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Software

Stata Resources

• The Stata Website

• Instructions for obtaining Stata throught the GRAD Plan.
•  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.
• Introduction to Stata
• Some of you have asked me, "Why aren't we using SAS?" Although SAS is good software, it is not as portable or as extensible as Stata. Hence, I picked STATA, which is relatively good at the sorts of things we will be doing in this class. 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.
•  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.
• Also, Cameron and Trivedi's book will be available in the bookstore for a few weeks. Microeconometrics Using Stata.
• Using Stata for Principles of Econometrics.
  

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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 Davidson and MacKinnon's ETM: Econometric Theory and Methods. 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.
• Also, you can consult my gretl page that will contain the links listed above and a few othters.

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Data

• The data sets from Davidson and MacKinnon's site here. 
• tbrate.dta
• The gretl data sets can be found here.
• The consumption.txt file from Davidson and MacKinnon. Useful for Introduction to Gauss tutorial above.
• Stata datasets from Stock and Watson.
1. caschool.dta
2. fatality.dta
3. macro_2e.dta
• The Wage Data from Jeffrey Wooldridge
  • STATA Dataset
  • gretl Dataset
• The Stata datasets for dynamic models
  • inflation.dta
  • bangla.dta
• The gasoline consumption data from Greene.
• STATA Dataset
• Ascii Dataset
• Miscellaneous Stata Data sets
• Rice data
• The complete set of POE data sets.
• newbroiler.dta
• nels.dta

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Notes

1. Panel example output.
2. Notes.

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Homework

1. Introduction to Stata.  If you are new to Stata, read this and complete this exercise.  My do-file to get the answers is here. 
2. Panel data homework.  
3. IV Homework
4. Exercises 11.10-11.13 in ETM.  The data are available from the ETM website.  Part of this assignment is for you to convert Davidson and MacKinnon's ascii data into either Stata or gretl format.  Here are a few tips:  To get the OPG standard errors, see page 427 in ETM.  Using an artificial regression yields these.  Otherwise, you are going to compute versions of  equations (11.22),, (11.26), and (11.30).   Also, I discovered that using the [aweight=1/vt] command doesn't work as expected.  So, when you transform the variables just divide each by sqrt(vt).  The exercise is pretty easy and after doing it, you'll have a much better feel for the principles of testing and computing using artificial regressions.  Good luck.  Now for the ultimate set of hints:  Some check figures.  And, some programs to get the answers:  11.10, 11.11, 11.12, and 11.13. 

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Other Links and Information

• Jeffrey Wooldridge textbook site
• Latex and related links. Here you will find some links to sites that will help you get started with LaTex, if you are so inclined. If you are just getting started using TeX the go first to Getting Started. LaTex (pronounced Lay-Tek) is actually a package that makes TeX (pronounced Tek) much easier to use. According to the Tex User Group FAQ "TeX ix a typesetting system written by Donald E. Knuth, who says in the Preface to his book on TeX (see books about TeX) that it is 'intended for the creation of beautiful books - and especially for books that contain a lot of mathematics'." If you ever plan on writing professional looking papers or books (dissertations) then I highly recommend that you learn to use this system. For example, your textbook was typeset by the authors using TeX.

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