Quantitative Methods

Course Syllabus

Cao Hao Thi, Dinh Cong Khai & Le Viet Phu

Date: 25/09/2015 17:11; File size: 98,417 bytes

Week

Date

Time

Activity

Tuesday, 06/10/2015

10:15 - 11:45

Lecture 1. Descriptive Statistics

Measures of central tendency: mean, median, and mode

Cao Hao Thi

* MBB2, Chapter 2

Problem Set 1 Distributed.

Thursday, 08/10/2015

10:15 - 11:45

Lecture 2. Descriptive Statistics

Measures of variability and correlation: variance, standard deviation, covariance and correlation

Cao Hao Thi

* MBB2, Chapter 2.

Tuesday, 13/10/2015

10:15 - 11:45

Lecture 3. Basic Probability

Probability concepts

Probability properties

Cao Hao Thi

* MBB2, Chapter 3, Sections 3.1-3.3

Problem set 1 Due; Problem set 2 Distributed.

Thursday, 15/10/2015

10:15 - 11:45

Lecture 4. Conditional Probability

Conditional probability

Bayes' rule

Cao Hao Thi

* MBB2, Chapter 3, Sections 3.4-3.5.

Friday, 16/10/2015

13:30 - 15:00

Review

Dinh Cong Khai/Hoang Van Thang

Tuesday, 20/10/2015

10:15 - 11:45

Probability Distributions: Discrete Distributions

Binomial distribution

Poisson distribution

Cao Hao Thi

* MBB2, Chapter 3, Sections 3.6

* MBB2, Chapter 4

Problem set 2 Due; Problem set 3 Distributed.

Thursday, 22/10/2015

10:15 - 11:45

Probability Distributions: Continuous Distributions

Uniform distribution

Normal distribution

Cao Hao Thi

* MBB2, Chapter 5.

Friday, 23/10/2015

13:30 - 15:00

Review

Dinh Cong Khai/Hoang Van Thang

Tuesday, 27/10/2015

10:15 - 11:45

Sampling

Sampling distribution

The central limit theorem

Cao Hao Thi

* MBB2, Chapter 6

Problem set 3 Due; Problem set 4 Distributed.

Thursday, 29/10/2015

10:15 - 11:45

Statistical Estimation

Point estimation

Confidence Intervals

Dinh Cong Khai

* MBB2, Chapter 7.

Friday, 30/10/2015

13:30 - 15:00

Review

Dinh Cong Khai/Hoang Van Thang

Tuesday, 03/11/2015

10:15 - 11:45

Hypothesis Testing

Tests of Hyphotheses for Populuation Means

Tests of Hyphotheses for the Difference between Two Population Means

Dinh Cong Khai

* MBB2, Chapter 8, Sections 8.1-8.5

Problem set 4 Due; Problem set 5 Distributed.

Thursday, 05/11/2015

10:15 - 11:45

Hypothesis Testing

Tests of Hyphotheses for Population Proportions

Tests of Hyphotheses for the Difference between Two Population Proportions

Dinh Cong Khai

* MBB2, Chapter 8, Sections 8.7-8.8.

Friday, 06/11/2015

13:30 - 15:00

Review

Cao Hao Thi/Hoang Van Thang

Tuesday, 10/11/2015

10:15 - 11:45

Introduction to Econometrics

Simple Regression: The Basic Model and OLS

Dinh Cong Khai

* RR5 Chapter 3, Sections 3.1 and 3.2; 3.A.3

* DG3 Chapter 2 and Chapter 3, Sections 3.1 and 3.2

Problem set 5 due; Problem set 6 Distributed.

Thursday, 12/11/2015

10:15 - 11:45

Simple Regression: Properties of Estimators and Fitted Values

Dinh Cong Khai

* RR5 Chapter 3, Sections 3.3 and 3.4; 3.A.4, 3.A.6.

Friday, 13/11/2015

13:30 - 15:00

Review for midterm exam

Cao Hao Thi

Tuesday, 17/11/2015

10:15 - 11:45

Term Project Introduction

Cao Hao Thi

Problem set 6 Due; Problem set 7 Distributed.

Thursday, 19/11/2015

10:15 - 11:45

Simple Regression: Hypothesis Tests & Confidence Intervals

Dinh Cong Khai

* RR5 Chapter 3, Sections 3.5, 3.6, 3.8, 3.9, 3.10;

* DG3 Chapter 3, Section 3.5. Sections 3.6 - 3.8 optional.

