Survey of Econometric Methods
Fall 2017
Jeffrey Parker, 糖心vlog视频
Assignments
Daily Problems
- August 30: Basic regression model
- September 1: Graphs
- September 6: None assigned
- September 8: Slope coefficient sign
- September 11: Goodness of fit
- September 13: NOTHING TO TURN IN, but think about these questions to prepare for class.
- September 15: Statistics, part 1
- September 18: Statistics, part 2
- September 22: OLS assumptions
- September 25: Monte Carlo simulations
- September 29: Simple tests
- October 2: F tests
- October 9: Omitted variable
- October 11: Data mining
- October 13: Functional forms
- October 23: Multicollinearity
- October 27: Autocorrelation
- October 30: Pathologies review
- November 3: Lag models
- November 6: Lag-model choice
- November 8: Granger causality
- November 10: VARs
- November 13: Non-stationarity
- November 17: Limited dependent variables
- November 20: Simultaneous supply-demand model
- November 27: Instrumental variables examples WSJ article to read
- November 29: Differences-in-differences estimation
- December 1: Fixed effects
Weekly Assignments
- Problem Set #1, due Wednesday, September 13
- Problem Set #2, due Wednesday, September 20
- Problem Set #3, due Wednesday, September 27 (Data set: Evals.dta)
- Problem Set #4, due Wednesday, October 4 (Data set: hprice.dta)
- Problem Set #5, due Wednesday, October 25
- Problem Set #6, due Wednesday, November 15 (Data set: bangla.dta)
- Problem Set #7, due Wednesday, November 22 (Data set: nels.dta)
- Problem Set #8, due Wednesday, December 6 (Data set: fultonfish.dta)