ECON 3338

Intro Econometrics I

Lec 01 and Lab B01 selected

The theory of some quantitative methods commonly used by economists is discussed in the context of the classical linear model. Estimation problems caused by violations of the assumptions of the classical model are studied including heteroscedasticity and autocorrelation.

Sections

Lecture
Lab

From the syllabus

From the Fall 2025 syllabus by Weina Zhou. Open the PDF

Grading

15%AssignmentsWeekly; lowest grade excluded if none are missed
35%MidtermNov. 4, tentative
50%Final examDate TBA

Textbook

  • Introduction to Econometrics, Fourth Edition, James H. Stock and Mark W. Watson

Course rules

Late assignments
Late submissions are not accepted for any reason.
Missed assignments
One missed assignment is ignored; two or more shift their weight to the final exam.
Missed midterm
The midterm weight shifts to the final exam.
Missed final
Students who miss the final must write a make-up exam as soon as they are able.
Exam format
Exams are closed-book and in person.
Missed exams
For a valid absence, email the instructor in advance and submit the online Student Declaration of Absence Form.
Term paper
Late projects lose 20% per day; the optional paper adds 2 points to the final grade.
Cell phones
Cell phone use during lectures is prohibited and costs 2 points per incident.
Laptops
Students must consult the instructor in advance to use a laptop in class.

Have a more recent syllabus for ECON 3338? Sign in to share it