Temple University
Department of Economics
Dr. Buck's Course Materials
Undergrad Econometrics, Econometrics I, II and III for MA and PhD Students
Where the grad courses begin, develop, and end. My lecture notes for econometrics are available online.
Caveat Emptor:
1.
Do not write and ask if there are answer keys. Those answer keys that exist in digital form are linked below.
2. In 2011, after many years of development, Temple University stopped supporting many features of my web site. Any homework forms that have 'fill in the blank' questions and a submit button will not work. There are a number of mime types that they have been unwilling to add to the server registry. Their response to my objections has been that "Blackboard does it all." You don't want to hear my reaction to that assertion.
Economics 3503 (was 341 (Intro to Econometrics (undergrad))) The 2011 Syllabus: You can find lecture notes and outlines here.
- Exam 1 Exam Key
- Exam 2 Exam Key
- Exam 3 Exam key
Economics 8009 (was 615 (Econometrics I))
- Homework Sets (Not all of these are my own, but I found them on the WWW and used them with my students):
- Descriptive Statistics, Probability and
Random Variables
- Another Stats, Prob and RVs (Univ of Bristol)
- Another Stats, Prob and RVs
- Another Stats, Prob, and RVs (Univ of Bristol)
- Another Stats, Prob and RVs
- Introduction to Probability and Statistics
- Probability and distributions and key
- Descriptive stat, probability and inference
- Basic statistics review
- Mathematical Expectation and Distributions*
- Probability, Random Variables and Distributions
- Functions of Random Variables*
- Estimating Population Parameters*
- Estimation
- Sampling and Estimation
- Sampling problems and key
- Another sampling hwk and key
- Inference and Properties of Estimators
- Hypothesis Testing
- Introduction to Testing Hypotheses*
- Testing hypotheses
- Another hypothesis testing hwk
- Yet another hypothesis testing hwk
- Basic Problems in Statistical Inference*
- Simple Regression: I
- Simple Regression: II
- Introduction to ANOVA, OLS, and Hypothesis
Testing or a self-extracting archive
with the problem set, data, and *.MCD to read the data
- Another ANOVA problem set
- Yet another ANOVA problem set
- Introduction to Linear Algebra*
- More Difficult Linear Algebra
- More Linear Algebra
- Yet more Linear Algebra and a key
- Still more linear algebra and key
- Another linear algebra with some regression and probability
- Another linear algebra with some regression and probability
- Multiple Regression and some data
- Ordinary Least Squares Geometry and Computations
- OLS computations and estimation, the data and its description
- Multiple Regression: Printing Sheet Music a Key
- Multiple Regression (Univ of Bristol)
- Functional form and the data
- Gauss Markov, Data Transformations and Least Squares
- Multiple Regression, or get the self extracting file with the data
- More Mulitple Regression, the data and the key
- Maximum Likelihood Estimation
- Method of Moments
- Hypothesis Testing in Multiple Regression
or get the self extracting file with the data
- Lagrange Multiplier, Wald and Likelihood Ratio Tests Key Part 1 and Part 2
- LM, Wald and LR homework and key
- What's so bad about multicollinearity?*
- Was Bread Giffin?
- Problems in Heteroscedasticity and
Autocorrelation or get the self extracting file.
- Correcting for Heteroscedasticity
- Another heteroscedasticity
- Heteroscedasticity in US Food Consumption
- Heteroscedasticity in Theory and in Practice: Key Part 1 and Part 2
- Correcting for Autocorrelation *
- Autocorrelation in Ice Cream, the data and answer key (*.MCD)
- Another Autocorrelation Homework: Answer Key Part 1 and Part 2
- An Application: Almon Lags*
- An application of translog functions and the key , cost shares, data in txt format, or maybe this is it.
- Some Econometrics I Exams
- Syllabus from Different Semesters. There isn't much difference from year-to-year, but there are changes in the hwk assignments.
Economics 8119 (was 616 (Econometrics II))
- Homework Sets
- Econometrics II Exams
- Syllabus from different years
Economics 8190 Topics in Econometrics: The 2010 Syllabus and the 2011 Syllabus
Data Sets for Homework Assignments in Econ 8009, Econ 8119. and 8190
- LSDV and REM (You need all three): Qual1.dat, Qual2.dat , Qual3.dat
- Simultaneous equations: Macromod.dat
- Univariate Time Series (You need all three): AR_P1.DAT,
MA_Q1.DAT,ARMA_PQ1.DAT
- Adventures in Causality: C&Ivar.dat
- Spurious Regression, Unit Roots and Cointegration: Y&NOND.dat
- Working with Almon Lags ALMON.DAT*
- Learning about serial correlation AUTOCORR.DAT*
- Correcting for heteroscedasticity HETERO.DAT*
- Data for another REM example:REMDATA.TXT
- Data for the multiple regression application: Nerlove
- Data for 'Was Bread Giffin': BreadMeat.dat
- Data for ANOVA, OLS, and Hypothesis Testing
problem set: CAPM.TXT
- Data for Multiple Regression: CHOW.txt
- Data for Hypothesis Testing in Multiple Regression: klem.txt
- Data (ukelec.txt and BRD.txt) for Problems in Heteroscedasticity and
Autocorrelation
- Strike Data
- JTrain2 for propensity score hwk and description
- SUR, REM and FE Data: Murder (data, description) and Wagepan (data, description)
- Phuzics Data Sets: One and Two different vintages
- Kernel regression description is here. The data as a textfile is here.
- Data for LSDV REM for 2011: The Data and its description
