule
* Course Outline and Reading List
* Class DSC Representative
* Announcements

* Download Lecture Overheads

* Lecture 1: Econometrics: Whats It All About, Alfie?
* Lecture 2: Introduction to Linear Regression Analysis
* Note 1: Specification - Assumptions of the Simple Classical Linear Regression Model (CLRM)
* Note 2: Ordinary Least Squares (OLS) Estimation of the Simple CLRM
* Note 3: Desirable Statistical Properties of Estimators
* Note 4: Statistical Properties of the OLS Estimators
* Note 4: Addendum
* Note 5: Computational Properties and Goodness-of-Fit of the OLS Sample Regression Equation
* Note 6: The Fundamentals of Statistical Inference in the Simple Linear Regression Model
* Note 7: Interval Estimation in the Classical Normal Linear Regression Model [Revised 08-Oct-2008]
* Note 8: Hypothesis Testing in the Classical Normal Linear Regression Model [Revised 15-Oct-2008]
* Note 9: F-Tests and Analysis of Variance (ANOVA) in the Simple Linear Regression Model
* Introduction to Note 11: Example of a Multiple Linear Regression Model [NEW 29-Oct-2008]
* Note 11: The Multiple Classical Linear Regression Model: (CLRM): Specification and Assumptions
* Note 12: OLS Estimators of the Multiple (Three-Variable) Linear Regression Model [NEW 05-Mar-2009]
* Note 13: Goodness-of-Fit in the Multiple Linear Regression Model
* Note 14: Functional Form in the Variables: Common Specifications
* Note 15: Marginal Effects of Continuous Explanatory Variables: Constant or Variable?
* Note 16: Test of Exclusion Restrictions on Regression Coefficients: Formulation and Interpretation
* Note 17: F-Tests of Linear Coefficient Restrictions: A General Approach [Revised 19-Mar-2009]
* Note 18: F-Tests of Exclusion Restrictions on Regression Coefficients: Numerical Examples 1
* Note 19: F-Tests of Exclusion Restrictions on Regression Coefficients: Numerical Examples 2
* Note 20: Tests of Single Linear Coefficient Restrictions: t-tests and F-tests
* Introduction to Note 21: Using Dummy Variables as Regressors in Linear Regression Models [Revised 25-Mar-2009]
* Note 21: Using Dummy Variables to Test for Coefficient Diffences [Revised 02-Apr-2009]
* Note 22: Tests for Coefficient Diffences: Examples 1
* Note 23: Tests for Coefficient Diffences: Examples 2

* Information on STATA Tutorials

STATA Tutorials start WEEK 2, Winter Term 2009

* STATA Tutorial Schedule -- Winter Term 2009
* Download Text-Format Dataset auto1.raw
* Download Text-Format Dataset auto1.txt
* STATA 10 Tutorial 1: Getting Started with Stata
* STATA 10 Tutorial 2: Introduction to Selected Stata Commands
* STATA 10 Tutorial 3: The Basics of OLS Estimation in Stata
* STATA 10 Tutorial 4: Generating and Graphing Predicted Values and Residuals After OLS Estimation
* STATA 10 Tutorial 5: Hypothesis Testing of Individual Regression Coefficients: Two-Tail t-tests, Two-Tail F-tests, and One-Tail t-tests
* STATA 10 Tutorial 6: Functional Form and Variable Re-scaling in Simple Linear Regression Models, and An Introduction to Multiple Linear Regression Models
* STATA 10 Tutorial 7: Estimation and Hypothesis Testing in Multiple Linear Regression Models
* STATA 10 Tutorial 8: Using Dummy Variable Regressors to Test for Coefficient Differences in Multiple Linear Regression Models
* Saving Datasets in Stata 9 Format While Using Stata 10
* STATA 10 Commands for t and F Distributions

* Download Memos and Statistical Tables

* Reading Output of Stata regress Command
* Calculating Critical Values of t-Distributions Using Tables
* Percentage Points of the t Distribution
* Selected Percentage Points of the F Distribution

* Download Datasets and Answers for Assignments

* Download Assignment 1 Dataset 351assn1w09.raw
* Download Answers to Assignment 1, Winter Term 2009
* Download Assignment 2 Dataset 351assn2w09.raw
* Download Answers to Assignment 2, Winter Term 2009
* Download Assignment 3 Dataset 351assn3w09.raw
* Download Answers to Assignment 3, Winter Term 2009

* Past Mid-Term Exams

* Answers to Mid-Term Exam Fall 2008
* Answers to Mid-Term Exam Winter 2008
* Answers to Mid-Term Exam Winter 2005
* Mid-Term Exam Fall 2003
* Answers to Mid-Term Exam Fall 2003
* Mid-Term Exam Fall 2002
* Answers to Mid-Term Exam Fall 2002
* Answers to Mid-Term Exam Fall 2001
* Answers to Mid-Term Exam Fall 2000
* Mid-Term Exam Fall 2000
* Mid-Term Exam Winter 2000
* Mid-Term Exam Fall 1999
* Mid-Term Exam Winter 1999
* Mid-Term Exam Fall 1998
* Mid-Term Exam Winter 1998
* Mid-Term Exam Fall 1997

* Past Final Exams

* ANSWERS to Selected Questions on Past ECON 351 Final Exams

* Final Exam Winter 2008
* Final Exam Winter 2005
* Final Exam Fall 2003
* Final Exam Fall 2002
* Final Exam Fall 2001
* Final Exam Fall 2000
* Final Exam Fall 1999
* Final Exam Fall 1998
* Final Exam Fall 1997

* Links to Other Useful Sites

* STATA Homepage - Homepage for STATA Statistical Software
* CANSIM Database - Access the CANSIM Database
* Statistics Canada - Statistics Canada Homepage
* Journal of Applied Econometrics Archive Site
* Journal of Business and Economics Statistics Archive Site

* Links to Other Queen's Sites

* QED Coursework Distribution Centre
* Queen's University Homepage
* QED Homepage
* Campus Bookstore
* ECON Department Student Council (DSC)
* Health Counselling and Disability Service
* Queen's University Exam Information

Last updated on April 11, 2009.

This site is maintained by Mike Abbott, who regrets that he cannot guarantee the acccuracy of the information provided.

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