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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 6213



  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.  


Stata Resources

Gretl Resources

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    1. capm4.gdt
    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
    9. newbroiler.gdt or newbroiler.dta
    10. cps4.gdt
    11. tuna.gdt
    12. star.gdt
    13. stockton4.gdt

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Cleaning Data from Spreadsheets Using R

Allegretto, S., A. Dube, M. Reich, and B. Zipperer. 2013.“Credible Research Designs for Minimum Wage Studies.” Unpublished manuscript, available at: http://www.irle.berkeley.edu/workingpapers/148-13.pdf.

Homework  and Solutions

  1. Homework 1 Due 9/18
  2. Homework 2 Due 10/2
  3. IV Estimation.  This was a terrible exercise is many respects. See my comments here. However, it does demonstrate that a bad model leads you to places you'd rather not go.

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