EC 771 Econometrics

Spring 2009, Prof. Baum, Ms. Skira

Downloadable Syllabus (pdf)

No class meeting Thursday 15 January.

Midterm exam: Tuesday 17 March 2009.

Final exam: Monday 11 May 2009, 10:00-12:00 AM, Carney 305.

Required text: Greene, Econometric Analysis, 6th ed., 2008. | Errata

Recommended text: Baum, An Introduction to Modern Econometrics using Stata, 2006. | Errata

Class notes and handouts

Section	Notes (pdf)	Handouts
Classical linear regression	NN01.pdf
Properties of LS and IV estimators	NN02.pdf Slideshow IV-GMM'07	collinearity IV examples IV examples
	IV presentation
Inference, prediction	NN03.pdf
GLS, heteroskedasticity, serial correlation	NN04.pdf	A test for long-range dependence in a time series
MC simulation, Bootstrapping	NN05.pdf Slideshow	771mcsim1 771mcsim2 771bstrap1 771irwd
ML estimation	NN06.pdf Slideshow	771ml1 771ml2 771ml3 771ml4
SUR, fixed/random effects, DPD	NN07.pdf
Limited dependent variables	NN08.pdf
Survival analysis and hazard modelling	NN09.pdf

Problem Sets

Problem Set 1, due 3 February | key

Problem Set 2, due 17 February | key

Problem Set 3, due 10 March | key

Problem Set 4, due 24 March | key

Problem Set 5, due 16 April | key

Problem Set 6, due 30 April | key

Resources

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

Introduction to Stata (slide show in PDF format)

You may send Prof. Baum an email message. Voicemail is not recommended.
Office hours scheduled by arrangement.