|
Econometric Analysis II
Applied Economics 8212
Second semester of econometrics for Ph.D. students. Specification tests, instrumental variables, heteroscedasticity, panel data, simultaneous equations, bootstrap methods, limited dependent variable models, semiparametric estimation, econometrics of program evaluation, general method of moments, time series, hazard models.
Credits: 4
Prerequisites: 8211 or equiv (or instructor consent)
Class Schedule: (01/20/2009 - 05/08/2009)
M & W: 10:40 A.M. - 12:20 P.M.;
F: 3:00 P.M. - 4:15 P.M.
Location:
M & W: Classroom Office Building B36, St. Paul Campus;
F: Classroom Office Building B25, St. Paul Campus
| Syllabus |
|
| Lecture Notes |
LN1, LN2, LN3, LN4, LN5, LN6, LN7, LN8, LN9, LN10, LN11, LN12, LN13, LN14, LN15, LN16, LN17, LN18, LN19, LN20, LN21, LN22, LN23, LN24, LN25, LN26, LN27, LN28, LN29, LN30
|
| Homework |
Homework
1, (AK 1), HW2, (AK2), HW3, (AK3), HW4, (AK4), HW5, (AK5), HW6, (AK6), HW7, (AK7), HW8, (AK8), HW9, (AK9), HW10, (AK10)
|
| Data Sets |
Data Sets for HW: NLS80.DTA.txt, ATTEND.dta.txt, MROZ.dta.txt, MEPS.dta.txt, PSID.dta.txt, APPLE.DTA.txt, HRS.dta.txt, AMBEXP.dta.txt, Q3.dta.txt, MROZ.dta.txt (for HW7), ARREST.dta.txt, GASOLINE.dta.txt, GARCH.dta.txt, DIESEL.dta.txt
|
| To open data sets |
Right click on data set file, select "Save
(Link) Target As", then save the file by first removing the .TXT extension. |
|