I will hold office hours on Tuesday and Thursday 1:303:30 p.m. I am also available at most other times if you make arrangements with me. I encourage you to come by for any reason whatsoever.
You should check your email regularly (as well as this syllabus web page) for updates, announcements, corrections, etc. You are responsible for any announcements made in class even if you did not attend. I suggest that you exchange phone numbers and/or email addresses with other students in the class.
This course explores advanced topics in econometrics, building on basic linear regression. This course is designed to help you
This is the second semester in a twocourse sequence. The first semester was PlSc 328/PPol 503, and is thus a prerequisite for this course. That course covered ordinary least squares, its pathologies and treatments. Econ 388 may substitute for PlSc 328, although there will be some overlap between that course and this course. If you have not taken one of these courses, you need to speak to me before proceeding.
Given the small class size, this will not be a rigidly structured course. I welcome your input in determining what subjects we discuss, and how and when we cover them. There are some topics that we must cover, but others are flexible.
The course will be run primarily as a lecture. However, I actively encourage questions, interruptions, cries for help, protests of disbelief, etc. You will never be penalized for participatingeven when this takes the form of vague complaints like, "I've got no clue why we are doing this stuff!" I urgeindeed, I expectyou to take advantage of the chance to talk with me during office hours.
Weekly Assignments 
25% 
Midterm Exam 
15% 
Final Exam 
35% 
Research Project 
25% 
All assignments are due at the beginning of class on the day stated on the assignment. If you cannot make it to class, please leave the assignment with the department secretaries (in the Political Science office745 SWKT) before class begins. I will deduct 20 points per day (including weekends) for late assignments (on a 100 point scale). That said, I am a reasonable person; if you anticipate a problem with submitting an assignment when it is due, speak to me before the assignment is due so that we can try to work out an alternative arrangement.
To understand statistics, you must use statistics. To facilitate understanding, there will be weekly assignments that may include any or all of the following:
You may work together on these assignments (in groups of two or at most three), but you must write up your answers separately. If you do not learn how to analyze or solve problems on your own, you will have difficulty on the exams and research project. Generally, weekly assignments will be distributed on Tuesdays at the end of class.
There is a midterm and final exam. These are both takehome exams that you will have one week to finish. They will require you to solve problems similar to those in the weekly assignments. You are not allowed to consult with anyone on these takehome exams (except the instructor). The date for the midterm exam is tentatively given below. The final exam will cover material for the whole semester. The final exams may be picked up in the Political Science office (745 SWKT) after they are graded. The exams will be discarded at the end of the Summer 2000 semester.
Students will write and present a paper on a topic of their choosing. The project will allow you the opportunity to apply the skills that we will develop in this class to actual data and problems. You may pursue any topic of your choice, subject to instructor approval. (Of course, one requirement is that you have the necessary data.) There are a number of deadlines that must be met, noted on the course schedule.
I strongly recommend that you consult with me through all phases of your research. I may be able to help you select a feasible topic, find data, or comment on your statistical model.
Proposal 
5% 
Outline and Bibliography 
10% 
Preliminary Analysis 
10% 
Presentation 
25% 
Paper 
50% 
Turn in a (no longer than) onepage proposal outlining the research question you wish to address, and how you plan to address it. Discuss why the research question is interesting, and possible data sources.
Turn in a (no longer than) twopage outline of your paper sketching out the argument you plan to make and/or hypotheses you will test, and how you will do it. Include an annotated bibliography of sources whose work you build on. Also list where you have obtained your data.
Turn in a (no longer than) fourpage paper that gives a more detailed outline of your paper. This should also include a detailed description of your statistical model (including what variables you use) and some relevant descriptive statistics for your data.
All students will present their research during the last week or two of class. The presentation's technical level should be geared toward a generic public servantyou will have to explain what your statistical results mean. There will be a strict time limit, and you should be prepared to answer questions from the class and instructor.
The paper's technical level may be higher than the presentation's. However, you should still explain what your statistical results mean in layman's terms. In grading the paper, I will consider how well you have used material from the course, how well you have used statistical analysis to test your hypotheses, if the analysis is actually correct (numerical accuracy and correct interpretation), how well you use charts and graphs, logic and organization of the paper, and the usual grammatical and spelling concerns. The papers may be picked up in the Political Science office (745 SWKT) after they are graded. The papers will be discarded at the end of the Summer 2000 semester.
I include the following information from the BYU 19992000 Undergraduate Catalog which guides how I grade and determine workload:
A  Excellent 
B  Good 
C  Satisfactory 
D  Minimum passing 
E  Unacceptable 
Putting these two statements together, the university expects an "average student" to work "much more" than 9 hours a week to receive an 'A' (= "excellence") in a 3 credithour course. This is my expectation as well.
This workload was recently affirmed by President Bateman in a devotional address (7 September 1999). He stated, "It takes approximately three hours of study outside class for every hour in the classroom. If you take 15 hours of credit, you should allocate upward of 45 hours for study per week."
(See here for the graduate version.)
There is one required book that is available for purchase at the bookstore (or Amazon, Barnes & Noble, bigwords, or any number of online bookstores) :
I have placed Gujarati on reserve at the Lee Library.
There will be other readings available to photocopy in the Department of Political Science office (745 SWKT) mailboxes in a box marked "PlSc 539 Readings." All readings should be read before class for full understanding of the subject material.
There is another statistical book that is available for purchase:
The Kennedy book has a different approach than most statistics texts: in each chapter it discusses a set of concepts qualitatively, then the same concepts quantitatively, and finally discusses the minutiae of those concepts. (The 2^{nd} edition, published in 1985, is on reserve at the library.) I would be happy to recommend other texts if you find these inadequate.
There are two additional statistical books on reserve at the library to help with the statistics computer program.
Most Thursdays will be spent in the FHSS Computer Lab on the 1^{st} floor. We will learn how to do basic and advanced statistics in Stata. We also may do some statistics in SPSS or a spreadsheet. I expect all students to have a working knowledge of the Windows operating system (i.e., what backslashes mean, how to use a mouse, how to use pulldown menus, etc.).
Please arrive in the Computer Lab (105 SWKT) before class starts in order to start up the computer and have everything ready to go when class starts.
Class starts at 8:00 a.m. I realize that this is early. Please arrive on time to class so that we may end on time.
This is the first time that I am teaching this course, so I am uncertain of how long it will take to cover each topic. However, I offer the following rough schedule:
Note: G=Gujarati; K=Kennedy.
Date 
Topic 
Readings 
Assignments 

