Course Description
Introduces students to computer programming relevant to econometric analysis. The lab will use Base SAS and SAS IML and will cover date importation, management and manipulation, matrix functions, regression analysis, graphical functions, interpretation of output, and exporting results to other programs.
Athena Title
QUANT METHODS LAB
Corequisite
AAEC 6610
Semester Course Offered
Offered fall
Grading System
A - F (Traditional)
Course Objectives
Students will understand the logical syntax of computer programming and be confident in the ability to write programs and conduct empirical analyses using SAS IML and Base SAS.
Topical Outline
1. Matrix Algebra: Addition, Multiplication, Transpose, Inversion, Differentiation 2. Review of Probability Theory 3. Introduction to the SAS Environment 4. Introduction to SAS IML 5. Base SAS Data Management 6. OLS in Base SAS and IML a. Generating Collinearity Diagnostics b. Testing for Heteroskedasticity c. Testing for Autocorrelation 7. GLS in Base SAS and IML a. Correcting for Heteroskedasticity b. Correcting for Autocorrelation
Syllabus