Economics 20:  Econometrics

This web page is for the Fall 02 term of Economics 20 at Dartmouth College, taught by Professor Patricia M. Anderson.

You can find important class materials here, as well as links to useful and/or interesting web sites.

Helper Applications: Adobe Acrobat reader,  PowerPoint Viewer for Windows, for Mac

Announcements:

Final Exam is Saturday, December 7, 10:30 to 12:30 in Carpenter 13

Here is a new Study Guide for the materials after the midterm (here is the old one).

 

Click here for more information on how to think about your midterm score.

To think about your grade going into the final, add in your project score and for your

problem sets give yourself 10 for check-plus, 8 for check and 6 for check-minus. 

Add it all together, divide by 2 and put it on the same midterm scale.

 

If you had trouble forming a group to work on problem sets and the project,

here is a class list you can use to contact people and join a group.

If you still have trouble, let me know and I will try to play matchmaker.

 

Classes Will be Held in Rocky 2 (at the 11 or 12 hour)

Stata Info/Help

Important Things to Know about Stata

includes instructions for installing Stata from the keyserver (Windows or Mac) and important commands

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

Stata help and computers with Stata installed are available in the Social Science Computing Lab. 

 Hours are set at the beginning of each term and will be posted on the door in 26 Silsby.

Class Topics, “Cliff Notes” to the Text, and In-Class Data and Results

If you are having trouble downloading the Power Point slides try the following:
    On a Mac, hold down the mouse until a menu pops up.
            Choose "Save As" or "Save Link As" or "Save Target As" depending on the browser.
    On a Windows machine, right click to get the menu to pop up.  Continue as with a Mac.

  Basic Topic

Class Date

Text Chapters

“Cliff Notes”

In-Class Results

  Stats Review

Econ 10

Appendix B, C

PowerPoint

 

  Intro

Sep 25

Ch 1

PowerPoint

Data and Log Files

  Simple Regression

Sep 27

Ch 2

PowerPoint

Data and Log Files

  Multiple Regression

Sep 30, Oct 2

Ch 3

PowerPoint

Data and Log Files

  Inference

Oct 4, 7

Ch 4

PowerPoint

Data and Log Files

  Dummy Variables

Oct 9, 11

Ch 7

PowerPoint

Data and Log Files

  Asymptotics

Oct 14

Ch 5

PowerPoint

Data and Log Files

  Further Issues

Oct 16

Ch 6

PowerPoint

Data and Log Files

  Heteroskedasticity

Oct 21, 23

Ch 8

PowerPoint

Data and Log Files

  Specification & Data Probs

Oct 25

Ch 9

PowerPoint

Data and Log Files

  Limited Dependent Vars

Oct 28, Nov 4

Ch 17

PowerPoint

Data and Log Files

  Panel Data

Nov 6, 8, 11

Ch 13, 14

PowerPoint

Data and Log Files

  IV & 2SLS

Nov 13, 15

Ch 15

PowerPoint

Data and Log Files

  Simultaneous Equations

Nov 18

Ch 16

PowerPoint

Data and Log Files

  Time Series - Basic Analysis

Nov 22

Ch 11

PowerPoint

Data and Log Files

  Time Series - Further Issues

Nov 25, Dec 2

Ch 12, 18

PowerPoint

Data and Log Files

  Summary & Conclusions

Dec 4

Ch 19

PowerPoint

Data and Log Files

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

  Problem Set 6

  Problem Set 6 data

  Problem Set 6 Answers

Class Project

Don't forget the project is due by 4pm Nov 26

For the class project you will be writing a paper investigating the effect of alcohol consumption on labor market outcomes.

Data (in Stata format)

 Project Guidelines (note that there are additional helpful links contained in this document)

Course Feedback

Click here to anonymously send me comments, suggestions, etc. about the course.

More Data

  Textbook Datasets - All the data sets mentioned in your textbook, in Stata format

  Other Datasets - Assorted other data sets in Stata format

Assorted Links

  Stata - This is the web site for Stata, the econometric package we're using

  Your Textbook's Web Site - This isn't too exciting, but more links may be added

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

  Some on-line quizzes - These are from econometric classes at other universities, but may be useful

  Economics resources at Dartmouth - This is an excellent gateway to all things economics on the web.
 

This page will be updated during the term as new materials are available.
Last major update September 10, 2002