UNIT OUTLINE   

UNIT OUTLINE   
 UNIT OUTLINE Read this document to learn essential details about your unit. It will also help you to get started with your studies. BEA342 Econometrics Semester 2, 2014 THIS UNIT IS BEING OFFERED IN HOBART Taught by: Dr Wenying Yao CRICOS Provider Code: 00586B BEA342, Econometrics 2 Contents Contact Details ........................................................................................................................................ 2 Unit Description ...................................................................................................................................... 3 Prior Knowledge &/or Skills OR Pre‐Requisite Unit(s) ............................................................................ 3 Enrolment in the Unit ............................................................................................................................. 3 When does the unit commence? ............................................................................................................ 3 Intended Learning Outcomes and Generic Graduate Attributes for BEA342 ......................................... 4 Learning Expectations and Teaching Strategies/Approach .................................................................... 5 Learning Resources ................................................................................................................................. 5 Technical requirements for MyLO ...................................................................................................... 6 Student Feedback via eVALUate ............................................................................................................. 8 Details of Teaching Arrangements .......................................................................................................... 8 Assessment ........................................................................................................................................... 10 Submission of Assessment Items .......................................................................................................... 14 Review of Assessment and Results ....................................................................................................... 16 Further Support and Assistance ............................................................................................................ 17 Academic Misconduct and Plagiarism .................................................................................................. 18 Study Schedule ...................................................................................................................................... 19 Contact Details Dr Wenying Yao Unit Coordinator and Lecturer Campus: Hobart Email: [email protected] Consultation: Wednesday 2:00‐3:00 pm Room Number: 215, Commerce Building Phone: 03 6226 7141 BEA342, Econometrics 3 Unit Description BEA342 Econometrics provides the techniques required to quantify the magnitude, strength and form of relationships between variables and the strategies that need to be employed to use these techniques effectively. More specifically it examines the theory and use of the Classical Linear Regression Model (CLRM) and intermediate level econometric models, such as: IV, Logit, Panel, ECM, 3SLS, ARIMA. The unit provides students with the econometric theory to be able to obtain answers from data using the latest econometrics software. The unit teaches matrix algebra to re‐examine the CLRM learnt in BEA242 Introduction to Econometrics. The unit demonstrates how to test violations of its assumptions, their consequences and how to remedy them. It then provides students with the knowledge of how to use a range of econometric models for the analysis of cross‐section and time‐series data, and the ability to obtain answers to research policy questions in economics and finance. A working knowledge of the unit is essential for those students intending to work as professional economists, financial analysts and business analysts. BEA342 is of an advanced level, and is both theoretical and applied in nature. Consequently, an empirical project where the student needs to demonstrate competence in carrying out a piece of applied econometric work will constitute 30% of the overall assessment of the unit. Prior Knowledge &/or Skills OR Pre‐Requisite Unit(s) Students are required to have an understanding of microeconomics equivalent to that taught in BEA111. Students should be capable of performing elementary algebraic manipulations, familiarising with basic concepts in statistics, especially probability distribution and statistical inference. Understanding of the simple linear regression model and its assumptions is required. An ability to work with the computer, and use MS Word, MS Excel, or equivalent, is also required. Enrolment in the Unit Unless there are exceptional circumstances, students should not enrol in this unit after the end of week two of semester, as the Tasmanian School of Business and Economics (TSBE) cannot guarantee that: 
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any extra assistance will be provided by the teaching team in respect of work covered in the period prior to enrolment; and penalties will not be applied for late submission of any piece or pieces of assessment that were due during this period. When does the unit commence? Week 1, Semester 2, 2014 BEA342, Econometrics 4 Intended Learning Outcomes and Generic Graduate Attributes for BEA342 INTENDED LEARNING OUTCOMES In this unit you will learn to: In assessing this unit I will be looking at your ability to:
Learning Outcome 1 Collect data appropriate to answer a research question or test a theory or hypothesis. Transform it into an appropriate form for econometric analysis. Express relationships between variables in the form of a properly specified econometric model. Select, specify and use appropriate data and econometric models Learning Outcome 2 Understand the causes, consequences and remedies for violations of the Classical Linear Regression Model's assumptions Specify econometric models appropriate to answer a research question or test a theory or hypothesis. Justify the choice of variables and econometric model used to answer a research question or test a theory or hypothesis. Use econometric software to estimate econometric models using data. Understand the Classical Linear Regression Model, its assumptions and its limitations. ASSESSMENT METHODS GRADUATE ATTRIBUTE OUTCOMES Project Part A
The assessments and teaching activities in this unit have been designed to develop the following graduate attributes in students. Mid‐semester Test
Final Examination
KNOWLEDGE Project Part B
Advanced knowledge in analytical and quantitative methods and the ability to apply econometric techniques to analyse data within the diverse economic/finance issues of interest. Test for non‐spherical disturbances using econometric software; understand their effect on estimation and inference; and know how to use alternate estimators in their presence. Test for stationarily and cointegration using econometric software; understand their effect on estimation and inference; and know how to use alternate estimators in their presence. Test for specification errors, measurement errors, multicollinearity and endogeneity using econometric software; understand their effect on estimation and inference; and know how to use alternate estimators in their presence. Interpret the meaning of estimated econometric models and econometric tests. Make statistical inferences from econometric results.
