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杜克大学Fall 2015本科生计量经济学课程大纲

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Economics 208D Fall 2015
 
Department of Economics
Duke University
 
INTRODUCTION TO ECONOMETRICS
Intuition, Theory and Applications
 
Instructor: Duncan Thomas
Office: 314 Social Sciences
 
 
Course Objectives
 
The goal of this course is to provide an introduction to both the theory and application of modern econometric methods to address questions in economics and the behavioral sciences. Mastery of the material is intended to provide you with sufficient knowledge of statistical and econometric methods to enable you to think critically when you evaluate the quality of evidence in support of a claim about how individuals behave, markets work, firms make money or societies operate. You will develop the skills to be an effective consumer and producer of empirical research in economics.
Throughout the class, emphasis is placed on intuitive understanding of underlying concepts with more rigorous arguments serving to strengthen the foundation of your knowledge. Central concepts are illustrated with applications.
 
 
Reading
 
The recommended text for this class is
Wooldridge, Jeffrey M. (2013) Introductory Econometrics: A Modern Approach, 5th Edition,Cengage
 
I encourage you to purchase this book. You may buy a paper or electronic copy. You do not need access to on-line resources. You may buy an earlier edition of the book.
 
If you find you do not like the presentation in Wooldridge's book, you might consider looking at:
 
Angrist J. and S. Pischke. (2014) Mastering Metrics: The Path from Cause to Effect. Princeton University Press.
Goldberger, A. (1998). Introductory Econometrics, Harvard University Press.
Gujarati, D. (2003), Basic Econometrics, Irwin-McGraw-Hill.
Hill, C., W. Griffiths, and G. Lim (2011). Principles of Econometrics, Wiley.
Stock, J and M. Watson (2011) Introduction to Econometrics, Pearson.
Studenmund, A. H. (2013) Using Econometrics: A Practical Guide. Pearson.
 
None of these books covers statistical theory in a comprehensive manner. If during the course you feel you need a statistical reference, you should refer to the text you used in your statistics course.
 
The books that I recommend for background are:
Hogg, R. V. and E. A. Tanis. (1988). Probability and Statistical Inference, 2nd ed, MacMillan.
If you find that book tough, take a look at
Ben-Horim, M. and H. Levy (1984) Statistics, 2nd edition, Random House
In addition, I will provide handouts throughout the course to supplement the lectures and textbook.
I recommend that you peruse one or more of the following texts if you are having difficulty with particular topics or concepts.
Johnston, J. and J. Dinardo (1997) Econometric Methods, McGraw Hill.
Johnson, A., M. Johnson and R. Buse (1987), Econometrics: Basic and Applied, MacMillan. [HB139.J63]
Maddala, G. S. (1988), Introduction to Econometrics, McGraw-Hill. [HB139.M53]
Mirer, T. W. (1988), Economic Statistics and Econometrics, 2nd edition, MacMillan. [HB137.M57]
Pindyck, R. S. and D. L. Rubenfeld (1981), Econometric Models and Econometric Forecasts, 2nd edition,McGraw-Hill. [HB3730.P54]
Tukey, J. (1970), Exploratory Data Analysis, Addison-Wesley. [QA278.T84]
Wallace, D. and J. L. Silver (1987), Econometrics, Addison-Wesley. [HB139.W32]
Wonnacott, T. H. and R. J. Wonnacott (1984), Econometrics, 2nd edition, Wiley. [HA29.W654]
Mirer and Wallace and Silver provide a very accessible introduction to much of the material; Johnston and
Dinardo, Johnson, Johnson and Buse, Maddala and Wonnacott and Wonnacott are more advanced. Tukey is the best source for exploratory data analysis methods which are not well discussed in the other texts.
 

 

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