ECON 8110, one of the three courses in the department's advanced econometrics sequence, focuses on the analysis of cross-section and panel data.  Particular attention is given to generalized method of moments, which serves as the framework for addressing most of the estimation and inference problems considered in the course. ECON 8080 is a prerequisite.

Fine Print
Problem Sets
Course Outline
Useful Links

Course Schedule
ECON 8110 will next
be offered in Fall 2010

Required Text

Wooldridge, J., Econometric Analysis of Cross Section and Panel Data, MIT Press, 2001. [book site | author site]

Other Useful Texts for this Course:

• Angrist, J. and J.-S. Pischke, Mostly Harmless Econometrics, Princeton
• Arellano, M., Panel Data Econometrics, Oxford University Press. 
• Cameron, A. and P. Trivedi, Microeconometrics, Cambridge.
• Cameron, A. and P. Trivedi, Microeconometrics Using Stata, Stata Press.
• Baltagi, B., Econometric Analysis of Panel Data, Wiley, 3e.
• Hayashi, F., Econometrics, Princeton University Press.
• Hsiao, C., Analysis of Panel Data, Cambridge, 2e.
• Lee, M., Panel Data Econometrics, Academic Press.
• Mátyás, L. and P. Sevestre, The Econometrics of Panel Data, Kluwer Academic, 3e.
   

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 econ8110-l@listserv.uga.edu.  All posts will be archived here, 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 Tue, May 5 at noon. 

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.