Week
|
Topic
|
Content and Reading Assignment
|
Teaching Activities and Homework
|
|
|
1
|
Course Introduction
|
Course requirements, Class overview, and Review of Basic Statistics
|
Lecture
|
|
2
|
Overview of Real Estate Analysis
|
Quantitative Approach, Model Building in Real Estate Analysis
|
Lecture
|
|
3
|
Data Processing for Real Estate Analysis (1)
|
Introduction of SAS software, Read and Write Data in SAS
|
Lecture & Exercise
|
|
4
|
Data Processing for Real Estate Analysis (2)
|
Commonly Used Essentials in SAS(1): Basic Commands
|
Lecture & Exercise
|
|
5
|
Data Processing for Real Estate Analysis (3)
|
Commonly Used Essentials in SAS(2): Conditional and Iterative Processing
|
Lecture & Exercise
|
|
6
|
Data Processing for Real Estate Analysis (4)
|
Commonly Used Essentials in SAS(3): Combining Datasets
|
Lecture & Exercise
|
|
7
|
Basic Statistics for Real Estate Analysis (1)
|
Basic Statistical Procedures in SAS(1): UNIVARIATE, FREQ
|
Lecture & Exercise
|
|
8
|
Basic Statistics for Real Estate Analysis (2)
|
Basic Statistical Procedures in SAS(2): CORR, TTEST, GLM
|
Lecture & Exercise
|
|
9
|
Regression Analysis (1)
|
Overview of Regression Analysis
|
Lecture & Exercise
|
|
10
|
Regression Analysis (2)
|
Regression Analysis Using PROC REG in SAS
|
Lecture & Exercise
|
|
11
|
Regression Analysis (3)
|
Further Issues in Regression Analysis: Endogeneity (1)
|
Lecture & Exercise
|
|
12
|
Regression Analysis (4)
|
Further Issues in Regression Analysis: Endogeneity (2)
|
Lecture & Exercise
|
|
13
|
Discrete Dependent Variable Models
|
The Logit and Multinomial Logit Models
|
Lecture & Exercise
|
|
14
|
Panel Data Analysis
|
Basic Panel Data Models
|
Lecture & Exercise
|
|
15
|
Time Series Analysis (1)
|
Overview of Time Series Analysis
|
Lecture & Exercise
|
|
16
|
Time Series Analysis (2)
|
Regression Analysis with Autocorrelated Errors
|
Lecture & Exercise
|
|
17
|
Time Series Analysis (3)
|
Modeling the Dynamics of Multiple Time Series
|
Lecture & Exercise
|
|
18
|
Final Exam
|
|
Exam
|
|
|
Reading materials will include books:
1. Brooks, Chris and Sotiris Tsolacos (2010), Real Estate Modelling and Forecasting. Cambridge University Press.
2. Ajmani, Vivek B. (2011), Applied Econometrics Using the SAS System. John Wiley & Sons.
3. Cody, Ron(2018), Learning SAS by Example: A Programmer‘s Guide, Second Edition. SAS Institute.
4. Brocklebank, John C., Dickey, David A., and Bong S. Choi (2018), SAS for Forecasting Time Series, Third Edition. SAS Institute.
5. Anders Milhøj (2016), Multiple Time Series Modeling Using the SAS® VARMAX Procedure. SAS Institute.
6. Wei, William W. S. (2018), Multivariate Time Series Analysis and Applications (Wiley Series in Probability and Statistics). Wiley.
7. SAS User's Guide, Programmer’s Guide, Procedures Guide, etc.
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