Project Part AProject Part B
PROBLEM SOLVING Project Part C
Critically evaluate econometric models, results and inferences.
Mid‐semester Test
The ability to analyse economic/finance behaviour and solve a range of economic/finance problems. Formulate economic and financial policy from econometric results.
Final Examination
Learning Outcome 4 Use and interpret artificial variables: dummy variables, slope dummy variables, interaction variables. Project Part B
Use and interpret artificial variables and probability models Understand the advantages and disadvantages of the Linear Probability, Probit and Logit Models. Project Part C
Estimate the Logit and Probit models effectively and derive and interpret their results. Final Examination
Learning Outcome 3 Interpret and communicate econometric models and results Understand the range of multi‐choice models available and when each should be used. Mid‐semester Test
COMMUNICATION Final Examination
Written communication skills, including the ability to explain data, statistics, graphs and algebra, and the ability to communicate econometric models and results. The ability to think independently and logically and use economic/finance theory, econometric models and methods. SOCIAL PERSPECTIVE The ability to formulate economic and finance policy implications from the econometric results. BEA342, Econometrics 5 Learning Expectations and Teaching Strategies/Approach The University is committed to a high standard of professional conduct in all activities, and holds its commitment and responsibilities to its students as being of paramount importance. Likewise, it holds expectations about the responsibilities students have as they pursue their studies within the special environment the University offers. The University’s Code of Conduct for Teaching and Learning states: Students are expected to participate actively and positively in the teaching/learning environment. They must attend classes when and as required, strive to maintain steady progress within the subject or unit framework, comply with workload expectations, and submit required work on time. Work, Health and Safety (OH&S) The University is committed to providing a safe and secure teaching and learning environment. In addition to specific requirements of this unit you should refer to the University’s policy at: www.utas.edu.au/work‐health‐safety. Learning Resources Prescribed Text A prescribed text is a resource that you must have access to for the purposes of studying this unit. Wooldridge, J 2013, Introduction to econometrics (Europe edition), Cengage Learning EMEA, United Kingdom. The prescribed textbook is available from the Co‐op Bookshop on campus or www.coop‐
bookshop.com.au. Recommended Texts A recommended text is a resource that you can use to broaden your understanding of the topics covered in this unit. You may also find a recommended text helpful when conducting research for assignments. Gujarati, D 2003, Basic econometrics, Fourth Edition, McGraw‐Hill. Verbeek, M 2000, A guide to modern econometrics, John Wiley & Sons, Inc. Other Recommended Resources Stock, JH & Watson, MH 2003, Introduction to econometrics, Addison Wesley. Greene, WH 2003, Econometric analysis, 5th edn, Prentice Hall. Griffiths, WE, Hill, CR & Judge, GG 2001, Undergraduate econometrics, 2nd edn, John Wiley & Sons. BEA342, Econometrics 6 My Learning Online (MyLO) Access to the MyLO online learning environment unit is required for this unit. The unit has its own MyLO site. To log in to MyLO and access this unit, go to: http://www.utas.edu.au/learning‐teaching‐online .To access the unit, select BEA342. These instructions will help you to log in for the first time. For help using MyLO go to http://www.utas.edu.au/learning‐teaching‐online. Technical requirements for MyLO For help and information about setting up your own computer and web browser for MyLO, see: http://uconnect.utas.edu.au/ While on campus, you can access the University network and MyLO via a laptop computer or other mobile device. See: http://uconnect.utas.edu.au/uana.htm MyLO can be accessed via Library computers and in computer labs on campus. See: http://www.utas.edu.au/it/computing‐distributed‐systems/computer‐labs‐facilities‐and‐locations For further technical information and help, contact the UTAS Service Desk on 6226 1818 or at http://www.utas.edu.au/service‐desk during business hours. Learning to use MyLO When you login to MyLO, you will see a unit called Getting Started with MyLO. Enter the unit to learn more about MyLO and to practise using its features. MyLO Expectations 1.
