Date 
Topic 
Reading 
Miscellaneous 

August 30 September 6 
Panel Data: LSDV, REM, Differences in differences 
Greene, Chapter 11
Wooldridge, Chapter 13 & 14 

LSDV and REM Problems. The Data and its description Due on September 13 

Limited and discrete dependent variables: Binary data, count data, censored and truncated data 
Wooldridge, Chapter 17

Recidivism data and description. A document about estimation. The women's labor supply model from class: Because of the BS with our computer services you will have to download the follqing files then rename the files so by dropping the txt suffix and changing the _ to a . EVIEWS program The same thing in STATA log file 
Due on October 4
Strike Data 

Endogeneity on the RHS: Treatment Effects, Propensity Scores and 
Angrist and Pischke, Chap 3 & 4 Wooldridge, Chap 15 
Analyzing treatment effects: Regression Analysis: Self selection: Charitable Giving in which the treatment is mailings per year. Difference in differences: Americans with Disabilities Act: STATA Program, the Dataset, Output/Log: Article Summary Propensity score matching: See your hwk due on October 11, and go back to Charity Regression discontinuity: Class size and test scores in Israel. STATA Data, a graph and a table 
Problem Set Due October 11 Data JTrain2 Data Description

Survivor and Hazard Modeling  Notes also see your textbook  First Example: Questions Notes for questions Data for questions Second Example: Data and description Third Example: Charitable Giving again. 



The following notes were prepared by Prof. Roger Koenker for his students at the U of Illinois. The Distribution of Income or Wealth: Inequality Dynamic Panel Models


Problem Phuzics SetDue on Make it October 25 Ancillary Readings: Divide and Koenker Redux Appendix A to the Prob Set Inequality: Tutorial One and Two Data Set for Phuzics 
October 18 and 25 
Systems of Equations: SUR and Simultaneous Equation Models 


Problem Set 2 (Do only the second question about murder rates. You already did the first question.) will be due on November 1 Data wagepan.raw Description of wage panel Data murder.raw Description of murder data 
November 1 and 8 
Quantile Regression 
Quantile Regression and a MCAD worksheet A few R routines from the QR vignette and elsewhere for which you need the Weekly gas prices 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 Location and Scale in RTF and XMCD More of Koenker's articles and lecture notes Angrist & Pischke, Chapter 7 


November 15 No class November 22

Kernel Regression 
An ebook by Wolfgang Haerdle 
We'll do this Hwk instead. A link to the data description is here. The data as a textfile is here. The designated questions will be due on December 6. 

November 29  Kernel Regression  Greene, 7th edition page 212215 
Approximation of Large, ComputerBased Economic Models 


A collection of articles from Journ of Econ Perspectives 


Your last hwk is also due today.
Final Exam Key 
December 13  Final Exam. Same time and place as our usual class meeting. 