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
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