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Introduction to Econometrics

Econ 5213

This is the first course in a two-course sequence in applied econometrics. It is intended for graduate students in Marketing, Management, and Economics. This page provides links to all important information available on this web site for those enrolled in my Econ 5213 sections this fall. This course is also very useful as preparation for Econ 5243


   

Readings

  1. Sinning in the Basement:  What are the rules?  Ten Commandments of applied econometrics.  Peter Kennedy.  Journal of Economic Surveys, 2002.
  2. Oh No! I Got the Wrong Sign! What Should I Do?  Peter Kennedy.  Journal of Economic Education, (1) 2005. Students may download this copy, but do not distribute it further.  

Software

Stata Resources


Gretl Resources

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Data

    1. caschool.dta
    2. fatality.dta
    3. macro_2e.dta
    4. College Distance and its description.
    5. Cigarette Data
    6. Growth and its description.
    7. CPS04.dta
    8. cps1.dta

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Notes



Homework  and Solutions

  1. Introduction to Stata.  First, go to the UCLA website and watch the first three Stata movies (http://www.ats.ucla.edu/stat/stata/notes/).   It's a good idea to work along with these.  These are excellent tutorials on using Stata.   The first two modules cover the interface, data entry, and some basic data exploration commands.  
  2. Complete the following assignment using either gretl or Stata.  I have also written a short introduction to using Stata that covers all of the stuff you'd need to know to do this.  Don't hesitate to ask me questions.  This is designed for you to get up to speed with the software. Do not turn this assignment in to me.  Here is my version.
  3. Exercise 2.6.  Solution.
  4. Here is the data set in 3 different formats.  Using Excel and Stata, import each into Stata and verify that each is imported correctly.  Here are a few more notes from the Stata website.
  5. Exercises 2.10-2.12 using Stata.  I'll show you how to use the Stata functions in class.  
  6. Empirical Exercise E4.4 in Stock and Watson.   This is the one on page 138-139 where you run a regression of growth on tradeshare.
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