Economics 312

Theory and Practice of Econometrics
Spring 2015
Assignments

There are two kinds of assignments for this class: daily assignments that are done individually and submitted prior to each class session and weekly projects (usually) done in teams of two students and submitted (electronically) by midnight Mondays. Both daily assignments and weekly projects will be posted approximately one week before they are due.

Daily assignments

  1. Proof of mean-sum formula (January 29)
  2. Maximum-likelihood estimators (January 30)
  3. Some basic Stata commands (February 2)
  4. Monte Carlo simulation (February 4)
  5. OLS in matrices (February 5)
  6. Analysis and tests in a quadratic model (February 9)
  7. More tests in a simple linear model (February 11)
  8. Tests of linear combinations of coefficients (February 12)
  9. Functional forms (February 13)
  10. Multiple regression model in matrix form (February 16)
  11. Hypothesis tests in multiple regression (February 18)
  12. F tests (February 19)
  13. Estimating and testing restricted models (February 20)
  14. Interaction terms (February 23)
  15. Chow test (February 25)
  16. Using dummies to assess nonlinearity (February 26)
  17. (Optional) Midterm practice problem (February 27 and March 2)
  18. Heteroskedasticity (March 6)
  19. Method of moments and instrumental variables (March 9)
  20. Instrumental variables examples (March 11) Article to read
  21. Instrumental variables problem (March 12)
  22. Identification (March 13)
  23. Lag operators (March 19)
  24. Polynomial roots (March 20)
  25. AR(1) covariance matrix (March 30)
  26. ARDL model (April 1)
  27. Choosing a lag model (April 2)
  28. Dickey-Fuller test (April 3)
  29. Cointegration (April 6)
  30. Vector autoregressions (April 7)
  31. Pooled data (April 8)
  32. Panel estimation (April 9)
  33. Random effects (April 10)
  34. Likelihood functions with limited dependent variables (April 13)
  35. Interpretation of probit results (April 15)
  36. Ordered probit (April 16)
  37. Censorship (April 17)

Weekly econometric projects

Project Guidelines
Sample Project Report