Students are expected to maintain the highest standards of conduct across all modes of communication, either with staff or with other students. Penalties may be imposed if the Unit Coordinator believes that, in any instance or mode of communication, your language or content is inappropriate or offensive. MyLO is a public forum. Due levels of respect, professionalism and high ethical standards are expected of students at all times. 2.
Submission of assessment tasks via MyLO presumes that students have read, understood and abide by the requirements relating to academic conduct, and in particular, those requirements relating to plagiarism. All work submitted electronically is presumed to be “signed‐off” by the student submitting as their own work. Any breach of this requirement will lead to student misconduct processes. 3.
MyLO is an Internet service for teaching and learning provided by the University. It is expected that you check your units in MyLO for updates at least once a day. BEA342, Econometrics 7 Using MyLO for BEA342 IMPORTANT!: Before you are provided with access to your unit’s MyLO resources, you must complete the Student Agreement form. To do this: 1. Access the unit’s MyLO site. 2. Locate the Begin Here folder and click on it to open it. You can find the Begin Here folder by scrolling down until you see Content Browser OR by clicking on the Content button. OR 3. Once you have opened the Begin Here folder, click on the Student Agreement file. OR 4. Read the terms, then check the I agree box. You should now be able to access all available unit content on MyLO. You only need to do this once in each MyLO unit. BEA342, Econometrics 8 Student Feedback via eVALUate At the conclusion of each unit students will be asked to provide online responses to a number of matters relating to the learning and teaching within that unit. All students are asked to respond honestly to these questions, as all information received is used to enhance the delivery of future offerings. Changes to this Unit Based on Previous Student Feedback Nil. Details of Teaching Arrangements Lectures Beginning in week 1, there will be one two‐hour lecture per week, Wednesdays 3:00pm‐4:50pm, Lecture Theatre 2 (SB.Commerce108) on the ground floor of the Commerce and Economics Building. In past years, students who have missed a lecture generally did not gain a full understanding of that topic and could not answer questions on that topic in assessment adequately or to the best of their ability. Tutorials Tutorials will be held in weeks 3‐4, 6‐7 and 9‐13 of semester 2. Tue, 1:00pm‐1:50pm, SB.Comm205.PC Lab1 Tue, 2:00pm‐2:50pm, SB.Comm205.PC Lab1 Workshops Workshops begin from the 2nd week of semester 2, and currently scheduled as follows (please check class timetable for the latest updates on workshops for BEA342). Tue, 3:00pm‐3:50pm, SB.Comm104 Tue, 4:00pm‐4:50pm, SB.Comm104 Learning Skills and Language Support The Student Learning and Academic Development Team in the Student Centre works with all students, domestic and international, to develop academic skills, literacy and English language skills. More information can be found on this website http://www.utas.edu.au/student‐learning/ BEA342, Econometrics 9 Communication, Consultation and Appointments TO KEEP UP WITH ANNOUNCEMENTS REGARDING THIS UNIT Check the MyLO News tool at least once every two days. The unit News will appear when you first enter our unit’s MyLO site. Alternatively, click on the News button (towards the top of the MyLO screen) at any time. WHEN YOU HAVE A QUESTION Other students may have the same question that you have. Please go to the Q&A Forum on our course’s MyLO site. Check the posts that are already there – someone may have answered your question already. Otherwise, add your question as a new topic. Students are encouraged to support each other using this forum – if you can answer someone’s question, please do. We will attempt to respond to questions within 48 business hours. If your question is related to a personal issue or your performance in the unit, please contact us by email instead. WHEN YOU HAVE AN ISSUE THAT WILL IMPACT ON YOUR STUDIES OR SUBMISSION OF AN ASSESSMENT TASK If you have a personal question related to your studies or your grades, please contact us by email. A NOTE ABOUT EMAIL CORRESPONDENCE You are expected to check your UTAS email (WebMail) on a regular basis – at least three times per week. To access your WebMail account, login using your UTAS username and password at https://webmail.utas.edu.au/ . You are strongly advised not to forward your UTAS emails to an external