ECON 8080 is our first-year PhD course in econometrics. Its main focus is the specification and estimation of linear regression models, with special attention to estimator properties and hypothesis testing under different statistical assumptions. Ordinary-least-squares, maximum-likelihood and method-of-moments estimators are covered.  ECON 8070 is a prerequisite.

Fine Print
Problem Sets
Course Outline
Useful Links

Course Schedule
Econ 8080 will next be
offered in Spring 2010

Recommended Texts

Greene, W., Econometric Analysis, Prentice-Hall, 6e.
[book site | author site | amazon link]

Wooldridge, J., Introductory Econometrics, Thomson, 3e.
[book site | author site] | amazon link]

Other Useful Texts for this Course:

• Baltagi, B., Introduction to Econometrics, Springer-Verlag.
• Davidson, R. and J. MacKinnon, Econometric Theory and Methods, Oxford.
• Goldberger, A., A Course in Econometrics, Harvard. 
• Hayashi, Econometrics, Princeton.
• Kennedy, P., A Guide To Econometrics, 5e.
• Poirier, D., Intermediate Statistics and Econometrics, MIT Press.
• Ruud, P., Classical Econometric Theory, Oxford Press.
   

Listserv 

A listserv has been established to facilitate communication outside of class. I will post all announcements pertaining to the class on the list.  You can post to the list by sending email to econ8080-l@listserv.uga.edu.  All posts will be archived, so any given post can be retrieved, even if you have deleted it from your inbox.
 

Grades 

Grades will be computed on the basis of results from three (3) problem sets and an in-class final exam. Each of the problem sets will be weighted as 20 percent of the total grade. The final will account for the remaining 40 percent.

Class Attendance

Regular class attendance is expected. You should be aware of UGA academic regulations which allow the professor to withdraw students with excessive absences. 

Exam Dates & Policies 

The final exam is scheduled for Mon, May 5 at 8:00a. 

Failure to take the final exam at the scheduled time will result in a grade of zero. There are 2 and only 2 exceptions to this rule:  (1) if the Office of the Vice-President for Academic Affairs verifies that you have another exam scheduled for the same time or three exams scheduled on the same day, or (2) if you have a documented family emergency or personal illness.  In the case of (2), you must resolve the situation as promptly as possible.

If you know now that you will not be able to take the final exam at the scheduled time, then you should drop this course. 

Academic Honesty. UGA's Academic Honesty Policy will be strictly enforced. I strongly urge you to become familiar with the section on prohibited conduct.