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

January 31 Random Effects and Fixed Effects Models,

An Example


Buck REM or LSDV: Which is it?
February 7 Seemingly Unrelated Regression and the Chow Test Buck Exploring the Grunfeld data.  Questions and Data: text file
February 14 Simultaneous Equations: Identification


Properties and Tests

Buck A Small Macroeconomic Model
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

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