EC 771 Econometrics

Spring 2007, Prof. Baum

Downloadable Syllabus (pdf)

Midterm exam: Tuesday 13 March 2007.

Final exam: Saturday 12 May 9:00 AM.   |   sample final key

Required text: Greene, Econometric Analysis, 5th ed., 2003. | Errata

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

Class notes and handouts

Section	Notes (pdf)	Handouts	Programs
Classical linear regression	NN01.pdf
Properties of LS and IV estimators	NN02.pdf Slideshow IV-GMM	collinearity IV examples
Inference, prediction	NN03.pdf
GLS, heteroskedasticity, serial correlation	NN04.pdf
MC simulation, Bootstrapping	NN05.pdf Slideshow	simul1_9 simul2_9 BS1_9 BS1g BS2_9 BS2g	simul1_9 simul2_9 bs1_9 bs2_9
ML estimation	NN06.pdf Slideshow	ML1 ML2 ML3 ML4	ml1 ml2 ml3 ml4
SUR, fixed/random effects, DPD	NN07.pdf	NickellEM81.pdf Bond2002.pdf Roodman xtabond2
Limited dependent variables	NN08.pdf
Survival analysis and hazard modelling	NN09.pdf

Problem Sets

Problem Set 1, due 1 February | key

Problem Set 2, due 15 February | key

Problem Set 3, due 1 March | key

Problem Set 4, due 27 March | key

Problem Set 5, due 17 April | key

Problem Set 6, due 1 May | 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 or contact him at 552-3673 (voicemail).
Office hours scheduled by arrangement.

Updated: 2007/05/06
Maintained: Department of Economics
URL: http://fmwww.bc.edu/ec-c/s2007/771/EC771.S2007.php
© 2003-2007 The Trustees of Boston College.