EC 771 Econometrics

Spring 2008, Prof. Baum, Mr. Alva

Downloadable Syllabus (pdf)

Midterm exam: Tuesday 13 March 2008.   |   sample midterm

Final exam: Saturday 10 May 2008, 9:00 AM.   |   sample final key

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	Programs
Classical linear regression	NN01.pdf
Properties of LS and IV estimators	NN02.pdf Slideshow IV-GMM'07	collinearity IV examples
	IV presentation
Inference, prediction	NN03.pdf
	QLL slides
GLS, heteroskedasticity, serial correlation	NN04.pdf
MC simulation, Bootstrapping	NN05.pdf Slideshow	simul1_9 simul2_9	simul1_9 simul2_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	DPD example
Limited dependent variables	NN08.pdf	EC771ldv.pdf
Survival analysis and hazard modelling	NN09.pdf

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.