ECON 103

Introduction to Econometrics

University of California - Los Angeles

Lecture, three hours; discussion, one hour. Introduction to theory and practice of econometrics, with goal to make students effective consumers and producers of empirical research in economics. Emphasis on intuitive understanding rather than on rigorous arguments; concepts illustrated with applications in economics. P/NP or letter grading.
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Klein Sean

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ECON 103 Syllabus for Klein Sean — Winter 2019

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Department of Economics Instructor: Sean Klein
University of California, Los Angeles Office: Bunche 9386/ Bunche 2181
Winter, 2019 E-mail: spklein@ucla.edu
Lectures: Office Hours:
T R 5:00-6:15P Broad 2160E T R 6:15-7:30P Bunche 2181
Economics 103: Econometrics
Class website: https://moodle2.sscnet.ucla.edu/course/view/19W-ECON103
In addition to providing them in lecture, we will post lecture notes on the course website each week. We
will open the forums as well: this resource will allow you to ask questions, form study groups, and will
help us tailor the lectures and sections as needed throughout the quarter.
The TA sections have their own website. Please consult with your TA on how to best take advantage of
their online resources.
Course Pre-Requisites:
Econ 11, Econ 41
Course Description:
This class represents an introduction to the theory and practice of econometrics. The goal is to introduce
students to key concepts in Econometrics and for students to critically evaluate empirical results in
Economics and to use statistical software.
Text:
Principles of Econometrics. Hill, R. C., Griffiths, W. E. and G. C. Lim, 4th Edition, 2011. Wiley and
Sons. (Required)
Using Stata for Principles of Econometrics. Lee C. Adkins & R. Carter Hill, 4th Edition. Wiley and Sons.
(Recommended)
Software:
In this course, occasional instruction will be provided using Stata statistical analysis software. If you
choose to, you may obtain a student copy of Stata to install on your own computer. Call Stata at
1.800.STATAPC (or visit www.stata.com) and order the student version; you will need to tell Stata that
you are a student at UCLA. Stata will give you an authorization number and you can pick up software
from UCLA’s Software Central. See www.stata.com for an explanation of Stata’s education program.
Alternatively, you can easily VPN to the UCLA network and access it for free.
Lectures and TA Sections:
This course meets twice a week in the evenings. The labs will meet starting in week 7 and the lab
material will be on the final exam. Please ensure you are also registered for the lab section, as those are
associated with the required discussion section and required for official enrollment in the course. Please
attend the TA section for which you have registered as you will be turning in problem sets and receiving
graded materials.
You may also contact myself or your TA for office hours appointments, or attend office hours which I
have scheduled immediately after lecture (note the Bunche location).
TA Name
S
Date/Time
S
Date/Time
E-mail
Victoria Barone*
F
W 1-1.50
H
W 12-12.50
mvbarone@ucla.edu
Neng-Chieh Chang
C
T 4-4.50
N
R 3-3.50
jayzhang100210@gmail.com
Lu Liu
L
T 11-11.50
R
T 1-1.50
luliu@ucla.edu
Nan Liu
D
R 10-10.50
E
R 9-9.50
nanyuliu@ucla.edu
Xueyuan Liu
I
M 10-10.50
J
M 11-11.50
xueyuanliushirley@gmail.com
Augusto Ospital
G
W 11-11.50
P
W 9-9.50
aospital@ucla.edu
Wan Zhang
K
M 2-2.50
O
M12-12.50
wanzhang@ucla.edu
Wenyu Zhou
A
T 10-10.50
B
T 9-9.50
wenyuzhou@ucla.edu
Yun Feng
Q
M 2-2.50
petervonfy1990@gmail.com
*Head TA
Where to Direct Questions:
Types of Questions Whom to Contact
Administrative (course enrollment, advice): ug-counselor@econ.ucla.edu
Grading: Your TA
Problem Sets/Course Material: Post your question on the Forums
Email Policy
Given the size of this course, it is not possible for the TA’s and myself to reply to individual notes
regarding the material covered in class or problem sets. Instead, we request you to post your questions to
the Discussion Forum on the course website. We will monitor the discussion forums daily and will
answer your questions (if you have not already answered one another’s!). This also provides a public
good in that students can learn from each others questions and their answers.
When you have a question about the course content, you are strongly encouraged to post on the discussion
forums, ask questions in your TA section, in lecture, or in any of the myriad office hours held throughout
the week. With the size of this course, the number of TAs and the number of office hours each week, I
strongly encourage you to find an hour to attend office hours from time to time. Students should email me
only for personal matters.
Requirements:
There is one midterm exam and a comprehensive final exam.
The midterm exam will be given in class on February 12. These are the only times these exams will be
offered please see information on grading below. The final exam is scheduled for Tuesday, March 19 at
