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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. E8.3 in Stock and Watson.  Due on January 24.  In the third edition text, this appears on pages 304-305.  The same exercise appears in the second edition.  You will find a link to the data above in the data section of this page.   Here is my program.
  2. E15.1 in Stock and Watson.  Due on February 7.  Here are the data.  Here are a few notes about using loops to get multipliers into the dataset.  And my program!
  3. Complete the following.  Due 14 February.  My solution.
  4. ECM. Due April 5.
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