Lee Adkins Logo

Classes | Office | Research | gretl | Econometrics Links | Personal Pages


Syllabus
Textbook
Software
Data
Homework
Notes
Other Links
Hours

Econometrics II

Econ 6243

Econometrics I I (Econ 6243) is the second course in our Ph.D. level graduate econometrics sequence. This course is a continuation of Econ 5243.  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 6243 sections this spring.




Software

Stata Resources


Gretl Resources


Data


Notes

Return to Top

Homework

  1. Confidence intervals based on the Sales model from the notes.  Note, for the first part, assume that beta4=0, i.e., the model does not include advertising squared.
  2. 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.  
  3. 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.  
  4. Read this:  http://web.pdx.edu/~crkl/readings/engle83.pdf
  5. Read this paper by Davidson and Mackinnon on using Artificial Regressions.
  6. Probit Homework.
  7. Reading:  Mixed Logit by Revelt and Train.
  8. Conditional Logit Homework
Return to Top

Other Links and Information

Return to Top


Home
| Contact Me | Economics Department | Spears School of Business | Academic Integrity | Academic Calendar

Email:  
lee.adkins@okstate.edu
© 2008 Lee C. Adkins.  All rights reserved