6:30 PM. DO NOT REGISTER FOR THIS COURSE IF YOU CANNOT TAKE THE FINAL EXAM
AT THE SCHEDULED TIME. The exams will require you to demonstrate your understanding of the
materials covered in lectures and to solve new problems using what you have learned in the course.
Students are allowed a single sheet of notes - 8.5 inches x 11 inches, single sided, hand written - for their
reference during the exam. When necessary, critical value tables will be provided with the exam. Notes
not in compliance with these guidelines will be confiscated. Other than this sheet, a non-cell phone based
calculator and a pencil, no other materials are allowed to be reviewed during the exam. The textbook is
not allowed during exams. The use of any non-calculator electronic devices: cell phones, PDAs, etc. are
also prohibited during the exams and will be confiscated until the exam is complete. Once graded, exams
will be returned to you in your TA discussion sections. If you leave with your exams, you will not be able
to have them regraded.
In addition to the exams, problem sets will be assigned biweekly to support your understanding and are
due to your TAs either in person or electronically before 5PM on the indicated due date. You may work
together, but you are expected to write your own code and turn in your own assignments. Please be sure
your homework is turned in on time: the TAs may demonstrate the solutions as a part of their discussion
section materials and late assignments will not be accepted. Finally, we encourage participation through
the use of the course forums. Please make use of the course website to ask (and answer) each other’s
questions. Helping other students here directly contributes to your grade in the course.
Grading:
The problem sets will contribute 20% to your final grade.
Active participation in class, TA sections, or on the course forums contributes 5% to your final grade.
The exams will constitute the remaining 75% in one of two ways:
1) For students whose final exam is worse than their midterm, the midterm will contribute 30% and
the final 45%
2) For all other students, the final exam will count for 75%
This grading scheme is designed to give students an opportunity to succeed after one errant exam, avoid
undue weight on any single exam, and ensure equitable treatment in the unusual case that any student has
to miss the midterm exam for any reason. As a result, no makeup exams will be offered.
Grading will be done as fairly as is possible by your TAs. You may review your exam with your TA in
office hours, or the TA may review them in discussion section. Mistakes in grading are rare but
sometimes happen and we want to correct them when they occur. Grading disputes are allowed for one
week after the return of exams. If you leave with your exams, you will not be able to have them regraded
for academic integrity reasons. Grade appeals should be made to your TA in writing. If you are not
satisfied you may appeal to the professor.
Academic Integrity:
You are encouraged to work together on problem sets or to form study groups. You are permitted one
single sided handwritten sheet of 8.5 x 11 notes for exams. All work on exams must be your own. The
TAs and I will be available throughout the exam: you may ask questions or otherwise communicate with
us, but not with your classmates. You must bring your UCLA ID to the exams: it will be checked against
the course roster upon completion of the exam. UCLA takes academic dishonesty extremely seriously.
Cheating will not be tolerated and any incidents will be reported to the Dean of Students. For more
information, please see http://www.deanofstudents.ucla.edu/Academic-Integrity.
Accommodations:
In compliance with UCLA policies, alternative arrangements will be made for students with disabilities of
who have conflicts due to religious observances. The instructor must be informed of any such
arrangement in the first two week of classes (unexpected emergencies excepted). Any student with a pre-
existing illness or condition who requests special arrangements must qualify under CAE rules for such
special arrangements. Any such arrangements with CAE must be made within the first two weeks of
classes. For additional information and the qualification conditions of the CAE, please visit their website
at http://www.cae.ucla.edu/ . All other students must take the exam at the scheduled time under the same
time constraints. It is the responsibility of all students who request special arrangements with CAE to be
familiar with all of their rules as well as the rules of this class.
Approximate Course Outline:
Date
Topic
Chapter
1/8,1/10
Introduction, Review
P
1/15,1/17*
Econometrics Overview, Linear Regression
2
1/22*,1/24
Linear Regression
2
1/29,1/31
Linear Regression, Hypothesis Testing
2-3
2/5, 2/7
Hypothesis Testing, Goodness of Fit
3-4
2/12
MIDTERM
P-4
2/14
No Class
2/19,2/21
Multiple Regression Model
5-6
2/26,2/28
Multiple Regression Model, Treatment
5-8
3/5,3/7
Heteroskedasticity, Endogeneity
8,10
3/12
Instrumental Variables, Specification Tests
10
3/14
Review
1-10
3/19
FINAL
1-10
*Guest Lecturer: Augusto Ospital

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