Rauli Susmel (rsusmel@bayou.uh.edu)
Department of Finance
College of Business Administration
University of Houston
Textbook:
Learning and Practicing Econometrics, William E.
Griffiths, R. Carter Hill and George G. Judge, 1993. John Wiley and Sons.
Course Outline:
1.- Introduction - Chapters 2-4.
2.- Simple Linear Statistical Model - Chapters 5-8.
3.- General Linear Statistical Model - Chapters 9-11.
4.- Dummy Variables and Varying Coefficients - Chapter 12.
5.- Large Sample Theory and Models with Random Regressors - Chapter 14.
6.- Heterosckedasticity - Chapter 15.
7.- Autocorrelation - Chapter 16.
8.- Nonlinear Least Squares - Chapter 22
9.- Models with Qualitative and Limited Dependent Variable - Chapter 23
Grading:
Final grades will be determined as a weighted average of scores on the
midterms and problem sets, with the following weights:
Midterms (2) -20/7 and 3/8
30%
Homework (3)
30%
Final (1)
40%
To encourage discussion of material outside of class, homework may be
submitted by study groups of three or four students. The name of each student
in the study group must appear on the homework, and each student in the same
study group will receive the same grade for each homework. If a student's
name appear on more than one group's homework, the lowest grade will be
recorded for that student.
Note: Midterms and final will be open book, but not open notes.
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