Econ 630:       Econometrics and Linear Models

Spring 2001

Instructor: Walt Mayer

Office: 342 Holman

Office hours: MW 3:00-4:30PM

Phone: 915-5980

Email: wmayer@bus.olemiss.edu

Course Description and Objective:

Econ  630  emphasizes the application  of  linear regression models to the analysis of data, with the purpose of verifying or refuting  theories proposed by researchers in a variety of  business fields.   

Topics include the classical linear regression model, least squares, finite sample properties, Gauss-Markov theorem, multiple regression, goodness of fit, hypothesis testing, prediction, model specification, data problems, asymptotic properties, and maximum likelihood. We will also cover computer applications. 

Econ 630 is required for all Ph.D. students in the School of Business Administration.  

Prerequisite: Econ 530. 

Required Text: 

Applied Linear Models, by Neter, Kutner, Natchsheim, and Wasserman.  4^th edition. 

Grades: 

2 midterms:  200 points (100 each) possible.

Comprehensive Final:  200 points possible.

Homework:  50 points possible.

Course Outline and Readings:

Bivariate Regression

   Readings:  Chapters 1-5.

   Midterm 1 (February)

Multiple Regression

   Readings: Chapters 6-9

   Midterm 2 (March)

Departures from the classical assumptions

   Readings: Chapters 10-14.  

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