email service (such as Gmail or Hotmail). In the past there have been significant issues where this has occurred, resulting in UTAS being blacklisted by these email providers for a period of up to one month. To keep informed, please use your UTAS email as often as possible. *IMPORTANT* Please email me when you have a question or issue of a personal nature, for example, you have a family issue that is affecting your studies. For general questions about the unit, please add them to the Q&A forum on our unit’s MyLO site. This way, other students can also benefit from the answers. I receive a lot of emails. Be realistic about how long it might take for me to respond. Allow me at least two (2) business days to reply. Staff are not required to respond to emails in which students do not directly identify themselves, emails which are threatening or offensive, or emails that come from external (non‐UTAS) email accounts. When you write an email, include the following information. This helps the teacher determine who you are and which unit you are talking about. 
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Family name; Preferred name; Student ID; Unit code (i.e. BEA342) Questions If your question is about an assessment task, please include the assessment task number or name. BEA342, Econometrics Assessment Assessment Schedule In order to pass this unit you must achieve an overall mark of at least 50% of the total available marks. Details of each assessment item are outlined below. Link to Learning Assessment Items Due Date Value/Weighting Outcomes Week 4 : Monday Project Part A: Abstract 4 August, 2pm 5% Learning Outcome 1 and Data Description Week 7 : Wednesday Learning Outcome 1 Mid‐semester Test 27 August, 3:00am‐
20% Learning Outcome 2 4:30pm Learning Outcome 3 Learning Outcome 2 Project Part B: Residual Week 10 : Monday 10% Learning Outcome 3 Analysis 22 September, 2pm Learning Outcome 4 Project Part C: Final Week 13 : Monday Learning Outcome 3 15% Project 13 October, 2pm Learning Outcome 4 Learning Outcome 1 Learning Outcome 2 October/November Final Examination 50% Learning Outcome 3 examination period Learning Outcome 4 10 BEA342, Econometrics 11 Assessment Item 1 – Project Part A: Abstract and Data Description Task Description: Abstract Select a topic in economics, business or finance from those provided that most interests you. Clearly state the question that you will be investigating. Do not repeat the abstract from the source paper. Provide the source of the data or the name of the database that you are planning to use. Speculate what type of results you would expect to get in answer to your stated question. Data Description This part will have to be completed in Eviews: Type of data (e.g. panel, time series, cross sectional BUT be specific: e.g. balanced vs. unbalanced panel, pooled cross sectional, etc.). Frequency. Dimensions of your data. List variables that you will be using for your project. Provide 5‐point summary for all variables used in your analysis. Which variables are dependent and which one are independent. Graph your data. Task Length 3‐4 A4 pages Link to Unit’s Learning Outcome 1 Learning Outcomes: Due Date: Week 4 : Monday 4 August, 2pm Value: 5% Assessment Item 2 – Mid‐semester Test Task Description: Mid‐semester test will contain short answer questions Task Length 1 hour and 30 minutes Link to Unit’s Learning Outcome 1 Learning Outcomes: Learning Outcome 2 Learning Outcome 3 Due Date: Week 7 : Wednesday 27 August, 3:00am‐4:30pm Value: 20% BEA342, Econometrics 12 Assessment Item 3 ‐ Project Part B: Residual Analysis Task Description: In this part of the assessment you have to specify and test the data selected for your project with your chosen model. Justify the model selection through residual analysis and additional tests (you will have to determine which tests will be applicable for your chosen data type and chosen model). NB: More details will be provided after Part A results. Task Length 2‐3 pages Link to Unit’s Learning Outcome 2 Learning Outcomes: Learning Outcome 3 Learning Outcome 4 Due Date: Week 10 : Monday 22 September, 2pm Value: 10% Assessment Item 4 ‐ Project Part C: Final Project Task Description: The term paper is your opportunity to construct a model and analyse it using econometric methods. A good paper will have the following format structure: 1. Introduction (modified and improved Project Part A) a. Why do we care? b. What else is known about this problem? c. What are the limitations of previous studies? 