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Econometric Theory II |
學期成績 |
| Syllabus |
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| Time |
Wed. 9-12. |
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| Office Hours |
Wed. 3-4. |
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| Textbooks |
(G) Greene (2003),
Econometrics Analysis, 5th ed., Prentice Hall. |
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(JD) Johnston and DiNardo (1997),
Econometric Methods, 4th ed., McGraw-Hill. |
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| References |
Wooldridge (2002), Econometric Analysis of Cross Section and Panel
Data, MIT press. |
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Wooldridge (2003), Introductory Econometrics--- A Modern
Approach, 2nd ed., South-Western College Publishing. |
| Exams: |
Midterm
4/16, Final 6/18. |
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| Grade |
problem sets 20%, midterm
35%, final 45%. |
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| Schedule |
Instrumental Variable Estimation (G
5, JD 5.5) |
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Generalized Linear
Regression (G 10, 11, 12, JD 6) |
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Models for Panel Data (G 13, JD
12) |
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System of Regression Models (G
14) |
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Simultaneous-Equations Models (G
15, JD 9) |
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Generalized Method of Moments (G
18, JD 10) |
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Models for Discrete
Choices (G 21, JD 13) |
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Limited Dependent
Variables (G 22, JD 13) |
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Problem Sets |
Problem set is in pdf
format, you need to install Acrobat
Reader. |
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Problem Set 1
(3/5, 3/12 due) |
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Data for Question 6 |
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Data for Question 7 |
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Problem Set 2 (3/19, 3/26 due) |
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Data for Question 8 |
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Problem Set 3 (4/2, 4/9 due) |
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Data for Question 4 |
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Midterm 2002 |
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Answer for Midterm 2002 |
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Problem Set 4 (4/30, 5/7 due) |
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Data for Question 6 |
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Problem Set 5 (5/14, 5/21 due) |
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Data for Question 4 |
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Problem Set 6 (5/28, 6/11 due) |
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Data for Question 3 |
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Data for Question 4 |
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Final 2002 |
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Answer for Final 2002 |
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Final Exam and Answer Key (6/18)
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Software |
STATA |
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Learning Stata,
UCLA |
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Regression
with Stata. UCLA |
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STATA Corp. |
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Stata Tutorial,
Princeton |
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討論看板 |
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