ECONOMICS 644.11: ECONOMETRICS II
UNIVERSITY OF NORTH CAROLINA AT GREENSBORO
SYLLABUS -- FALL 2013
Prof. David Ribar
Office: 458 Bryan Building
E-mail: dcribar@uncg.edu
Phone: 336 334-3904
Lectures: TR 2:00-4:00 p.m. Bryan 117
Labs: F 1:00-2:15 p.m. MHRA 1305
Office hours: TR 11:00 a.m.-12:00 p.m.
& by appointment
Course Description: ECO 644 is intended to serve as a second graduate course in the
theoretical and practical aspects of microeconometric analysis. The course focuses on the
estimation and interpretation of multivariate models when one or more of the assumptions of the
classical linear model are violated. Some of the topics that the course covers are qualitative and
limited dependent variables, endogenous explanatory variables, and longitudinal estimators.
ECO 643 is a prerequisite.
Student Learning Outcomes: On completion of this course students will have:
 reinforced their understanding of general estimation methods and of the classical linear
model;
 learned widely-used empirical models used in cross-sectional analyses;
 learned widely-used empirical models used in longitudinal/panel analyses; and
 applied many of these techniques using available statistical software.
Required Text: The following text is required:
Wooldridge, Jeffrey M. Introductory Econometrics: A Modern Approach, 4th edition.
Mason, OH: South-Western Publishing, 2009 (ISBN 978-0-324-66054-8).
Please note that other recent editions of this text are acceptable. In addition to this text, articles
and other readings may be required.
General classroom procedures and expectations: Students are required to attend and
participate in twice-a-week lectures and once-a-week laboratories over the semester. Starting
with the second class, students are expected to complete reading assignments before each
meeting, to prepare questions about the reading assignments, and to contribute to discussions.
Students are expected to be active, courteous, and respectful class participants. They are
expected to arrive to class on time, refrain from irrelevant conversations during class, and turn
off cell phones and pagers. Students may use a laptop computer during lectures but are expected
to pay attention to the class and to refrain from distracting activities.
In addition to these responsibilities, students are expected to conform to the University’s Student
Code of Conduct (http://studentconduct.uncg.edu/) and to the Bryan School’s Faculty and
Student Guidelines (http://www.uncg.edu/bae/faculty_student_guidelines.pdf).
Graded responsibilities: Students will be graded on the following activities:
 Homework problems:
20 percent
 Mid-term examination:
 Final examination:
30 percent
50 percent
Homework problems will be assigned periodically throughout the class. Answers will be graded
on a 0, 1, 2 basis (0 points if there is no work or insufficient work; 1 point if there is substantial
work but the answer is incorrect; 2 points if the answer is correct). To receive credit, homework
answers must be submitted by the specified due date and time; late homework answers will not
be accepted without prior approval of the instructor.
Examinations will be held in class.
Academic Integrity: Students are expected to be familiar with and abide by the University’s
Academic Integrity policy (see http://academicintegrity.uncg.edu/). Students are allowed to
collaborate on homework assignments but must turn in their own write-ups, listings, and
analyses of data. Students must work alone on all tests. If students have a question about whether
some type of activity is permissible, they should ask the instructor first.
Tentative Schedule and Readings
Date
Topic/Activity
Reading
8-Oct Introduction; general estimation
Wooldridge: C4
10-Oct Sample properties of estimators
Wooldridge: C.2, C.3
15-Oct No class – Fall Break
17-Oct Maximum likelihood estimation
18-Oct Lab #1
22-Oct Binary dependent variables
24-Oct Binary dependent variables (cont.)
25-Oct Lab #2
29-Oct Ordered multinomial variables
31-Oct Unordered multinomial variables
1-Nov Lab #3
Wooldridge: 7.5; 17.1.
Horowitz & Savin. 2001. “Binary Response
Models: Logits, Probits and Semiparametrics,”
J. Econ. Persp. 15:43-56.
5-Nov Mid-term
7-Nov Censored & truncated dependent
variables
Wooldridge: 17.4.
8-Nov Lab #4
12-Nov Sample selection
Wooldridge: 17.5.
14-Nov Instrumental variables
Wooldridge: 15.
Angrist & Krueger. 2001. “Instrumental Variables
and the Search for Identification: From Supply
and Demand to Natural Experiments,” J. Econ.
Persp. 15: 69-86.
15-Nov Lab #5
19-Nov Instrumental variables (cont.)
21-Nov Longitudinal methods
22-Nov Lab #6
26-Nov Longitudinal methods (cont.)
7-Dec Final examination
Wooldridge: 13 & 14.