Econometric Theory I


Econometric Theory I

期末考: 題目，解答。
學期成績在此，若有成績相關問題, 請於 1/19 (一) 下午五點前提出，之後成績將送教務處。祝大家寒假愉快。
Syllabus

Time	Wednesday 10:20-12:10.

Office Hours	Wednesdays 14:00-15:00.

Textbook	(SW) Stock and Watson (2007), *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 11/12, Final 1/14.

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, 10/1, due 10/8
	Problem Set 2, 10/15, due 10/22
	Problem Set 3, 10/29, due 11/5
	Problem Set 4, 12/3, due 12/10
	Problem Set 5, 12/17, due 12/24
	Problem Set 6, 12/31, due 1/7


上課投影片
	Bivariate Regression I
	Bivariate Regression II
	Multiple Regression I
	Multiple Regression II, 廢票哪裡來? (論文), 投影片
	Nonlinear Regression Models
	Assessing Regression Studies
	Regression with Panel Data Duggan and Levitt (2002), Winning Isn't Everything: Corruption in Sumo Wrestling, 投影片 Hepatitis B and Missing Women
	Instrumental Variables Regression Angrist and Evans (1998), Children and Their Parents' Labor Supply: Evidence from Exogenous Variation in Family Size, 投影片 Angrist and Kreuger (1991), Does Compulsory School Attendance Affect Schooling and Earnings?, 投影片 Bound, Jaeger and Baker (1995), Problems With Instrumental Variables Estimation When the Correlation Between the Instruments and the Endogenous Explanatory Variable Is Weak, 投影片 Social Science Citation Index, Journal Citation Report, Impact Factor
	Experiments and Quasi-Experiments Chou, Liu and Hammitt (2003), N ational Health Insurance and precautionary saving: evidence from Taiwan, 投影片
	Binary Dependent Variable
	Discrete and Limited Dependent Variable








Old Exams
	Midterm: Fall 2005, Spring 2005, Fall 2006, Answer Key for Fall 2006, Fall 2007, Answer Key for Fall 2007
	Final: Fall 2005, Answer Key; Spring 2005, Fall 2006, Answer key for Fall 2006, Fall 2007, Answer Key for Fall 2007
Exams




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

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