Econ 5213 Page

This page provides links to all important information available on this web site for those enrolled in my Econ 5213 sections this fall.

Important Links

• Textbook Website This site is maintained by the publisher of your textbook, Addison-Wesley, and contains a lot of useful information. Textbook Errata, data sets, tutorials and other stuff.

• Syllabus

• The Stata Starter kit from UCLA. This is particularly valuable for those learning to use Stata. There are a number of online tutorials with notes that are available. To get used to using Stata, I suggest looking at the class notes with movies found here.

Datasets

• The CPS data from Chapter 3

  • Data description.

  • STATA Dataset.

  • Excel Dataset

• The California schools data from Chapter 4-7

  • Data description.

  • STATA Dataset.

  • Excel Dataset

• The Economics Journal Subscription Data Used in Chapter 6

  • Data description.

  • STATA Dataset.

  • Excel Dataset

• The Massachusetts Test Score Data Used in Chapter 7

  • Data description.

  • STATA Dataset.

  • Excel Dataset

• The Wage Data from Jeffrey Wooldridge

  • STATA Dataset.

  • gretl Dataset

• The Teaching Evaluation data for exercises E4.2 and E5.2

  • Stata Dataset
  • gretl Dataset
  • Sas .csv Dataset

• The College Distance data for exercises E6.2

  • Stata Dataset
  • gretl Dataset
  • Sas .csv Dataset

Office Hours

• Tuesday and Thursday 9:00-10:30 and by appointment.

Homework

1. Exercises from chapter 2 (2.18 and 2.22) in your textbook. Due 9/12.

2. Go to UCLA ATS and view the 'entering data movie' in the class notes section. This movie lasts about half an hour. Enjoy!

3. Importing Excel spreadsheets into Stata exercise. The first thing to note is that Stata will not read in Excel spreadsheets directly. If you have entered your data into an Excel spreadsheet you will have to save that spreadsheet in a format that Stata will read. The easiest choices are comma separated value or tab delimited format. In this excercise download the Excel spreadsheet for 'The California schools data from Chapter 4-7' listed above. Then open it in Excel, save it as a comma separated value file (.csv) or a tab delimited file (.txt). Finally, import the .csv or .txt file you created into Stata. Check to see that the file is imported correctly using Stata's data browser.
4. Go to UCLA ATS and view the 'exploring data movie' in the class notes section. This movie lasts about half an hour. Enjoy more!

5. Exercises E4.2 and E5.2 from Stock and Watson. Due 10/12. You can use Stata or gretl.
6. Exercises E6.2 from Stock and Watson. Due 10/26. You can use Stata or gretl.
7. Complete the following exercise using gretl or Stata. Homework. The gretl dataset wage1.gdt. The answers to the homework are HERE.

Stata Resources

• The Stata Website

• Resources for learning Stata

  • Loading web based data into STATA. Unfortuantely, this only works from Internet Explorer (or other web browsers that support Microsoft's .mht format) at this time.

  • Slides from 9/12. In Microsoft Word format (sorry).

• Introduction to Stata
• Some of you have asked me, "Why aren't we using SPSS?" Although SPSS is particularly adept at analysis of variance, it is not as well suited for the robust kinds of analyses that I think you should be using. Hence, I picked STATA, which is relatively good at this sort of thing and still offers a reasonably powerful engine for doing the things that SPSS does. Version 9 of STATA made some significant strides in this area. For a comparison of SAS, SPSS, and STATA (older version) see UCLA's software comparison.
• This file contains the instructions for computing two-stage least squares in Stata TSLS in Stata

Gretl Resources

• Gretl homepage. Gretl. The MS Windows executable that will install Gretl onto your Windows computer is Here. Also listed are some datasets that you may wish to install.
• Introduction to Econometrics using Gretl. This is a book that is being prepared for use with another textbook. It gives you a pretty good introduction to using Gretl. Gretl Book. Check back regularly because this book is in production and I expect to update it frequently early in the semester.
• Here is a link to the gretl datasets for the second edition of Stock and Watson: Stock and Watson, 2nd. Basically, you can click on it to install it.
Make sure you install it to the right directory, otherwise gretl won't be able to find it.

Back to My Home Page

Page last modified Wednesday, August 10, 2006.