ECO 327Y: applied econometrics

University of Toronto @ Mississauga, 2001-2002

Professor: Johannes Van Biesebroeck

Office: 262 Kaneff or 150 St. George, N307

Phone: (905) 828-3901 (416) 946-5795

Office hours: Tuesday 3-5 or by appointment or by email

Handouts: I will put material handed out during lecture (PS, handouts, slides) HERE !

Syllabus: In pdf format, in Word format, in html format

You are encouraged to subscribe to the class email list. You can do this online at:

With in the body of the message the line: “subscribe <password> nodigest address=<your_email>”

Shazam: For information regarding the statistical program SHAZAM, you can check out:

The program is accessible on university computers.

If you want to install the software on your own computer (U of T has a site license):

¨ download this zipped file: shazam_zipped.zip (To your hard drive !!)

¨ extract (you can download www.winzip.com for free)

¨ This should create two directories (disk1 and disk2)

¨ Make two floppy disks (one for each directory) and follow directions in install.txt

¨ You might have to persevere a bit to finish installation

¨ If it doesn’t work you can come to my office hours and bring 2 disks to get the program.

Ch 1, week 1 What is econometrics and what is it good for?

Ch 2, week 2 Basic statistical review

Ch 3, week 2 Estimation etc.

Ch 4, week 3 Hypothesis testing etc.

Ch. 5, week 4 The simple linear statistical model

Ch 6, week 4-5 Algebraic and statistical properties of the OLS estimator

Ch 7, week 5-6 Interval estimation, hypothesis testing, prediction

Ch 8, week 6 Specification issues

First test: October 22 (week 7)

Ch 3-8, week 8 Linear algebra review

Ch 9, week 9-10 The general (multiple) statistical model

Ch10, week 11 Interval estimation, hypothesis testing, choice of functional form

Ch11, week 12 Restricted estimation and hypothesis testing

Ch12-13, week 13 Dummy variables and Collinearity

Second test: Friday Dec 7