Temple University

Economics 8190

Econometrics Topics

Fall 2011

Anderson Hall 343

Tuesday

5:30 PM – 8:00 PM

Date	Topic	Reading	Miscellaneous	Assignment
August 30 September 6	Panel Data: LSDV, REM, Differences in differences	Angrist & Pischke, Chapter 5 Greene, Chapter 11 Wooldridge, Chapter 13 & 14 Buck and an example		LSDV and REM Problems. The Data and its description Due on September 13 Answer Key
September 13, 20 and 27	Limited and discrete dependent variables: Binary data, count data, censored and truncated data	Greene, Chapter 17, 18 & 19 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	Discrete Choice, Counts, Censoring and Truncation Questions Due on October 4 Strike Data
October 4	Endogeneity on the RHS: Treatment Effects, Propensity Scores and	Greene, Chapter 8 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: Discussion Data and description Third Example: Charitable Giving again.
October 11	We'll talk about strategies for the problem set at the far column.	The following notes were prepared by Prof. Roger Koenker for his students at the U of Illinois. The Distribution of Income or Wealth: Inequality Panel Models Dynamic Panel Models	Levin &Stephan, Research Productivity Over the Life Cycle, AER, 1991.	Problem Phuzics SetDue on October 18 Make it October 25 Ancillary Readings: Divide and Koenker 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	Koenker, Chap 1, 2.1-2.5, & 3 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		A problem set using wages and the data. The assignment is due on November 15.
November 15 No class November 22	Kernel Regression	Prof Zucchini Lectures An e-book by Wolfgang Haerdle		We'll do select questions, TBA, from Hwk 1 and Hwk 5 of Zucchini. 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 212-215	Approximation of Large, Computer-Based Economic Models
December 6	A collection of articles from Journ of Econ Perspectives	Journal of Economic Perspectives—Volume 24, Number 2—Spring 2010 Angrist Leamer Keane Sims Nevo Stock		Your paper is due today!, no exceptions. Your last hwk is also due today. Final Exam Key
December 13	Final Exam. Same time and place as our usual class meeting.