January 4 
Introduction and Overview 


6 
Computer Class 


11 
OLS Review  G:18,15; K:14,14 

13 
Computer Class 


18 
OLS Pathologies and Treatments Review  G:1013; K:69,11 

20 
Computer Class  Project Proposal Due 

25 
Logit and Probit  G:16; K:15 

27 
Computer Class 


February 1 
Logit and Probit (continued) 


3 
Computer Class 

Project Outline Due 
8 
Maximum Likelihood  G:4; K:2  
10 
Computer Class 


15 
Simultaneous Equations  G:1820; K:10 

17 
Computer Class  Midterm Exam Distributed 

NOTE! 22 
No ClassMonday 


24 
Simultaneous Equations (continued)  Midterm Exam Due  
29 
Simultaneous Equations (continued)  
March 2 
Computer Class 


7 
Time Series  G:17,2122; K:1718 

9 
Computer Class  Project Preliminary Analysis Due  
14 
Time Series (continued) 


16 
Computer Class  
21 
Limited Dependent Variables  G:16.14; K:16 

23 
Computer Class 


28 
Limited Dependent Variables (continued) 

30 
Computer Class 


April 4 
Limited Dependent Variables (continued) 


6 
Project Presentations 


11 
Project Presentations  Final Exam Distributed 

17 
Project Paper Due  
20 

Final Exam Due 
Jay Goodliffe's home page
This page is http://fhss.byu.edu/polsci/courses/winter00/539r001.htm