|
|
Econometric Theory II |
 學期成績
 |
| Syllabus |
|
|
|
| Time |
Wed. 9:10-12:20. |
|
|
| Office Hours |
Wed.
3-4pm. |
|
|
| Textbooks |
(G) Greene (2003),
Econometrics Analysis, 5th 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 (2003), Introductory Econometrics--- A Modern
Approach, 2nd ed., South-Western College Publishing. |
|
Stock and
Watson (2003), Introduction to Econometrics, Addision Wesley. |
| Exams: |
Midterm
4/14, Final 6/16. |
|
|
|
| Grade |
problem sets 20%, midterm
35%, final 45%. |
|
|
| Schedule |
Instrumental Variable Estimation (G
5, JD 5.5) |
|
|
Generalized Linear
Regression (G 10, 11, 12, JD 6) |
|
|
Models for Panel Data (G 13, JD
12) |
|
|
System of Regression Models (G
14) |
|
|
Simultaneous-Equations Models (G
15, JD 9) |
|
|
Generalized Method of Moments (G
18, JD 10) |
|
|
Models for Discrete
Choices (G 21, JD 13) |
|
|
Limited Dependent
Variables (G 22, JD 13) |
|
|
|
|
|
|
|
|
|
|
|
Problem Sets |
Problem set is in pdf
format, you need to install Acrobat
Reader. |
|
Files used in note---Basics for Stata 8 |
|
|
|
Problem Set 1(3/3, due 3/10) |
|
Data for Question 6 |
|
Data for Question 7 |
|
Problem Set 2(3/17, due 3/24) |
|
|
|
Data for Question 8 |
|
|
|
Data for Question 9 |
|
|
|
Problem Set 3(3/31, due 4/7) |
|
|
|
Data for Question 4 |
|
|
|
midterm 2003 answers |
|
|
|
midterm 2002
answers |
|
|
|
midterm2004 and answers (4/21) |
|
|
|
Problem Set 4(5/5, due 5/12) |
|
|
|
Data for Question 6 |
|
|
|
Problem Set 5(5/19, due 5/26) |
|
|
|
Data for Question 6 |
|
|
|
Problem Set 6(6/2, due 6/9) |
|
|
|
Data for Question 3 |
|
|
|
Data for Question 4 |
|
|
|
Final Exam 2003 and Answers |
|
Final Exam 2002 and
Answers
|
|
|
|
|
|
Final 2004 and Answers |
|
|
|
|
|
|
|
|
|
Software |
STATA |
|
|
|
Learning Stata,
UCLA |
|
|
|
Regression
with Stata. UCLA |
|
|
|
STATA Corp. |
|
|
|
Stata Tutorial,
Princeton |
|
|
|
|
|
|
|
討論看板 |
|
|
|
|
|
|