2. Data a. Sources and Descriptive statistics (modified and improved Project Part A) 3. The model a. Estimation and Testing b. Residual analysis (modified and improved Project Part B) 4. Results a. What are the main findings? b. Do you find the empirical results convincing? c. Interpret your findings and stress their significance 5. Conclusion a. How do you think the study could be improved? 6. Reference List BEA342, Econometrics 13 Each term paper will have an assignment submission cover page. Projects should be up to 15 pages of text (with all references cited in the appropriate text), bibliography, tables and figures, and any appendix material. You must include all relevant computer printouts including one that clearly lists your data in a compact form (if your sample has more than 50 observations, a partial listing combined with descriptive statistics will suffice). Your grade will depend on your mastery of the relevant econometric theory and the organisation of your paper. You must provide an electronic form of your data, codes, program output and your actual paper (PDF or DOC/DOCX format). The paper should be written in a professional manner. Task Length No more than 15 pages Link to Unit’s Learning Outcome 3 Learning Outcomes: Learning Outcome 4 Due Date: Week 13 : Monday 13th October, 2pm Value: 15% Assessment Item 5 ‐ Final Examination Task Description: Multi‐part problem solving questions. Past years’ examination papers are held by the library. However, written sample answers will not be provided. Help with questions that you have made a genuine attempt to answer may be provided by your lecturer/tutor either on an individual basis or in a group revision session. Task Length 3 hours Link to Unit’s Learning Outcome 1 Learning Outcomes: Learning Outcome 2 Learning Outcome 3 Learning Outcome 4 Due Date: October/November examination period Value: 50% Your final examination for this unit will be held during the scheduled examination period as indicated by Student Administration in correspondence to you. Examinations will normally be scheduled Monday to Saturday inclusive. Examinations may be held during the day or evening and students should consult the university information which will be made available towards the end of semester. You are advised to make any necessary arrangements with employers now for time off during the examination period to sit this examination. Your participation at the scheduled time is not negotiable unless there are exceptional circumstances. Note that you will be expected to sit the examination at your recorded study centre. To find out more go to the Exams Office website: http://www.utas.edu.au/exams/home. BEA342, Econometrics 14 Submission of Assessment Items Lodging Assessment Items Assignments must be submitted electronically through the relevant assignment drop box in MyLO. All assessment items must be handed in by 2.00pm on the due date. Where appropriate, unit coordinators may also request students submit a paper version of their assignments. All assignments must have a TSBE Assignment Cover Sheet, which is available as a blank template from the TSBE website: [http://www.utas.edu.au/business‐and‐economics/student‐resources]. All assignments must include your name, student ID number, tutorial day/time, and your tutor’s name. If this information is missing the assignment will not be accepted and, therefore, will not be marked. Please remember that you are responsible for lodging your assessment items on or before the due date and time. We suggest you keep a copy. Even in ‘perfect’ systems, items sometimes go astray. Late Assessment and Extension Policy In this Policy 1. (a) ‘day’ or ‘days’ includes all calendar days, including weekends and public holidays; (b) ‘late’ means after the due date and time; and (c) ‘assessment items’ includes all internal non‐examination based forms of assessment 2. This Policy applies to all students enrolled in TSBE Units at whatever Campus or geographical location. 3. Students are expected to submit assessment items on or before the due date and time specified in the relevant Unit Outline. The onus is on the student to prove the date and time of submission. 4. Students who have a medical condition or special circumstances may apply for an extension. Requests for extensions should, where possible, be made in writing to the Unit Coordinator on or before the due date. Students will need to provide independent supporting documentation to substantiate their claims. 5. Late submission of assessment items will incur a penalty of 10% of the total marks possible for that piece of assessment for each day the assessment item is late unless an extension had been granted on or before the relevant due date. 6. Assessment items submitted more than five (5) days late will not be accepted. 