Introductory Econometrics

Course Coordinator: Dr Thomas Chan, BCogSci (HKU); MA (Boston College); Phd (Boston College)

Course developers: Chan Chi Shing, The University of Hong Kong; and Lam Chun Mo, HKMU

This course is offered to learners who need to use quantitative techniques for model-building in business and economic research. The course focuses on the basics of econometrics, including estimation and hypothesis testing in economics models.

Advisory prerequisite(s)
You are advised to have already studied MATH S122 and either ECON A230 or ECON A231 and ECON A232.

Aims
This course aims to expose students to the basics of econometrics. Students will learn how to collect data and how to specify models in various areas in business and economics. The course also aims to familiarize students with the utilization of computer software in model estimation.

Contents
The course covers the following topics:

• Hypothesis testing
• Simple and multiple regression
• Qualitative variables in regression models
• Simultaneous equation models

Learning support
There will be a series of tutorials scheduled on weekday evenings during the course.

Assessment
There are two assignments and a final examination. Students are required to submit assignments via the Online Learning Environment (OLE).

Equipment
Learners will need access to a personal computer operating the English version of Windows 98 or above.

Set book(s)
Gujarati, D, Portor, D (2010) Essentials of Econometrics, 4th edn, McGraw-Hill.