ECON 30331: Econometrics

Professor Kasey Buckles

Click here to go to Kasey Buckles' homepage.


Welcome to the website for Econometrics at the University of Notre Dame, Fall 2017. This is your main destination for class handouts, resources, and information.

Link to Wooldridge text on amazon.com. Link is to the 6th edition but earlier editions will work.

Link to Angrist & Pischke book on amazon.com. This book is not required but you may find it to be a useful complement to the Wooldridge text.


Class Handouts & Problem Sets

Syllabus

Stats Boot Camp

Important Things to Know About Stata

Problem Set 1

Problem Set 1 data

Problem Set 1 Answers

Problem Set 2

Problem Set 2 data

Problem Set 2 Answers

ProblemSet 3

Problem Set 3 data

Problem Set 3 Answers

Problem Set 4

Problem Set 4 data

Problem Set 4 Answers

Problem Set 5

Problem Set 5 data

Problem Set 5 Answers


Class Topics and In-Class Stata Results

Basic Topic

Text Chapters

In-Class Results

Stats Review

Appendix B, C

 

Intro

Ch 1

 

Simple Regression

Ch 2

Log Files

Multiple Regression

Ch 3

Log Files

Inference

Ch 4

Log Files

Asymptotics

Ch 5

 

Further Issues

Ch 6

Log Files

Dummy Variables

Ch 7

Log Files

Heteroskedasticity

Ch 8

Log Files

Specification & Data Probs

Ch 9

Log Files

Time Series

Ch 10, 11

Log Files

Panel Data

Ch 13, 14

Log Files

IV & 2SLS

Ch 15

Log Files

Excel Sheet for Chapter 2 Problem #3

Slide show on Angrist & Pischke, Chapters 1 & 2

Pop Culture Slides: Freakonomics and Moneyball From in-class lecture.

Hakes and Sauer, "An Economic Evaluation of the Moneyball Hypothesis" From in-class lecture.

Link to Baby Name Voyager From in-class lecture.

reset9_6.do Do file used to do Ch. 9 homework.

Paper for Lecture , "The Effect of Adolescent Experience on Labor Market Outcomes: The Case of Height". You may need to be at an on-campus computer for this link to work.

Height data set for Lecture

height2.do Do-file for lecture. You will have to save the file to a location on your computer and then change the file locations in the text to make this work.

height2.log Log file created by height.do

Spacing paper to read for 11/10 lecture.

Slides on IV/2SLS from 11/8 lecture.

Slides on Dif-in-Dif from 11/15 lecture.

paneldata.ppt Slides for lecture on panel data studies.


Exams and Practice Exams

Midterm 1 Solutions

Stata Info/Help

Important Things to Know about Stata

Includes instructions for accessing Stata on campus and important commands.

Stata also has some built in tutorials.  To get started, try entering the following at the command line:
        tutorial intro

Stata is installed in all classrooms and clusters on campus. Here is a link to OIT services

Stata - This is a link to Stata's webpage. Stata/IC 15 (recommended) can be bought at a highly discounted rate through GradPlan. The cost is $125 for a year, or $225 for a perpetual license. To access GradPlan, go to this page


Class Project

Don't forget the project is due in class on Wednesday, November 15--NO EXCEPTIONS!

Project Guidelines For the class project you will be writing a paper investigating the determinants of test scores for 5th grade students.

Data (in Stata format)


More Data

This link is to your textbook's website. You can download many of the datasets for homeworks and problem sets from this site.

airfare.dta

pension.dta

qb1.dta

affairs.dta

nbasal.dta

nbasalary.dta

beauty.dta

driving.dta

bwght2.dta

crime2c.dta

wagekids.do

homework7.do


Links

Econ Club's Tutoring Web Page. You can find a list of available tutors for Stats, Econometrics, and the Intermediate Economics courses here. You will need an nd.edu gmail account to access the page.

Stata Stata's webpage, which includes a help funcion you may find useful.

Website with Stata commands for textbook examples

Critical Values Tables This is a web page with tables for t-tests, F-tests, etc.

Homepage for the Department of Economics at Notre Dame.

Job Opportunities