7. Academic staff do NOT have the discretion to waive a late penalty, subject to clause 4 above. BEA342, Econometrics 15 Academic Referencing and Style Guide In your written work you will need to support your ideas by referring to scholarly literature, works of art and/or inventions. It is important that you understand how to correctly refer to the work of others and maintain academic integrity. Failure to appropriately acknowledge the ideas of others constitutes academic dishonesty (plagiarism), a matter considered by the University of Tasmania as a serious offence. The appropriate referencing style for this unit is: the Harvard style. For information on presentation of assignments, including referencing styles: http://utas.libguides.com/content.php?pid=27520&sid=199808
BEA342, Econometrics 16 Review of Assessment and Results Review of Internal Assessment It is expected that students will adhere to the following policy for a review of any piece of continuous/internal assessment. The term continuous/internal assessment includes any assessment task undertaken across the teaching phase of any unit (such as an assignment, a tutorial presentation, and online discussion, and the like), as well as any capstone assignment or take‐home exam. Within five (5) days of release of the assessment result a student may request a meeting with the assessor for the purpose of an informal review of the result (in accordance with Academic Assessment Rule No. 2 Clause 22 – www.utas.edu.au/university‐council/university‐
governance/rules). During the meeting, the student should be prepared to discuss specifically the marks for the section(s) of the marking criteria they are disputing and why they consider their mark(s) is/are incorrect. The assessor will provide a response to the request for review within five (5) days of the meeting. If the student is dissatisfied with the response they may request a formal review of assessment by the Head of School, with the request being lodged within five (5) days of the informal review being completed. A Review of Internal Assessment Form must be submitted with the formal review (http://www.studentcentre.utas.edu.au/examinations_and_results/forms_files/review_of_assessm
ent.pdf). Review of Final Exam/Result In units with an invigilated exam students may request a review of their final exam result. You may request to see your exam script after results have been released by completing the Access to Exam Script Form, which is available from the TSBE Office, or at the following link – http://www.utas.edu.au/business‐and‐economics/student‐resources. Your unit coordinator will then contact you by email within five (5) working days of receipt of this form to go through your exam script. Should you require a review of your final result a formal request must be made only after completing the review of exam script process list above. To comply with UTAS policy, this request must be made within ten (10) days from the release of the final results (in accordance with Academic Assessment Rule No. 2 Clause 22 – www.utas.edu.au/university‐council/university‐
governance/rules). You will need to complete an Application for Review of Assessment Form, which can be accessed from www.studentcentre.utas.edu.au/examinations_and_results/forms_files/review_of_assessment.pdf. Note that if you have passed the unit you will be required to pay $50 for this review. The TSBE reserves the right to refuse a student request to review final examination scripts should this process not be followed. BEA342, Econometrics 17 Further Support and Assistance If you are experiencing difficulties with your studies or assessment items, have personal or life‐
planning issues, disability or illness which may affect your study, then you are advised to raise these with your lecturer or tutor in the first instance. If you do not feel comfortable contacting one of these people, or you have had discussions with them and are not satisfied, then you are encouraged to contact: DIRECTOR OF UNDERGRADUATE PROGRAMS Name: Mr David Kronenberg Room: 407, Commerce Building, Sandy Bay Phone: 03 6226 2280 Email: [email protected] Students are also encouraged to contact their Undergraduate Student Adviser who will be able to help in identifying the issues that need to be addressed, give general advice, assist by liaising with academic staff, as well as referring students to any relevant University‐wide support services. Please refer to the Student Adviser listings at www.utas.edu.au/first‐year/student‐advisers for your advisers contact details. There is also a range of University‐wide support services available to students, including Student Centre Administration, Careers and Employment, Disability Services, International and Migrant Support, and Student Learning and Academic Support. Please refer to the Current Students website (available from www.utas.edu.au/students) for further information. If you wish to pursue any matters further then a Student Advocate may be able to assist. Information about the advocates can be accessed from www.utas.edu.au/governance‐legal/student‐
