Econometric Theory II | |||
學期成績 | |||
Syllabus | |||
Time | Wed. 9-12. | ||
Office Hours | Wed. 3-4. | ||
Textbooks | (G) Greene (2000), Econometrics Analysis, 4th ed., Prentice Hall. | ||
(JD) Johnston and DiNardo (1997), Econometric Methods, 4th ed., McGraw-Hill. | |||
References | Wooldridge (2002), Econometric Analysis of Cross Section and Panel Data, MIT press. | ||
Wooldridge (2000), Introductory Econometrics--- A Modern Approach, South-Western College Publishing. | |||
Grade | problem sets 20%, midterm 35%, final 45%. | ||
Schedule | Instrumental Variable Estimation (G 9.5, JD 5.5) | 2/20 | |
Generalized Linear Regression (G 11.1-11.4, 12, 13, JD 6) | 2/27, 3/6 | ||
Models for Panel Data (G 14, JD 12) | 3/13, 3/20 | ||
System of Regression Models (G 15) | 3/27, 4/10 | ||
Midterm Exam. | 4/17 | ||
Simultaneous-Equations Models (G 16, JD 9) | 4/24, 5/1 | ||
Generalized Method of Moments (G 11.5, JD 10) | 5/8, 5/15 | ||
Models with Discrete Dependent Variables (G 19, JD 13) | 5/22, 5/29 | ||
Limited Dependent Variables (G 20, JD 13) | 6/5, 6/12 | ||
Final Exam. | 6/19 | ||
Problem Sets | Problem set is in pdf format, you need to install Acrobat Reader. | ||
Problem Set 1 (2/27, due 3/6) | |||
data for question 6, earn.dat in ascii format | |||
data for question 7, bwght.dta in stata format | |||
Problem Set 2 (3/13, due 3/20) | |||
data for question 8, earn2.dta in stata format | |||
Problem Set 3 (3/27, due 4/10) | |||
data for question 3, earn3.dta in stata format | |||
Problem Set 4 (5/1, due 5/8) | |||
Problem Set 5 (5/15, due 5/22) | |||
Problem Set 6 (5/29, due 6/5) | |||
Software | STATA | ||
Learning Stata, UCLA | |||
Regression with Stata. UCLA | |||
STATA Corp. | |||
Stata Tutorial, Princeton | |||
討論看板 | |||