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Introduction to Econometrics II

Econ 5263

Introduction to Econometrics (Econ 5263) is a contunuation of Econ 5213, which 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 5263 sections this spring. 

   

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. cps1.dta
    2. okun.dta
    3. phillips_aus.dta

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Homework  

  1. Regression with Stationary data.  Note, this link will take you to the data set.
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