EC 771 Econometrics

Spring 2004, Prof. Baum

Downloadable Syllabus (pdf)

The midterm exam will be held on Tuesday 9 March 2004.

The final exam for 771B will be held on Monday 17 May at 9:00 AM in Carney 11.

Text: Greene, Econometric Analysis, 5th ed. (2003)

Listing of Errata in Greene 5th ed.

UCLA Stat Computing Stata starter kit (very useful resources)

UCLA Stat Computing Stata portal (broader set of resources)

Boston College SSC Archive (user-contributed Stata add-ons)

Statalist Archives (discussions of "how do I...")

Personal copies of Stata via BC GradPlan

Access to Economic and Financial Data at Boston College

BC Econ Guide to Information Resources

BC Econ Guide to Data Resources

Class notes and handouts

Section	Notes (pdf)	Handouts	Programs
MC simulation, Bootstrapping	NN1.pdf	simul1 simul2 BS1 BS1g BS2 BS2g	simul1 simul2 bs1 bs2
ML estimation	NN2.pdf	ML1 ML2 ML3 ML4	ml1 ml2 ml3 ml4
Classical linear regression	NN3.pdf
Properties of LS and IV estimators	NN4.pdf IV-GMM	collinearity
Inference, prediction	NN5.pdf		moving window
GLS, heteroskedasticity, serial correlation	NN6.pdf
SUR, fixed/random effects, DPD	NN7.pdf	NickellEM81.pdf Bond2002.pdf	GreeneTable18.2.do sureg_test.do

Problem Sets

Problem Set 1 , due 5 February | key | sample program

Problem Set 2, due 17 February | key |program 2-6 | program 2-7

Problem Set 3, due 26 February | key |sample program

Problem Set 4, due 25 March | key |sample program

Problem Set 5, due 6 April | key |sample program

Problem Set 6, due 22 April | key |sample program

Problem Set 7, due 6 May | key |sample program

You may send Baum an email message or contact him at 552-3673 (voicemail).
Office hours scheduled by arrangement.