**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.

- Statistics: A First Homework Answer Key
- Simple OLS and Answer Key
- Hypothesis Testing and Answer Key
- Rescaling Variables and Answer Key
- Another Hypothesis Testing, The R&D Data and Student Rental Charges. Get the Answer Key.
- Dummy Variables Homework, GPA dataset, GPA data description. Get the Answer Key
- Heteroscedasticity Homework, Answer Key, House price dataset, House price data description
- Autocorrelation Homework and answer key. The necessary data
- Simultaneous Equations Hwk,
Get the
**key**here. Cigarettes and Income data, Data description

**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
- Answer Key
- Probability and distributions and key
- Descriptive stat, probability and inference
- Basic statistics review
- Mathematical Expectation and Distributions*
- Probability, Random Variables and Distributions
- Answer Key
- Functions of Random Variables*
- Estimating Population Parameters*
- Estimation
- Sampling and Estimation
- Answer key (*.MCD)
- 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
- Answer Key
- 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
- Answer Key
- 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
- Answer Key
- 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
- Answer Key
- 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.
- Answer Key
- 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
- Fall 1998 Midterm and Key
- Fall 1998 Final and Key with MathCAD Key
- Fall 1999 Midterm and Key (MathCAD)
- Fall 1999 Final and
- Fall 2001 Final
- Fall 2001 Midterm and a Key and a Key in Mathcad
- Fall 2003 Midterm and Key (MathCad)
- Fall 2004 Exam (MathCAD)
- Fall 2005 Midterm Key (MathCAD)
- Fall 2005 Exam 1
- Fall 2008 Midterm Key
- Fall 2009 Midterm
- Fall 2010 Midterm Key
- Fall 2011 Midterm Key
- Fall 2011 Final Key

- 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
- Introduction to LS Dummy Variables and Random Effects Models
- Another Random Effects Example
- LSDV and REM 2011 and key
- Zellner, SUR and Random Effects and some data
- Simultaneous Equations:A Small Macro Model
- Working with AR, MA and ARMA Models
- A Statistical Notion of Causality
- Spurious Regression, Unit Roots and Cointegration
- Kernel regression Homework
- Univariate time series, data: Blaster, Celgene, Mitre
- Vector autoregression with data
- Unit roots hwk, key and data

- Econometrics II Exams
- Syllabus from different years

**Economics 8190 **Topics in Econometrics: The 2010 Syllabus and the 2011 Syllabus

- Truncation, Censoring and Discrete Dependent Variable
- Propensity Score
- SUR, REM and FE Homework
- LSDV and REM Problems for 2011
- Roger Koenker's Phuzicists' Productivity Problem Set- Panel Data
- Kernel regression Homework
- Quantile Regression Homework, the data and an R program

**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