Temple University Department of Economics

Beginning in mid- to late April class members will be presenting seminars on econometric issues related to their anticipated dissertation topics. To find appropriate topics for these seminars click here.

Introduction to R, as well as some others. There are now vignettes written by package authors. By typing vignette() at the R prompt you will get a list of those available.

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
January 18	Random Effects and Fixed Effects Models, An Example	Buck	REM or LSDV: Which is it? DataSet
January 25	Seemingly Unrelated Regression and the Chow Test	Buck	Exploring the Grunfeld data. Questions and Data: text file
February 1	Simultaneous Equations: Identification Estimators Properties and Tests	Buck	A Small Macroeconomic Model DataSet
February 8	More Simultaneous Eqns.
February 15	Intro to Time Series	Buck
February 22	Unit Roots, Cointegration and VARS	Buck
March 1	ARCH - GARCH
March 8	Spring Break
March 15	Quantile Regression and a MCAD worksheet	Buck	A short essay by Roger Koenker Goodness of fit and inference A review article in ecology Roger's Quant Reg website
March 22	Kernel Regression	Buck	Haerdle's Textbook Lectures and Problems by Prof. Zucchini
March 29	Discrete Dependent Variables	Buck
April 5
April 12
April 19
April 26			Research paper, hwk, and exam question due today.
May 4	Final Exam