Econometric Theory II



Econometric Theory II
學期成績

Syllabus

Time	Wednesday 10:20-12:10.

Office Hours	Wednesday 3-4pm.

Textbooks	(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 4/20, Final 6/22.

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, 3/9, due 3/16
	Data for Question 7
	Data for Question 8
	Problem Set 2, 3/23, due 3/30
	Data for Question 3
	Problem Set 3, 4/6, due 4/13
	Data for Question 3

	Midterm and Answers 4/20

	Problem Set 4, 5/11, due 5/18
	Data for Question 3
	Data for Question 4
	Problem Set 5, 5/25, due 6/1
	Data for Question 4
	Data for Question 5
	Problem Set 6, 6/8, due 6/15
	Data for Question 4
	Data for Question 5

	Final Exam and Answers 6/22










上課投影片
	Bivariate Regression
	Multivariate Regression
	Nonlinear Regression Models
	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
	Duflo, Esther (2001), Schooling and Labor Market Consequences of School Consstruction in Indonesia: Evidence from an Unusual Policy Experiment Duf01 Chou, Shin-Yi, Jin-Tan Liu and James K. Hammitt (2003), National Health and Precautionary Saving: Evidence from Taiwan CLH03
	Regressions with Binary Dependent Variable
	Regressions with Discrete and Limited Dependent Variables
Software	STATA Tutorial





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