Econ 567A Section 001: Econometrics I

T/Th 2:00-3:15pm, Faner 4135

Instructor: Andrea Sorensen Office: Faner 4136 Office Hours: T/Th 12:30-2:00pm
E-Mail: sorensen@siu.edu T 3:15-4:30pm
Th 9:00-10:45 am
TA: Oksana Grabova

Textbook (optional):
Miller and Miller, John E. Freund’s Mathematical Statistics with Applications, 8th edition

Topics: probability, probability distributions and densities, mathematical expectation, special

probability distributions and densities, functions of random variables, sampling distributions, point
estimation, interval estimation, hypothesis testing, tests of hypotheses involving means, variances,
and proportions

Grading: Your course grade will depend on your performance in each of the following:
(I) (approximately) weekly Homework (15%)
(II) Midterm 1 (25%) (Tuesday, February 20, during class)
(III) Midterm 2 (25%) (Tuesday, April 3, during class)
(IV) Final exam (35%) (Date and Time to be announced)

Homework: Homework assignments and solutions will be posted on D2L and will be due
approximately weekly. Exact due dates are in the course outline below. You are welcome to work
with classmates on homework assignments, however each of you should turn in your own write-up
of the assignments.

Exams: There will be two midterm exams and a final exam. All exams will consist entirely of short-
answer questions. The final exam is cumulative, but the midterm exams are not. I will post practice
exams before each exam.

Academic Dishonesty: Cheating will not be tolerated. In the event cheating is suspected, SIUC’s policies
on Academic Misconduct in the Student Conduct Code will be followed.

Course Outline: (subject to change):

 Tuesday, January 16: syllabus, chapter 1, chapter 2
 Thursday, January 18: chapter 2 cont.

 Tuesday, January 23: chapter 3
 Thursday, January 25: chapter 3 cont. (Homework 1 due)

 Tuesday, January 30: chapter 3 cont., chapter 4

 Thursday, February 1: chapter 4 cont. (Homework 2 due)

 Tuesday, February 6: chapter 4 cont.

 Thursday, February 8: chapter 4 cont., chapter 5 (Homework 3 due)

 Tuesday, February 13: chapter 5 cont.

 Thursday, February 15: chapter 5 cont. (Homework 4 due)

 Tuesday, February 20: Midterm 1

 Thursday, February 22: chapter 6

 Tuesday, February 27: chapter 6 cont.

 Thursday, March 1: chapter 7

 Tuesday, March 6: chapter 8 (Homework 5 due)

 Thursday, March 8: chapter 8 cont.

 Tuesday, March 20: chapter 10 (Homework 6 due)

 Thursday, March 22: chapter 10 cont.

 Tuesday, March 27: chapter 10 cont. (Homework 7 due)

 Thursday, March 29: chapter 11

 Tuesday, April 3: Midterm 2

 Thursday, April 5: chapter 11 cont.

 Tuesday, April 10: chapter 12 (Homework 8 due)

 Thursday, April 12: chapter 12 cont.

 Tuesday, April 17: chapter 13 (Homework 9 due)

 Thursday, April 19: chapter 13 cont.

 Tuesday, April 24: to be determined (Homework 10 due)

 Thursday, April 26: to be determined

 Tuesday, May 1: to be determined

 Thursday, May 3: to be determined