complaints. The University also has formal policies, and you can find out details about these policies from the following link – www.utas.edu.au/governance‐legal/student‐complaints/how‐to‐resolve‐a‐student‐
complaint/self‐help‐checklist. BEA342, Econometrics 18 Academic Misconduct and Plagiarism Academic misconduct includes cheating, plagiarism, allowing another student to copy work for an assignment or an examination, and any other conduct by which a student: (a) seeks to gain, for themselves or for any other person, any academic advantage or advancement to which they or that other person are not entitled; or (b) improperly disadvantages any other student. Students engaging in any form of academic misconduct may be dealt with under the Ordinance of Student Discipline. This can include imposition of penalties that range from a deduction/cancellation of marks to exclusion from a unit or the University. Details of penalties that can be imposed are available in the Ordinance of Student Discipline – Part 3 Academic Misconduct, see www.utas.edu.au/universitycouncil/legislation. Plagiarism is a form of cheating. It is taking and using someone else’s thoughts, writings or inventions and representing them as your own, for example: • using an author’s words without putting them in quotation marks and citing the source; • using an author’s ideas without proper acknowledgment and citation; or • copying another student’s work. It also means using ones’ own work from previously submitted assessment items if repeating a unit. If you have any doubts about how to refer to the work of others in your assignments, please consult your lecturer or tutor for relevant referencing guidelines, and the academic integrity resources on the web at http://www.academicintegrity.utas.edu.au/ The intentional copying of someone else’s work as one’s own is a serious offence punishable by penalties that may range from a fine or deduction/cancellation of marks and, in the most serious of cases, to exclusion from a unit, a course, or the University. The University and any persons authorised by the University may submit your assessable works to a plagiarism checking service, to obtain a report on possible instances of plagiarism. Assessable works may also be included in a reference database. It is a condition of this arrangement that the original author’s permission is required before a work within the database can be viewed. For further information on this statement and general referencing guidelines, see www.utas.edu.au/plagiarism/ or follow the link under ‘Policy, Procedures and Feedback’ on the Current Students homepage. BEA342, Econometrics 19 Study Schedule Week Start of Week 1 14 July 2014 2 21 July 2014 3 28 July 2014 4 4 August 2014 5 11 August 2014 6 18 August 2014 7 25 August 2014 8 9 10 11 12 13 Topic/s and activities Research Project, Basic Concepts, Review of Simple Linear Regression Matrix Algebra, Multiple Regression: OLS Estimation, Inference Multiple Regression: Heteroskedasticity and Serial Correlation, GLS Estimation Multiple Regression: Properties of OLS and GLS Endogeneity, Instrumental Variables (IV) and Two Stage Least Squares (2SLS) Endogeneity, Instrumental Variables (IV) and Two Stage Least Squares (2SLS) Mid‐semester Test
Chp 2
Chp 3‐4, Appd D, E Chp 8, 12
Chp 5, V: Chp 2.6, 4 Project Part A
Chp 15‐16
Chp 15‐16
Mid‐semester Break: Monday 1 – 5 September 8 September 2014 Binary Variables, Limited Dependent Chp 7, 17
Variable Models 15 September 2014 Binary Variables, Limited Dependent Chp 7, 17
Variable Models 22 September 2014 Simple Panel Data Methods
Chp 13
29 September 2014 Time Series: Dynamic Models, Chp 11, 18, V: Chp 8‐
Stationarity, Unit Root 9 6 October 2014 Time Series: Cointegration and Error Chp 18, V: Chp 8‐9 Correction Models 13 October 2014
Review of the course, Exam Info
Examination Period: 25 October to 11 November 2014 Due Dates Text Chapter/s Project Part B
Project Part C
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