ECON 3339: Introductory Econometrics II
Winter 2011 Course Syllabus
Class: Tuesday/Thursday 8:35 – 9:55, LSC-COMMON AREA C338
Tutorials: Thursday 14:35-15:25 SIR JAMES DUNN 302
Prof. Mutlu Yuksel
Dalhousie University, Department of Economics
Office: 6220 University Avenue, ground floor (C12)
Phone: 494-6767 or 494-2026 (secretaries)
E-mail: mutlu@dal.ca
Office hours: Tuesday/Thursday 10:00 - 11:30 (no appointment needed during this time).
TA: William Cai [William.cai@Dal.Ca]
Meetings at any other time must be arranged in advance, preferably via e-mail.
Introduction: This course is intended as an introduction to the basic methods in econometrics for
undergraduates. The purpose of this course is to familiarize you with the basic tools of data analysis that
allow us to answer questions in economics. We will emphasize practical applications of econometrics in
this course. We will examine econometric techniques that researchers have used to identify causal
relationships (panel data, instrumental variables, randomized experiments, difference-in-difference, and
regression discontinuity design). We will also cover regression analysis of economic time series data. We
will use the Stata software in our data analysis and you will become familiar with this program. By the
conclusion of the course, students should have a solid theoretical and practical foundation for the
interpretation and investigation of empirical evidence in economics.
Required Textbook: Stock, James and Mark Watson, Introduction to Econometrics, 2nd Edition, Pearson
Addison Wesley, 2007.
Software: The course involves a considerable amount of computing, and students must learn and use a
sophisticated statistical software package. STATA is highly recommended, and is the only package that
will be supported by the instructor and TA’s. STATA is available in McCain computer labs and students
may also choose to purchase a personal Intercooled Stata 11.0 license, available at reduced rates through
the grad plan program: http://www.stata.com/order/new/edu/gradplans/sites-canada.html Once you place
an order online, you can pick up your software at the Help Desk at Killam Library.
Requirements and Grading:
 Midterm: 25% (in class on Thursday, March 3th)
 Final: 35% (during Final Week, date to be announced)
 Assignment: 40% (4 Assignments, 10% each)
In addition, problem sets will be distributed throughout the year, and form the basis of the
tutorials. The problems sets will not be graded, but serve to prepare students for the graded components of
the course (exams and assignments).
Final: The final exam will cover the subject matter of the entire course and is not open-book. If
you miss the final exam for a valid medical reason, you must notify the instructor immediately,
provide appropriate medical documentation, and make arrangements to write-up exam as soon as
health permits.
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Grading: GRADES ARE NOT NEGOTIABLE. Do not contact me after the final semester grades have
been posted asking me to change your grade for any reason. [Of course, if you believe your grade was
posted erroneously by all means DO contact me.] Grades will be determined according to the following
scale:
A+
A
A-
B+
B
B-
C+
C
C-
D
F
90+
85-89
80-84
77-79
73-76
70-72
67-69
63-66
60-62
50-59
<50
*Students with permanent or temporary disabilities who would like to discuss classroom or exam
accommodations are asked to come and see me as soon as possible.
Other general notes:
Email Policy: I will do my best to respond to e-mail within 24 hours on a weekday, 48 hours on a
weekend, according to the following policy:
a. I will only respond to e-mails posing questions that can be answered in a sentence or two. For
detailed questions, please see me in office hours.
b. I will not reply to e-mails that request information that can be found on BLS or the syllabus, so
you should check those places first.
c. I will not reply to e-mails regarding the results of graded material– for that, please see me in office
hours.
d. I will not respond to email sent to my other accounts.
Course Website: The course should be listed under the course section of your my.dal.ca page. Access to
the course website requires enrolment in the course. Please check the website frequently for new
announcements. You may also post comments or questions to your colleagues or to me.
On Student Accessibility: All student requests for either academic accommodation or non-academic
accommodation are to be directed to the Office of Student Accessibility & Accommodation (OSAA),
previously known as Student Accessibility Services. Website: www.studentaccessibility.dal.ca. Students
may request accommodation as a result of barriers related to disability, religious obligation, or any
characteristic under the Nova Scotia Human Rights Act.
Only original medical notes, complying with university guidelines on illness will be considered.
If exemption is not granted, a grade of zero will stand. If an exemption is granted for the midterm, the
weight of the midterm will be allocated to the final. If an exemption is granted for the final, the student
must write a make-up test in the week following the final exam. Please also note that, out of respect for
those students who do submit material on time, late assignments and term papers will not be accepted (no
exceptions).
Please note the Department of Economics Statement on Academic Integrity posted on the course
website. As part of an academic community it is your responsibility to be aware of appropriate conduct.
Any academic offence will be reported and acted upon immediately by Dalhousie administration.
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Section I. Review of Econometrics I
1/11 – Simple and Multiple Regression Lecture [Chapter 4.1-4.5]; [Chapter 6.1-6.7]
1/13 – Hypothesis Tests and Additional Issues [Chapter 5.1-5.6]; [Chapter 7.1-7.5]
1/17 – Nonlinear Regression Functions [Chapter 8.1-8.4]
1/20 – Validity of Regression Methodology [Chapter 9.1-9.4]
1/25 – Validity of Regression Methodology [Chapter 9.1-9.4]
1/27 – Binary Dependent Variable [Chapter 11.1-11.2].
1/27 – Due date for Assignment 1
Section II. Panel Data
2/1 – Panel Data [Chapter 10.1 – 10.6]
2/3 – Fixed Effects [Chapter 10.1 – 10.6]
2/8 – Fixed Effects [Chapter 10.1 – 10.6]
2/10 – Instrumental Variables Regression [Chapter 12]
2/15 – Instrumental Variables Regression [Chapter 12]
2/17 – Quasi-Experiments [Ch. 13.1-13.2]
2/17 – Due date for Assignment 2
3/1 – Quasi-Experiments [Ch. 13.5-13.7]
3/3 - MIDTERM in Class
3/3 - Midterm
3/8 – Difference-in-Difference Regressions [Ch. 13]
3/10 –Difference-in-Difference Regressions [Ch. 13]
3/15 – Regression Discontinuity [Ch. 13]
3/17 – Due date for Assignment 3
3/17– Regression Discontinuity [Ch. 13]
Section III. Time Series
3/22 – Introduction to Time Series [Ch. 14]
3/24 – Introduction to Time Series [Ch. 14]
3/29 – Introduction to Time Series [Ch. 14]
3/31– Introduction to Time Series [Ch. 14]
4/5 – Estimation of Dynamic Causal Effects [Ch. 15]
4/5 – Due date for Assignment 4
4/7 – Estimation of Dynamic Causal Effects [Ch. 15]
Final Exam – date to be determined
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