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Econometrics I

Econ 5243

Econometrics I (Econ 5243) is the first course in our Ph.D. level graduate econometrics sequence. This course is appropriate for advanced master's students as well, although those not well versed in linear regression are advised to take Econ 5213 first. There is a much greater emphasis in this course on econometric theory and tools than you'll find in 5213. So, I also advise as a prerequisite a two course sequence in mathematical statistics. In recent years this course has been taught using Davidson and MacKinnon's Econometric Theory and Methods and is suitable only for those who are already reasonably comfortable running regressions and matrix algegra. This page provides links to all important information available on this web site for those enrolled in my Econ 5243 sections this fall.



Software

Stata Resources


Gretl Resources


GAUSS Resources


Data


Homework

  1. Introduction to Stata.  Read this and complete this exercise.  My do-file to get the answers is here. (I used the fatality dataset instead of cigarette. This would explain some of the questions I got about the tax variable.  Oops! 
  2. Introduction to Gauss.  This will get you started.  Install Gauss or use it from the CBA lab.  Download the data and work through this example.  The next assignment will be based on this so don't procrastinate.
  3. Distributions in Stata or gretl.  Complete the following exercise using Stata (or Gauss).  The exercises to which you are referred are here.  
  4. Complete exercises 1.23 and 1.24 in ETM. Use Stata or Gretl.
  5. Complete Part I of the following exercise.  
  6. Complete Part II of this exercise.
  7. Exploring leverage and influence in the caschool data.
  8. Complete the following (due on exam 2 test day).
  9. Complete the following (Due 27 November)
  10. Complete the following (Due at final exam)

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