EC 327.01 Financial Econometrics
Spring 2009, Prof. Baum, Mr. Dmitriev

This course will use J. Wooldridge, Introductory Econometrics: A Modern Approach (Thomson, 4th ed. 2009), the same textbook used in EC 228 01 and EC 228 02, Fall 2008, as well as C.F. Baum, An Introduction to Modern Econometrics using Stata (http://www.stata-press.com/books/imeus.html, 2006) as a supplementary text.

Downloadable Syllabus (pdf)

No class meeting Thursday 15 January

Midterm Exam: Thursday 12 March

Final Exam: Tuesday 5 May, 9:00 AM

Research Paper requirements

Problem Sets:

Problem Set 1, due 12 February | key
Problem Set 2, due 10 March | key
Problem Set 3, due 26 March | key
Problem Set 4, due 23 April | key

Course materials:

Worked examples using Stata from Wooldridge text

Wooldridge datasets: descriptions and access commands

Event studies in Stata

Lecture Notes (pdf):

Handouts:

event study example, job 2

event study example, job 3

event study example, job 4

Resources:

Introduction to Stata (pdf)

Stata GradPlan site

UCLA Stat Computing Stata starter kit (very useful resources)

UCLA Stat Computing Stata portal (broader set of resources)

The BCEC Statistical Software Component Archive of StataList contributions