EMPIRICAL STUDY AND FORCASTING (II), part 1


EMPIRICAL STUDY AND FORECASTING (II), part 1



Syllabus

Time	Friday 19:25-21:15.



Textbook	(SW) Stock and Watson (2003), Introduction to Econometrics, Addision Wesley.


References	(W) Wooldridge (2003), Introductory Econometrics--- A Modern Approach, 2nd ed., South-Western College Publishing



Exams:	Midterm 4/21.

Grade	problem sets 10%, midterm 40%.

Topics	Instrumental Variables Regression (SW 10)
	Experiments and Quasi-Experiments (SW 11)
	Time Series Regression and Forcasting (SW 12)
	Estimation of Dynamic Causal Effects (SW 13)
	Additional Topics in Time-Series Regression (SW 14)

上課投影片
	Instrumental Variables Regression
	Experiments and Quasi-Experiments
	Time Series Regression and Forcasting
	Estimation of Dynamic Causal Effects



Problem Sets
	Problem Set 1 (3/10), 3/24 due.
	ps1_cig.dta
	Problem Set 2 (3/31), 4/14 due.

















Software
	Basics for STATA 8, file used in the note
	STATA Tutorial



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since 8.25.2005