Temple University
Department of Economics
Economics 616
Econometrics II
Spring 2007
Student
Presentations from spring 2006
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.
Journal of Economic Perspectives, V. 15, N. 4, Fall 2001
Converting *.pdf to *.txt, or convert WORD *.doc to *.pdf
A web site for data exchange. The Trust for America's Health has very interesting data by state and for a short time span. The Audobon Society has been sponsoring an annual bird count; a great environmental indicator. An emerging water quality database is available from World Water Monitoring Day.
On modeling Marketing and games in economics/business.
| Date | Topic | Speaker | Materials |
| January 17 | Falsifying Economic Models, Buck and Lady R&D Activity in a Dynamic Factor Demand Model, Buck and Stadler
|
Buck | Handouts in class. |
| January 24 | Structural Models in
Marketing, Mazzeo's comment on a paper in Marketing Science Models of Strategic Choice, Reiss, AER |
Buck | |
| January 31 | Random
Effects and Fixed Effects Models,
|
Buck | REM
or LSDV: Which is it? DataSet |
| February 7 | Seemingly Unrelated Regression and the Chow Test | Buck | Exploring the Grunfeld data. Questions and Data: text file |
| February 14 | Simultaneous Equations: Identification | Buck | A Small Macroeconomic
Model DataSet |
| February 21 | More Simultaneous Eqns. | ||
| February 28 | Intro to Time Series | Buck | |
| March 7 | Spring Break | ||
| March 14 | Unit Roots, Cointegration and VARS | Buck Phillips and Xiao, A Primer on Unit Root Testing, 1998, Journal of Economic Surveys, Vol. 12, No. 5, Pp. 423-469.
|
|
| March 21 | ARCH - GARCH | ||
| March 28 | Quantile Regression
and a MCAD worksheet A few R routines from the QR vignette and elsewhere Weekly gas prices |
Buck | A short essay by Roger
Koenker Goodness of fit and inference A review article in ecology Roger's Quant Reg website |
| April 4 | Kernel Regression | Buck | Haerdle's
Textbook
Lectures and Problems by Prof. Zucchini |
| April 11 | Discrete Dependent Variables | Buck | |
| April 18 | |||
| April 25 | Research paper, hwk, and exam question due today. | ||
| May 9 | Final Exam | ||
Papers and presentations from 2003
| 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 |
| Event Studies and Restricted Stock Offerings | Michael Saponara | Event Studies |
| 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 |