
Welcome to Econometrics !
ECON 803 Sections 10 & 11
Fall 2011
Econ 803 Section 10: Tuesdays and Thursdays 9:30 to 10:45 in 223 Gore
Econ 803 Section 11:Tuesdays and Thursdays 11:00 to 12:15 in 223 Gore
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Topics on This Page
Academic Integrity
Class Participation
Exams
Grading
Homework Assignments
Professor Contact Information
Syllabus
Texts
Links to Other Pages in the Course Web
Professor: William Latham (pronounced "LAy thum")
E-mail: latham@udel.edu (best way to contact me)
Office telephone (with voice mail): 302-831-6846
Home telephone (with voice mail): 302-731-1464
Office: 316B Purnell Hall
Office hours: Days, evenings and week-ends by appointment. See me before or after class, e-mail, or call for an appointment.
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Supplemental text especially for Finance students (not ordered for course you would need to find it for yourself):
Introductory Econometrics for Finance Availaable in paperback and for the Kindle.
The Wall Street Journal (not required, but highly recommended):
WSJ student subscriptions also include WSJ.com. Go https://users1.wsj.com/registration and select student at the top, then follow the instructions to to obtain a subscription.
EViews : Eviews 7.0 is the software that will be used in the course. No other software is an adequate substitute, including Eviews 4. Eviews is installed on the computers in the college's computer labs in the basement of Purnell Hall. The computer labs have many computers and are open many hours each week, but at popular times and when classes are using the labs, you may not be able to use Eviews there. It is your responsibility to be sure that you get to the lab when you can get in and that have sufficient time to complete all assignments using EViews by the time they are due.
You may also purchase a personal copy of the full version of EViews to install on your own computer (you can install your copy of Eviews on up to 3 computers). The student version is NOT adequate. To order EViews you need to download the signed order form by clicking below, fill it in with your information and fax it to EViews as instructed on the form. Signed EViews order form.
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Homework assignments: There will be nine homework assignments during the course worth a total of 30 percent. The first 3 assignments are graded only as "+", "ok", "-" , or "0".The 6 graded assignments will be worth 5.0% each in establishing your basic homework letter grade (A+, A, A-, etc.). Your overall homework grade will be this grade adjusted for the level of your performance on the 3 ungraded assignments. Your letter grade will be increased or decreased depending on the number of + and - grades you received based on my judgment alone.
Assignments are due at the start of your class on the due date. Each 24-hour period or part after the start of your class will lower your grade by one letter grade or category. Thus an assignment that was due on Tuesday but was not turned in until after class on Thursday would be penalized 3 letter grades or categories: if its content was such that it would receive an A without penalty, it would receive a D with the 3 letter grade penalty. Late assignments can be taken to the Department of Economics office and given to a secretary who can be asked to note the time and date on your paper. If the Economics Department office is closed, you can fax your assignment to the Department Office or you can send it to me as an e-mail attachment, both of which will automatically result in the time of your submission being recorded
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Class participation (5%) Your class participation grade will be based on Professor Latham's subjective evaluation of the quality and quantity of your contributions to the class. You may contribute to the class best by asking and answering questions and participating in discussions in ways that demonstrate that you have read the material assigned before class, attempted to work the problems assigned, and have thought about the subject matter. I encourage you to work in groups to refine and share your understanding of the course concepts.
Class Attendance and Participation: I expect you to come to class on time and prepared for the class (reading and homework assignments completed). My evaluation of the quantity and quality of your class participation will constitute 5% of the final grade in the course. In each class you may volunteer or you may be called on by name. I will often record my evaluation of your contribution using a simple ++, +, /, 0 system (++ will be for contributions that show preparation, understanding of the course concepts and an attempt to apply them; + will be for positive contributions; / will be for valid attempts to contribute to the class; 0 will be for notably unhelpful or unresponsive contributions and will also be assigned as the class participation grade for unexcused absences.
I expect you to attend every class unless you have made arrangements with me to miss the class. Please contact me as soon as you know you will miss a class. If you believe an absence should be excused, it is your responsibility to submit your justification in writing with any supporting information (e.g., a note from a doctor or your coach). You are personally responsible for the material covered in every class whether you are present or not and should obtain class notes from a classmate if you miss a class.