* DG3 Chapter 5, Sections 5.1 - 5.8.

Friday, 20/11/2015

13:30 - 15:00

Review

Cao Hao Thi/Le Viet Phu

Monday, 23/11/2015

08:30 - 10:30

Midterm Exam (8:30 AM)

Exam for the Economic Degree Conversion Program (01:30 PM)

Cao Hao Thi, Dinh Cong Khai, Le Viet Phu

Tuesday, 01/12/2015

10:15 - 11:45

Multiple Regression: Introduction & Estimation

Dinh Cong Khai

* RR5 Chapter 4, Sections 4.1 and 4.2

* DG3 Chapter 7, Sections 7.1 - 7.5

Problem set 7 Due; Problem set 8 Distributed.

Thursday, 03/12/2015

10:15 - 11:45

Multiple Regression: Estimation (Continued)

Dinh Cong Khai

* RR5 Chapter 4, Sections 4.1 and 4.2

* DG3 Chapter 7, Sections 7.1 - 7.5.

Friday, 04/12/2015

13:30 - 15:00

Review

Cao Hao Thi/ Le Viet Phu

Tuesday, 08/12/2015

10:15 - 11:45

Multiple Regression: Model Selection and Hypothesis Testing

Dinh Cong Khai

* RR5 Chapter 4, Sections 4.3 and 4.4

* DG3 Chapter 8, Sections 8.1 - 8.5

Problem set 8 Due; Problem set 9 Distributed.

Thursday, 10/12/2015

10:15 - 11:45

Multiple Regression: Model Selection and Hypothesis Testing (continued)

Dinh Cong Khai

* RR5 Chapter 4, Sections 4.3 and 4.4

* DG3 Chapter 8, Sections 8.1 - 8.5.

Friday, 11/12/2015

10:15 - 11:45

Review

Cao Hao Thi/ Le Viet Phu

Proposal of Term Project Due.

Tuesday, 15/12/2015

10:15 - 11:45

Specification Error: Omission of Relevant Variables and Inclusion of Irrelevant Ones

Dinh Cong Khai

* RR5, Section 4.5

* DG3, Chapter 13

Problem set 9 Due; Problem set 10 Distributed.

Thursday, 17/12/2015

10:15 - 11:45

Functional Form

Dinh Cong Khai

* RR5, Sections 6.1 - 6.12

* DG3, Sections 6.3, 7.10, 7.11.

Friday, 18/12/2015

13:30 - 15:00

Qualitative Independent Variables (Dummy Variables)

Dinh Cong Khai

* RR5, Chapter 7

* DG3, Chapter 15.

Tuesday, 22/12/2015

10:15 - 11:45

Logit and Probit models for binary dedependent variable:

Le Viet Phu

* JW2, Chapter 17

Further readings: Verbeek, Chapter 6-7; Greene, Chapter 21-22

Problem set 10 Due; Problem set 11 Distributed.

Thursday, 24/12/2015

10:15 - 11:45

No Class

Friday, 25/12/2015

10:15 - 11:45

No Class

Tuesday, 29/12/2015

10:15 - 11:45

Tobit model and censored and truncated regression model

Le Viet Phu

* JW2, Chapter 17

Further readings: Verbeek, Chapter 7; Greene, Chapter 22

Problem set 11 Due; Problem set 12 Distributed

First Draft of Term Project Due.

Wednesday, 30/12/2015

10:15 - 11:45

No Class

Friday, 01/01/2016

13:30 - 15:00

No Class

Tuesday, 05/01/2016

10:15 - 11:45

Lab Practice: Lessons on Stata and exploring VHLSS (1)

Le Viet Phu

Problem set 12 Due; Problem set 13 Distributed.

Thursday, 07/01/2016

10:15 - 11:45

Lab Practice: Lessons on Stata and exploring VHLSS (2)

Le Viet Phu

Friday, 08/01/2016

13:30 - 15:00

Review

Le Viet Phu

Tuesday, 12/01/2016

10:15 - 11:45

Empirical Study, strategy of developing and diagnosing regression models

Le Viet Phu

Problem set 13 Due

Term project due.

Thursday, 14/01/2016

10:15 - 17:30

Morning: Final review

Cao Hao Thi, Dinh Cong Khai, Le Viet Phu

Afternoon: Term project presentation

Cao Hao Thi, Dinh Cong Khai, Le Viet Phu.

