EC 316 / PH 530 Fall 2001

EC 316 (PH 530) Advanced Scientific Computation

Fall 2001, Module A: Prof. Baum

Course materials:

Introduction to Stata and Intermediate Stata (slide shows in PDF format, May 2001)

The BCEC Statistical Software Component Archive of StataList contributions

Documentation on the ox v2.20 programming language, available on fmrisc.bc.edu

Tutorial for Ox v2.20 (pdf); code in /usr/local/ox/tutorial

Lecture Notes:

Part 1 (pdf)

Part 2 (pdf)

Unit root and long memory tests in Stata (pdf)

Part 3 (pdf)

Ox v2.20 ARFIMA (pdf)
Example of ARFIMA ox program and output

Part 4 (pdf)

Assignments:

EC316A Exercise 1 (due 13 September at classtime)

EC316A Exercise 2 (due 25 September at classtime)

Potential project topics

We Don't Do Windows!