During class all electronic devices (telephones, pagers, games, etc.) must be turned to their full off position (not just silent or vibrating) and put out of sight.
Hats worn to class must be removed or turned around so that their bills do not obscure your face.
Academic Integrity: The faculty of the Department of Economics are strongly committed to upholding the University policy on academic dishonesty. You are responsible for knowing and abiding by this policy. Details of the policy are stated in the official UD Student Guide to University Policies in the Academic Integrity section. It can be found online at http://www.udel.edu/stuguide/11-12/code.html. This policy will apply to every quiz, examination, homework assignment, and paper in the course. Violations will not be tolerated. Mere possession of any electronic communications device (telephone, pager, Blackberry, etc.), whether it is turned on or off, unless it is inside of a closed (zipped or buttoned) bag that is not part of, or attached to, an individual's clothing during an exam or quiz will be treated as prima facie evidence of cheating. This means that if you have a device in your pocket or attached to your belt, whether you are seen using it or not, you will be presumed to have cheated. The moment you are found with any device you will be asked to leave the exam. The safest thing for you to do is to leave all electronic devices, including calculators, elsewhere.
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Student certification for Econometrics 803, Fall 2011
To remain in the course you must copy the statement below only, paste it into an e-mail to Professor Latham (latham@udel.edu), type in "Certification-Section#010 (or 011)-LASTNAME, FIRSTNAME" in the Subject, and send it to him.
Sending this e-mail affirms that I have read the preceding description of the course requirements, rules and procedures above and agree to be bound by them. I have also reviewed the syllabus below including all dates for exams and assignments and agree to be bound by them.
Preliminary Syllabus:
The syllabus will develop during the semester. I will send you e-mails when significant changes are made and posted.
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Class Session |
Date |
Chapter Assignment |
Other Activities |
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1 |
8/30 |
Introduction |
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2 |
9/1 |
Chapter 1 |
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3 |
9/6 |
Chapter 2 |
Classes will be in computer labs in basement of Purnell: 022 PRN |
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4 |
9/8 |
Chapter 3 |
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| 9/11-Sunday |
Optional help session in 028 PRN for EViews 7:00 - 9:00 pm |
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| 9/12-Monday | Optional help session in 028 PRN for EViews 7:00 - 9:00 pm | ||
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5 |
9/13 |
Classes will be in computer labs in basement of Purnell: 028 PRN |
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| 9/14-Wednesday | Optional help session in 022 PRN for EViews 7:00 - 9:00 pm | ||
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6 |
9/15 |
Chapter 4 |
Assignment 1 is due. |
| 7 | 9/20 | Chapter 5 | |
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8 |
9/22 |
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9 |
9/29 |
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10 |
9/29 |
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Assignment 2 is due. Sampling Distribution of Estimated Parameters Program |
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11 |
10/4 |
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| 12 | 10/6 | Chapter 6 |
Exam 1 Ch 1-5 |
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13 |
10/11 |
Assignment 3 is due.
Test hypotheses, and form confidence intervals
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14 |
10/13 |
Chapter 7 |
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15 |
10/18 |
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Assignment 4 is due. |
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16 |
10/20 | Chapter 8 |
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17 |
10/25 | ||
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18 |
10/27 |
Chapter 9 |
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| 19 | 11/1 | ||
| 20 | 11/3 |
Chapter 10 |
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21 |
11/8 |
Assignment 5 is due; Exam 2 Ch 6-10 |
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| 22 |
11/10 |
Chapter 11 |
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23 |
11/15 |
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| 24 |
11/17 |
Assignment 6 is due. | |
| 25 |
11/22 |
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| 26 |
11/29 |
Chapter 12 |
Assignment 7 is due. |
| 27 | 12/1 | ||
| 28 |
12/6 |
Chapter 13 |
Assignment 8 is due |
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12/14 |
NO CLASS | Assignment 9 is due |
| TBA |
Final Exam Between 12/9 & 12/16 |
Ch 11- 13 + Material on Exams 1 & 2 |