31306 Introductory Econometrics



Professor Gary Koop

·         Email:    gary.koop@strath.ac.uk

·         Office:    Room 4.06, Department of Economics, Sir William Duncan Building, 130 Rottenrow, Glasgow G4 0GE

·         Office hours:  Tuesday 3-4

Note on course schedule:

The last lecture will take place on Tuesday, 15 March.

The last tutorial is on 18 March. 

The last computer session is on 25 March.

There will be an optional Course Review and Exam Revision session on Tuesday, 26 April (from 4-5 in the usual lecture room, M403).

 

Course Outline

Course outline

Lecture Slides

A Non-technical Introduction to Regression

The Econometrics of the Simple Regression Model

The Econometrics of the Multiple Regression Model

The Multiple Regression Model: Freeing Up the Classical Assumptions

Univariate Time Series Analysis

Regression with Time Series Variables

General Information about Tutorials and Computer Sessions

Handout on Tutorials and Computer Labs

Computer Session Problem Sheets

Computer Problem Sheet 1 (for computer lab in week 5)

Notes on Computer Problem Sheet 1

Computer Problem Sheet 2 (for computer lab in week 7)

Notes on Computer Problem Sheet 2

Computer Problem Sheet 3 (for computer lab in week 9)

Notes on Computer Problem Sheet 3

Data Sets

Data set for computer problem sheet 1

Data set for computer problem sheet 2

Data set for question 1 of problem sheet 3

Data set for question 2 of problem sheet 3

 

Problem Sheets & Answers (answers put up week after accompanying tutorial)

Tutorial problem sheet 1

Sketches of answers to problem sheet 1

Tutorial problem sheet 2

Sketches of answers to problem sheet 2

Tutorial problem sheet 3

Sketches of answers to problem sheet 3

Details About the Empirical Project

       Instructions for empirical project

Sample Exam (with sketches of answers)

Sample Exam (with partial answers)

List of Topics in Textbook that you are NOT responsible for in the Exam

Summary of the Course