EC 670
Econometrics
DATA
SETS and CODES for textbook examples
Greene's Official Site (data sets, limdep examples..) |
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Wooldridge
Data sets via Baum | Sources of the data sets | Datasets from the STATA
site
STATA procedures (Wooldridge) | RATS procedures for Wooldridge data sets
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STATA
RESOURCES
Stata
class notes with movie! (UCLA)
DATA
/ PANEL DATA
RFE (Resources for Economists) DATA LINKS
PSID (Panel study of
income dynamics)
NLS (National Longitudinal
Survey of Youth 1997 (NLSY97)
Econometrics Handbook (Volume 1 - 4 free pdf files, 5 - 6)
Three tests (undergraduate/MA
econometrics): Exam 1, Exam 2,
Exam 3
Greene textbook, Typos | His book link
STATA Help
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OUTLINE
Part I. Basics of Regression Analysis 1.
Overview:
Carrying Out An Empirical Project Read: Ch 19
(W1); Ch 1 (G) Example papers: LABAND.pdf, Hunter_Walker_J_Real_Estate_1996.pdf, Levine_trainor_Zimmerman_JHE_1996.pdf
Data files for h/w: discrim.raw discrim.des discrim.xls discrim1.xls discrim.dta STATA
stata_basic.doc stata.pdf 2.
Algebra
of Regression Analysis Read: Ch 2,
3, 4 (G); Ch 2, 3, 5 (W1) CLT.PRG (gauss code for CLT) Converge.g (gauss code for convergence results) 3.
Inference,
Functional Forms, Specification and Prediction Read: Ch 5,
6, 7 (G); Ch 4, 6, 7, 9 (W1) 4.
Additional
Issues: Autocorrelation, Heteroskedasticity, and Multicollinearity Read: Ch 8,
4.8, 19 (G); Ch 8, 12 (W1) Part II. Endogeneity, IV and System of Equations 5.
Simultaneity
and IV Estimation Read: Ch 12,
13 (G); Ch 15 (W1) 6.
System
of Equations Read: Ch 10,
13 (G); Ch 16 (W1) Part III. General Estimation Methods 7.
Generalized
Method of Moments (GMM) and Minimum Distance Estimation Read: Ch 15
(G) 8.
Maximum
Likelihood Estimation (MLE) and QMLE Read: Ch 16
(G) 9.
Nonlinear
Least Squares Estimation Read: Ch 11
(G) 10. Semi-parametric
and Non-parametric Estimation Read: Ch 14
(G) Skip:
Ch 9, 17, 18, 20, 25 (G)
Ch10, 11, 13, 14, 17, 18 (W1) |
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