Econometric Theory I


Econometric Theory I
學期成績
期末考題目，參考解答。


Syllabus

Time	Wednesday 10:20-12:10.

Office Hours	Wednesday 3-4pm.

Textbook	(SW) Stock and Watson (2006), *Introduction to Econometrics*, Addision Wesley, 2nd edition.


References	(W) Wooldridge (2006), Introductory Econometrics--- A Modern Approach, 3rd edition, 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 11/22, Final 1/17.

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

Topics	Bivariate Regression (SW 4, SW5, SW 17)
	Multiple Regression (SW 6, SW7, SW 18)
	Nonlinear Regression Models (SW 8)
	Assessing Regression Studies (SW 9)
	Panel Data (SW 10, W 14)
	Instrumental Variables Regression (SW 12, W 15, W 16)
	Experiments and Quasi-Experiments (SW 13, W13)
	Limited Dependent Variable Models (SW 11, W17)



Problem Sets	張天惠助教的實習課網頁
	Problem Set 1, 9/27, due 10/4
	Problem Set 2, 10/11, due 10/18
	Data for Question 4
	Problem Set 3, 10/25, due 11/1
	Problem Set 4, 11/8, due 11/15
	Problem Set 5, 12/6, due 12/13
	Problem Set 6, 12/20, due 12/27
	Data for Question 5
	Problem Set 7, 1/3, due 1/10










上課投影片
	Bivariate Regression I
	Bivariate Regression II
	Multiple Regression I
	Multiple Regression II
	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? Bound, Jaeger and Baker (1995), Problems With Instrumental Variables Estimation When the Correlation Between the Instruments and the Endogenous Explanatory Variable Is Weak
	Experiments and Quasi-Experiments
	廢票哪裡來？--- 無效票定義範圍擴大對2004年總統選舉的影響
	Regression with a Binary Dependent Variable
	Regression with Discrete and Limited Dependent Variables

Old Exam
	Midterm: Fall 2005, Spring 2005
	Final: Fall 2005, Answer Key; Spring 2005
Exams	Midterm, Fall 2006, Answer Key




Software	STATA Tutorial
	Basics for STATA 8, file used in the note




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since 7.21.2006