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
|
Buck | |
| January 30 | Structural Models in
Marketing, Mazzeo's comment on a paper in Marketing Science Models of Strategic Choice, Reiss, AER |
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,
Airline example from Greene |
Buck | REM
or LSDV: Which is it? DataSet |
| 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 | Buck | A Small Macroeconomic
Model DataSet |
| 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 |
| 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 |