Syllabus of Essentials of Econometrics

Information and Objectives Background Textbook Official Hour Attendance and Grading Policy Outline and Schedule Computing Tools and Dataset References

Syllabus of dEssentials of Econometrics dddddd Ming-Heng Zhang , d d d RiskLab.CN School of Economics,SHUFE, dddd,dddddd Shanghai, 200433, China,dd

September 1, 2011 Ming-Heng Zhang , d d d

Syllabus ofd dEssentials of Econometricsd dd d d d d

Information and Objectives Background Textbook Official Hour Attendance and Grading Policy Outline and Schedule Computing Tools and Dataset References

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Title

: Essentials of Econometrics/ddddd

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Course ID : 108402

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Course No : 1325

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Date

: Total 13 Weeks, During Sept 5 2011 Jan 2, 2012

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Time

: Monday,10:05 to 11:45am and Friday 15:24-17:05

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Classroom : 3201Rm, Bld 100, Wu-Dong Campus

Ming-Heng Zhang , d d d

Syllabus ofd dEssentials of Econometricsd dd d d d d

Information and Objectives Background Textbook Official Hour Attendance and Grading Policy Outline and Schedule Computing Tools and Dataset References

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Provide an introduction to econometric methods that will assist students in understanding empirical research in their field;

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Demonstrate their understanding of the appropriate econometric methods for analysis data;

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Use computer software in the estimation and testing of econometric relationships;

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Enable students to apply these methods in their own research;

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To understand proper use and limits of econometric methods;

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To Discover problem, gather data, quantitatively analyze empirically for Financial Markets. Ming-Heng Zhang , d d d

Syllabus ofd dEssentials of Econometricsd dd d d d d

Information and Objectives Background Textbook Official Hour Attendance and Grading Policy Outline and Schedule Computing Tools and Dataset References

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Economics and

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Probability and Mathematical Statistic;

Ming-Heng Zhang , d d d

Syllabus ofd dEssentials of Econometricsd dd d d d d

Information and Objectives Background Textbook Official Hour Attendance and Grading Policy Outline and Schedule Computing Tools and Dataset References

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Essentials of Econometrics, 3/e by Damodar N.Gujarati

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ddddddd d dd, ddddddd,ddddddd d3dd, 2002d

Ming-Heng Zhang , d d d

Syllabus ofd dEssentials of Econometricsd dd d d d d

Information and Objectives Background Textbook Official Hour Attendance and Grading Policy Outline and Schedule Computing Tools and Dataset References

Instructor I

Name - ddd

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Office Room - ddddd, A-521Rm

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Phone - (8621) 6590 2567

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Email - [email protected]

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Office Hours - dddd6:30 - 8:30ddd

Assistant I

Name - dd

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Office Room - ddddd, A-424Rm

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Phone - (8621) 6590

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E-mail :[email protected]

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Office Hours - dddd6:30 - 7:30ddd Ming-Heng Zhang , d d d

Syllabus ofd dEssentials of Econometricsd dd d d d d

Information and Objectives Background Textbook Official Hour Attendance and Grading Policy Outline and Schedule Computing Tools and Dataset References

Since exams will test your knowledge of materials covered in class, you are expected to attend class. You are responsible for material covered in class (including changes in assignment or rescheduling the test) even if you are unavoidably absent.

Ming-Heng Zhang , d d d

Syllabus ofd dEssentials of Econometricsd dd d d d d

Information and Objectives Background Textbook Official Hour Attendance and Grading Policy Outline and Schedule Computing Tools and Dataset References

Your final grade will be based on your performance on two exams, homework and last project and it will be determined as follows, Final Exam 60%, Homework 15%, Midterm Exam 10% and Class Participation 15%. Your total will be converted into final course grade.

Ming-Heng Zhang , d d d

Syllabus ofd dEssentials of Econometricsd dd d d d d

Information and Objectives Background Textbook Official Hour Attendance and Grading Policy Outline and Schedule Computing Tools and Dataset References

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Syllabus ofd dEssentials of Econometricsd dd d d d d

Information and Objectives Background Textbook Official Hour Attendance and Grading Policy Outline and Schedule Computing Tools and Dataset References

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Ming-Heng Zhang , d d d

Syllabus ofd dEssentials of Econometricsd dd d d d d

Information and Objectives Background Textbook Official Hour Attendance and Grading Policy Outline and Schedule Computing Tools and Dataset References

Weekly Ch 1,2 Ch 3,4 Ch 5 Ch 6,7 Ch 8 Ch 9 Ch 10 Ch 11 Ch 12 Ch 13 Ch 13 Ch 14 Ch 15,16

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Syllabus ofd dEssentials of Econometricsd dd d d d d

Information and Objectives Background Textbook Official Hour Attendance and Grading Policy Outline and Schedule Computing Tools and Dataset References

The main computing tools used in the course are R, Stata,S-plus or Eview, optionally. I

R is a free software and useful for statistical study and econometrics. The following packages are needed:(fBasics, fSeries, fExtremes, fOptions, VaR, tseries, nnet, evir). It also needs Ox with GRCH to fit various GARCH models..

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Stata is a complete, integrated statistical package that provides everything you need for data analysis, data management, and graphics.

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EViews is a useful tool in econometrics study, behaviors both drive-by-command and visualization.

Ming-Heng Zhang , d d d

Syllabus ofd dEssentials of Econometricsd dd d d d d

Information and Objectives Background Textbook Official Hour Attendance and Grading Policy Outline and Schedule Computing Tools and Dataset References

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SAS is a commercial approach to business and large-scale data processing,focuses on business analytics for the business intelligence market.

Ming-Heng Zhang , d d d

Syllabus ofd dEssentials of Econometricsd dd d d d d

Information and Objectives Background Textbook Official Hour Attendance and Grading Policy Outline and Schedule Computing Tools and Dataset References

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CD-ROM in the Textbook by Prof.Gujarati

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Provider of financial data as

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Historical Currency Data of Oanda

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Bloomberg.com

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Wind

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RiskLab.CN

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FinEconMath

Ming-Heng Zhang , d d d

Syllabus ofd dEssentials of Econometricsd dd d d d d

Information and Objectives Background Textbook Official Hour Attendance and Grading Policy Outline and Schedule Computing Tools and Dataset References

References 1. Gujarati, Damodar N., Essentials of Econometrics, McGraw-Hill Publishing Company, 1999, 2nd Ed. (d d d, ddddddd,ddddddd,2002d) 2. Gujarati, Damodar N., Basic Econometrics, 0072427922 McGraw-Hill Education - Europe, 2002, 4th ed, paperback. 3. Wooldridge, Jeff, Introductory Econometrics A Modern Approach (dddd, ddddddd - dddd,dddd ddddd,2003d) 4. ddddddddddddddd - EViewsddddddd ddddddd2006d.

Ming-Heng Zhang , d d d

Syllabus ofd dEssentials of Econometricsd dd d d d d

Information and Objectives Background Textbook Official Hour Attendance and Grading Policy Outline and Schedule Computing Tools and Dataset References

Thanks for your coming! Ming-Heng Zhang , d d d

Syllabus ofd dEssentials of Econometricsd dd d d d d