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.