Econometrics

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, Spring 2010.

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

Class Handouts & Problem Sets

Syllabus

Stats Boot Camp

Important Things to Know About Stata

Class Roster

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 PAPER	Problem Set 5 Answers
Problem Set 6	Problem Set 6 data	Problem Set 6 Answers

Class Topics, “Power Point” to the Text, and In-Class Results

Basic Topic	Text Chapters	“Cliff Notes”	In-Class Results
Stats Review	Appendix B, C	PowerPoint
Intro	Ch 1	PowerPoint
Simple Regression	Ch 2	PowerPoint	Log Files
Multiple Regression	Ch 3	PowerPoint	Log Files
Inference	Ch 4	PowerPoint	Log Files
Asymptotics	Ch 5	PowerPoint
Further Issues	Ch 6	PowerPoint	Log Files
Dummy Variables	Ch 7	PowerPoint	Log Files
Heteroskedasticity	Ch 8	PowerPoint	Log Files
Specification & Data Probs	Ch 9	PowerPoint	Log Files
Time Series	Ch 10, 11	PowerPoint	Log Files
Panel Data	Ch 13, 14	PowerPoint	Log Files
IV & 2SLS	Ch 15	PowerPoint	Log Files

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

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

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.txt Log file created by height.do

Panel Data Slide Show From in-class lecture.

birthweight.docx Guidelines for the birth weight prediction challenge

birthwgt.dta Data set to be used for the birth weight prediction challenge.

Exams and Practice Exams

Practice Midterm 1

Practice Midterm 1 Solutions

Midterm 1

Midterm 1 Solutions

Practice Midterm 2

Practice Midterm 2 Solutions

Midterm 2

Midterm 2 Solutions

Practice Final

Practice Final 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 - Here you can find information on purchasing Stata through GradPlan, for about $98 per semester, or $179 for unlimited use.

Class Project

Don't forget the project is due in class on Monday, April 12--NO EXCEPTIONS!

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

To download either the alcohol or smoking data sets, click on the link and choose "save." Save it to a location on your computer.

For the smoking do-file, you need to first save it to your computer, and then open it in the do-file editor.

You will then need to open Stata, set the memory to 100000, and then open the data set.

Data (in Stata format)

Project Guidelines Note that there are additional helpful links contained in this document.

Smoking article by Levine, Gustafson, and Velenchik (I think the JSTOR link works best)

Data for smoking paper

Do file for smoking paper

Log file for smoking paper

More Data

Textbook Datasets - Many of the data sets mentioned in your textbook, in Stata format. If you have an access code for the text, you can also access the data sets at academic.cengage.com/login.