Temple University Department of Economics

Beginning with the class meeting of February 19 class members will be presenting seminars on econometric issues related to their anticipated dissertation topics. To find appropriate topics for these seminars click here.

Auditor Selection: Binary Choice	Ye Zhongxia	Discrete Dependent Variables Exam Question
Demand for Natural Gas	Hector Ferrer	Lecture Hwk Questions and related data Exam Questions Applied Nonparametric Regression by Wolfgang Härdle
Credit Scores and Demographics: Probit	Kelli Jones	Credit Scoring Comparison of Results Hwk Problem Exam Question and another hwk with Data
Event Studies and Restricted Stock Offerings	Michael Saponara	Event Studies Hwk and Exam Questions and Answers
A Dynamic Model of Fertility and Growth: Vector Autoregressions	Svitlana Maksymenko	Lecture Hwk Find the solutions and RATS programs here. (Be careful, 6Mb) Data for the hwk Exam Question
Voluntary Disclosure of Auditor's Report: Binary Choice	Yinqi Zhang	Lecture Exam Question
Sports Betting and Efficiency: Bivariate Probit	George Diemer

Date	Topic	Speaker	Materials
	Random Effects and Fixed Effects Models, An Example	Buck	REM or LSDV: Which is it? DataSet
January 20	Seemingly Unrelated Regression and the Chow Test	Buck	Exploring the Grunfeld data. Questions and Data: text file
January 27	Simultaneous Equations: Identification Estimators Properties and Tests	Buck	A Small Macroeconomic Model DataSet
February 3	More Simultaneous Eqns.
February 10	Intro to Time Series	Buck
February 17	Unit Roots, Cointegration and VARS	Buck
February 24	No Class: Prep for your presentatons
March 2	Quantile Regression	Buck
March 9	Spring Break
March 16	Kernel Regression	Buck	Haerdle's Textbook Lectures and Problems by Prof. Zucchini
March 23	Generalized Method of Moments MCD worksheet to accompany notes		Method of Moments Homework
March 30
April 6
April 13
April 20
April 27
May 11	Final Exam