Econometric Theory I



Econometric Theory I
學期成績期末考題目，參考答案。

Syllabus

Time	Wednesday 10:20-12:10.

Office Hours	Wednesday 3-4pm.

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
	Johnston and DiNardo (1997), *Econometric Methods*, 4th ed., McGraw-Hill
	Wooldridge (2002), Econometric Analysis of Cross Section and Panel Data, MIT press

Exams:	Midterm 11/9, Final 1/11.

Grade	problem sets 20%, midterm 35%, final 45%.

Topics	Bivariate Regression (SW 4, SW 15)
	Multiple Regression (SW 5, SW 16)
	Nonlinear Regression Models (SW 6)
	Assessing Regression Studies (SW 7)
	Panel Data (SW 8, W 14)
	Instrumental Variables Regression (SW 10, W 15, W 16)
	Experiments and Quasi-Experiments (SW 11, W13)
	Limited Dependent Variable Models (SW 9, W17)



Problem Sets
	Problem Set 1, 9/28, due 10/5
	Data for Question 5
	Problem Set 2, 10/12, due 10/19
	Data for Question 3
	Problem Set 3, 10/26, due 11/2
	Data for Question 2

	Midterm and Answer Key

	Problem Set 4, 11/30, due 12/7
	Data for Question 2
	Data for Question 3
	Problem Set 5, 12/14, due 12/21
	Data for Question 4
	Data for Question 5
	Problem Set 6, 12/28, due 1/4
	Data for Question 4
	Data for Question 5

上課投影片
	Bivariate Regression
	Multivariate Regression
	Nonlinear Regression
	Assessing Regression Studies
	Regression with Panel Data
	Duggan and Levitt (2002), Winning Isn't Everything: Corruption in Sumo Wrestling
	Instrumental Variables Regression
	Angrist and Evans (1998), Children and Their Parents' Labor Supply: Evidence from Exogenous Variation in Family Size AE98 Angrist and Kreuger (1991), Does Compulsory School Attendance Affect Schooling and Earnings? AK91 Bound, Jaeger and Baker (1995), Problems With Instrumental Variables Estimation When the Correlation Between the Instruments and the Endogenous Explanatory Variable Is Weak BJB95
	Experiments and Quasi-Experiments
	Regressions with Binary Dependent Variable
	Limited Dependent Variable Models





Old Exam	midterm last year and suggested answer key
	final last year and suggested answer key






Software	STATA Tutorial





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since 8.25.2005