326 Lecture Notes

Economics 326 - Lecture Notes
Instructor: D. Whistler

Lecture notes to accompany the textbook:
R. Carter Hill, William E. Griffiths and Guay C. Lim, Principles of Econometrics,
Fourth Edition, Wiley, 2011.

Statistical Background and Review from the course textbook:

  • Probability Primer, pages 17–38.
  • Appendix A, B, and C of the textbook offer a useful reference source for math essentials, probability and statistics.
  • pdf files

          Interpreting Stata Results

          Statistical Tables
                      Normal Distribution
                          another table of the Normal Distribution
                      t-Distribution
                      F-Distribution

    Topic Lecture Notes Stata Do-files for lecture examples
    Screen Print
    Introduction Introduction Introduction   Household food expenditure equation
        data set: food
    The Simple Linear Regression Model Chapter 2 Chapter 2
    Interval Estimation and Hypothesis Testing Chapter 3 Chapter 3   A Repeated Sampling Experiment
      A Hypothesis Test for the food expenditure equation  
        Finding t-distribution critical values
    Various Topics
        Prediction, Goodness-of-Fit and Modeling Issues
    Chapter 4 Chapter 4   Voting for the President
        data set: pres2000
      Wheat yield equation
        data set: wa_wheat
    The Multiple Regression Model Chapter 5 Chapter 5   Fast Food Sales Model
        data set: sales50.txt
      Cobb-Douglas Production Function
        data set: cobb
    Further Inference in the Multiple Regression Model Chapter 6 Chapter 6   Cobb-Douglas Function - Restricted least squares
      Fast Food Sales - the RESET test
    Using Indicator Variables
        Dummy Variables
    Chapter 7 Chapter 7   Wage Determination Equation
        data set: wageDat.txt
      Tuna Sales
        data set: tuna
    Heteroskedasticity Chapter 8 Chapter 8   Food expenditure equation
      Australian wheat equation
        data set: wheatAus.txt
    Regression with Time Series Data Chapter 9 Chapter 9   Investment function
        data set: invDat.txt
    Time-Varying Volatility and ARCH Models Chapter 14 Chapter 14   Testing for ARCH
        data set: byd
    Panel Data Models Chapter 15 Chapter 15   Seemingly Unrelated Regression (SURE)
        data set: grunfeld2
      Fixed Effects Model
        data set: grunfeld10
    Qualitative and Limited Dependent Variable Models   Chapter 16 Chapter 16   Travel to work by car or bus?
        data set: transport


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