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\textbf{\large
  Heinz School\\
  Carnegie Mellon University\\
  Intro to Econometric Theory, 90-906\\
  Spring, 2005-6 \vspace{\baselineskip}\\
  Syllabus\\
}
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\begin{tabular}{l l}
  Lectures      & M 5:30-8:20, OSC 203\\
                &\\
  Instructor    & Bill Vogt\\
                & HBH 2116D, 412.268.1843 \\
                & wilibear@andrew.cmu.edu\\
                &\\
  Office Hours  & M 3:00-5:00 \\
                &\\
  TA            & Jian Li\\
                & HBH 243, 412.268.1415\\
                & jianl@andrew.cmu.edu\\
                &\\
  TA Ofc Hours  & TR 10:30-12:00 \\
                &\\
  Textbook      & Greene, William H (2000) \emph{Econometric Analysis,}\\
                & \emph{$5^{th}$ edition}.  Upper Saddle River, NJ:\\ 
                & Prentice Hall.\vspace{0.5\baselineskip}\\
                &\\
                & (optional) Kennedy, P. (1998)\\
                & \textit{A Guide to Econometrics}.  Cambridge, MA\\
                & MIT Press.\\
                &\\
                &\\
  Website       & http://www.andrew.cmu.edu/course/90-906/index.htm
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\section{Course Objectives}
Our objective is to build a thorough understanding of multivariate linear
regression and (time permitting) instrumental variables and discrete
dependent variables models.

\section{Prerequisites}
You are expected to know elementary probability theory, sampling 
theory, linear algebra, calculus, and bivariate regression.  
We will briefly review some linear algebra and sampling theory at
the beginning of the course, and the book has an excellent review
in chapters 1-4.  The formal prerequisite is 90-905,
an introductory Ph.D. level statistics course, or the consent of the
instructor.


\section{Topics}
The topic for the course will be the linear regression model.  Roughly,
we will cover Greene, chapters 1-12 and appendix A.

\section{Grading}
The grade will be determined by performance on homework assignments (30\%),
a midterm (30\%), and the final exam (40\%).  You are primarily 
responsible for the content of the lectures, including any handouts.  
You are also responsible
for the relevant sections of the book --- most likely chapters 1-9,11-13.  
There are likely to be differences in both content and notation 
between the lectures and the book.

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\section{Various Class Policies}
\subsection{Policy on Cooperation}
  \begin{itemize}
    \item You may cooperate as much as you like on homework assignments;
          however, each individual must submit a separate assignment, and
          each individual will be separately graded on that assignment.
    \item You may not cooperate while taking exams.
  \end{itemize}
\subsection{Policy on Aids During Exams}
   \begin{itemize}
     \item All exams are open book.  You may use text, notes, calculators,
           computers, reference materials, etc.
     \item You may not communicate or cooperate with anyone on the exam.
     \item Please do not use the open book policy as a substitute for 
           studying.  If you need to look in your book, notes, etc for 
           instructions on HOW TO DO the exam, you will surely run out
           of time.
    \end{itemize}
\subsection{Policy on Format of Assigned Work}
    \begin{itemize}
      \item All work must be legible.  Illegible is the equivalent of 
            completely wrong.
      \item Spelling, grammar, style, etc do not ``count'' per se.  However,
            anything which I (or the TAs) cannot understand is wrong.  Poor
            spelling, grammar, style, etc are often confusing.
    \end{itemize}
\subsection{Policy on Lateness}
    \begin{itemize}
      \item Due and return dates for assignments are in the syllabus in the
            schedule section.  Unless the instructor or TA announce otherwise,
            these dates are binding.
      \item Late assignments are not accepted without either prior arrangement
            or compelling reason.
      \item Assignments and homeworks may be picked up from the TA.
            You are responsible for picking them up.  You are responsible for
            keeping them to compare against your final grade.  I will use 
            whatever grade I have recorded for your work (even if you think 
            there is an error) unless you can show me the graded work so that
            I can see the error.
      \item You are responsible for collecting your graded work.  Claims by
            students similar to ``I turned in homework \#2, but I don't have
            a copy of it because you did not return it to me!'' must be made
            within one week of the return date of the assignment.  If you 
            fail to make the complaint, I will use whatever grade I have in
            my records.
    \end{itemize}

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