Econometrics

Project Proposals

(posted: 24 Mar 2023)

Please bring a (printed) project proposal to class on Mon 27 Mar. The idea is to: "start writing when you know less." The process of writing will help you learn what you need to know.

Your proposal should describe the dataset (or datasets) that you plan to work with. Cite sources! And your proposal should present summary statistics from that dataset.

Most importantly, your proposal should describe a null hypothesis that you'd like to test or a time-series that you'd like to forecast. This section of your proposal should consider the ways in which your data may violate the Gauss-Markov assumptions and how you plan to account for those violations.

And this week, we'll also continue our discussions of heteroskedascity and probability models. To prepare, please read Studenmund, chaps. 10 and 13 and Kennedy, chaps. 8, 16 and 17.

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