Economics 312

Theory and Practice of Econometrics

Spring 2012

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 6am Tuesdays.

Daily assignments

1. Due January 26: Proving a property of statistical summations
2. Due January 27: Maximum-likelihood estimators
3. Due January 30: Some basic Stata commands
4. Due February 1: Simple regression in matrix form
5. Due February 2: Interpreting a quadratic equation
6. Due February 3: Interpreting Stata regressions
7. Due February 6: Using the covariance matrix of coefficients
8. Due February 8: Interpreting R²
9. Due February 9: Choosing a functional form
10. Due February 10: Multiple regression in matrix form
11. Due February 13: Multiple regression assumptions
12. Due February 15: Multiple regression tests: Part I
13. Due February 16: Multiple regression tests: Part II
14. Due February 17: Regression with linear coefficient restrictions
15. Due February 20: Testing interaction terms
16. Due February 22: Chow test
17. Due February 23: Using dummies to explore functional form
18. Due February 27: Heteroskedasticity
19. Due February 29: Weighted least squares in matrix form
20. No writeup, prepare for March 1: Midterm sample question  (Data set: vote.dta)
21. Due March 7: Lag operators
22. Due March 8: AR(1) error terms and GLS
23. Due March 9: Multipliers in an ARDL model
24. Due March 19: Choosing a lag specification
25. Due March 21: Method of moments and simultaneity bias
26. Due March 22: IV regression
27. Due March 23: Identification in simultaneous-equation models
28. Due March 26: Testing instrument validity
29. Due March 28: Seemingly unrelated regressions
30. Due March 29: AR processes
31. Due March 30: Polynomial roots
32. Due April 2: Dickey-Fuller tests
33. Due April 4: Cointegration
34. Due April 5: Identification of VARs
35. Due April 6: Vector error-correction models
36. Due April 11: Using pooled data
37. Due April 12: Panel-data estimation
38. Due April 13: Random effects
39. Due April 16: Binary dependent variables
40. Due April 18: Interpreting probit regression output
41. Due April 19: Multinomial and conditional logit models
42. Due April 20: Ordered probit
43. Due April 23: Tobit

Weekly econometric projects

Project Guidelines
Sample Project Report
Project #1, due Tuesday, February 7
Project #2, due Tuesday, February 14
Project #3, due Tuesday, February 21
Project #4, due Tuesday, February 28
Project #5, due Tuesday, March 27
Project #6, due Tuesday, April 3
Project #7: In-class debate on Monday, April 9
Project #8, due Tuesday, April 17