ECON 4230/5230 INTERMEDIATE ECONOMETRIC THEORY

 

 

Class Materials

 Lecture Notes

Syllabus

Handout #1

Research Project & Checklist & Schedule

Handout #2

 Data Sets #1 for Gujarati and Porter’s Text

Handout #3

 Data Sets #2 for Gujarati and Porter’s Text

Handout #4

FINAL Class Scores

Handout #5

 

Handout #6

Links to Econometric Sites of Interest

Handout #7

R Home Page

Handout #8

Econometrics in R Tutorial

Handout #9

Quick-R

Handout #10

RStudio

Handout #11

Stata Home Page

Handout #12

Federal Reserve Economic Database (FRED2)

Handout #13

Stata Cheat Sheets

Handout #14

 

 

Problem Sets

Classroom Datasets

Problem Set #1Solutions

FCI.xlsx

Problem Set #2Solutions

NASDAQCOM.xlsx

Problem Set #3Solutions

PHILLIPS.xlsx

Problem Set #4Solutions

WAGE.xlsx

Problem Set #5 – Solutions

GDPDATA.xlsx

 

 

Exams

 R Scripts

Practice Exam #1Solutions

R script #1; Data (Simple SAT-Income Regression and Plot)

Practice Exam #2Solutions

R script #2; Data (Production Function Regression and Plot)

Practice Exam #3 

R script #3; Data (Housing Price Hedonics and Partial Regression Plot)

Exam

R script #4; (General F Test for a Production Function)

 

R script #5; Data (Earnings Regression and Multicollinearity Tests)

 

R script #6; Data (Fixed Effects Panel Data Regression)

 

 

 Stata Do Files

 

Unconditional Phillips Curve (1960s)

 

Conditional Phillips Curve

 

Multicollinearity Tests

 

Heteroscedasticity Tests and Estimation