Friday, 15/01/2016

13:30 - 15:00

Term project presentation

Cao Hao Thi, Dinh Cong Khai, Le Viet Phu.

Friday, 22/01/2016

13:30 - 15:00

Final exam

Cao Hao Thi, Dinh Cong Khai, Le Viet Phu.

Readings 21 & 22. Introductory econometrics : a modern approach, 6th ed., Chapter 17

Jeffrey M. Wooldridge

Date: 16/02/2016 09:50; File size: 58,669 bytes

Reading 20.2. Basic econometrics-4th ed., Chapter 15

Damodar N. Gujarati

Date: 16/02/2016 09:47; File size: 58,669 bytes

Reading 20.1. Introductory econometrics with applications-5th ed., Chapter 7

Ramu Ramanathan

Date: 16/02/2016 09:47; File size: 58,669 bytes

Reading 19.2. Basic econometrics-4th ed., Chapter 6, Parts 6.3, Chapter 7, Parts 7.10-7.11

Damodar N. Gujarati

Date: 16/02/2016 09:46; File size: 58,669 bytes

Reading 19.1. Introductory econometrics with applications-5th ed., Chapter 6, Parts 6.1-6.12

Ramu Ramanathan

Date: 16/02/2016 09:46; File size: 58,669 bytes

Reading 18.2. Basic econometrics-4th ed., Chapter 13

Damodar N. Gujarati

Date: 16/02/2016 09:45; File size: 58,669 bytes

Reading 18.1. Introductory econometrics with applications-5th ed., Chapter 4, Parts 4.5

Ramu Ramanathan

Date: 16/02/2016 09:45; File size: 58,669 bytes

Readings 16.2 & 17.2. Basic econometrics-4th ed., Chapter 8, Parts 8.1-8.5

Damodar N. Gujarati

Date: 16/02/2016 09:44; File size: 58,669 bytes

Readings 16.1 & 17.1. Introductory econometrics with applications-5th ed., Chapter 4, Parts 4.3-4.4

Ramu Ramanathan

Date: 16/02/2016 09:44; File size: 58,669 bytes

Reading 15.2. Basic econometrics-4th ed., Chapter 7, Parts 7.1-7.5

Damodar N. Gujarati

Date: 16/02/2016 09:43; File size: 58,669 bytes

Reading 15.1. Introductory econometrics with applications-5th ed., Chapter 4, Parts 4.1-4.2

Ramu Ramanathan

Date: 16/02/2016 09:43; File size: 58,669 bytes

Reading 14.2. Basic econometrics-4th ed., Chapter 7, Parts 7.1-7.5

Damodar N. Gujarati

Date: 16/02/2016 09:42; File size: 58,669 bytes

Reading 14.1. Introductory econometrics with applications-5th ed., Chapter 4, Parts 4.1-4.2

Ramu Ramanathan

Date: 16/02/2016 09:42; File size: 58,669 bytes

Reading 13.3. Basic econometrics-4th ed., Chapter 5, Parts 5.1-5.8

Damodar N. Gujarati

Date: 16/02/2016 09:41; File size: 58,669 bytes

Reading 13.2. Basic econometrics-4th ed., Chapter 3, Parts 3.5

Damodar N. Gujarati

Date: 16/02/2016 09:41; File size: 58,669 bytes

Reading 13.1. Introductory econometrics with applications-5th ed., Chapter 3, Parts 3.5-3.6; 3.8-3.10

Ramu Ramanathan

Date: 16/02/2016 09:40; File size: 58,669 bytes

Reading 12. Introductory econometrics with applications-5th ed., Chapter 3, Parts 3.3-3.4 and 3.A.4 & 3.A.6

Ramu Ramanathan

Date: 16/02/2016 09:38; File size: 58,669 bytes

Reading 11.2. Basic econometrics-4th ed., Chapters 2 & 3, Parts 3.1-3.2

Damodar N. Gujarati

Date: 16/02/2016 09:38; File size: 58,669 bytes

Reading 11.1. Introductory econometrics with applications-5th ed., Chapter 3, Part 3.1-3.2 and 3.A.3

Ramu Ramanathan

Date: 16/02/2016 09:38; File size: 58,669 bytes

Reading 10. A brief course in business statistics-2nd ed., Chapter 8, Part 8.7-8.8