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Introduction to Econometrics

Econ 5213

Introduction to Econometrics (Econ 5213) is similar to Econ 4213, but 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

Starting in Spring 2011, a sequel to this course will be offered.  The first time it will be offered, it will carry the Econ 5010 course number.  After the paperwork clears, this course will have its own number (probably Econ 5223).  The two course sequence will give you good hands-on introduction to microeconometrics.  



  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.  
  3. The Stata do file for the junior college example and the output.  The data for this are found below.
  4. The Stata do file for the MLB example and the output.  The data for this are found below.
  5. The Stata do file for restricted least squares and the output.
  6. The Stata output for marginal effects.
  7. Interactions in Stata.  
  8. Panel Output
  9. More Panel Output.


Stata Resources

Gretl Resources

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    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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Homework  and Solutions

  1. Complete the following assignment using either gretl or Stata.  Do not turn this assignment in to me.  This is designed to get  you familiar with using the software.  
  2. Exercise 2.6.  Solution.
  3. Watch the Stata movie: Entering Data and take a look at the notes.  If the link doesn't work go to http://www.ats.ucla.edu/stat/stata/notes/.
  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. E5.1. Solution.
  6. Empirical Exercise E6.2 in Stock and Watson.  Solution.
  7. Empirical Exercise E8.3 in Stock and Watson.  Solution
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