Temple University
Department of Economics

Economics 8119 616
Econometrics II

Tuttleman 203

Spring 2008

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 and Hwk
January 23  

Falsifying Economic Models, Buck and Lady

R&D Activity in a Dynamic Factor Demand Model, Buck and Stadler


January 30 Structural Models in Marketing, Mazzeo's comment on a paper in Marketing Science

Models of Strategic Choice, Reiss, AER

Airport Choice 1 and Airport Choice 2

Buck Mazzeo refers to welfare calculations made from an estimated structural model.  See Shonkwiler and Englin for an example of this.

For an example of a bargiaining model and an empirical implementation see Buck, Morra and Hearn

February 6 Random Effects and Fixed Effects Models,

An Example

Airline example from Greene

Buck REM or LSDV: Which is it?
February 13 Seemingly Unrelated Regression and the Chow Test


Buck Exploring the Grunfeld data.  Questions and Data: text file
February 20 No class.  Independent work on your paper. On 2/27 you will have to report on your progress.
February 27 Simultaneous Equations: Identification


Properties and Tests 

Buck A Small Macroeconomic Model
March 5 Intro to Time Series Buck Box Jenkins Exercise
March 12 Spring Break    
March 19 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.


Problem 7, Page 313 in Enders

Problem 4, Page 374 in Enders

Data Sets for Enders, or here: QUARTERLY.XLS and INT_RATES.XLS

March 26 ARCH - GARCH   Problem 6, Page 153 in Enders.  Links to the data are in the box above.
April 2 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

Koenker and Hallock, JEP

Goodness of fit and inference

A review article in ecology

Roger's Quant Reg website

Morra, Hearn and Buck on Bushmeat.

April 9 Quantile Regression Buck Quantile Hwk Set


A rudimentary solution in R


April 16 Kernel Regression Buck Haerdle's Textbook for the interactive version.

For the *.pdf verson

Datasets for Haerdle

Lectures and Problems by Prof. Zucchini

Hwk: Do Part 2: Practical of Zucchini Problem Set 1 and Part 2: Practical of Zucchini Problem Set 5.
April 23 Kernel Regression     
April 30 Kernel Regression      Research paper, hwk, and exam question due today.
May ? 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