Economics 326

Methods of Empirical Research in Economics

Syllabus

Slides:

LECTURE 1: Introduction, Ch 1 (updated: February 3, 2009) printable version

LECTURE 2: Review of probability, Appendix B (updated: January 13, 2010) printable version

LECTURE 3: Simple linear regression model and OLS, Ch 2 (updated: May 5, 2010) printable version

LECTURE 4: Properties of OLS, Ch2 (updated: February 20, 2009) printable version

LECTURE 5: Gauss-Markov Theorem (updated: January 27, 2011) printable version

LECTURE 6: Estimating the variance of errors, Ch 2 (updated: January 22, 2009) printable version

LECTURE 7: Confidence intervals (updated: January 29, 2009) printable version

LECTURE 8: Hypothesis testing, Part 1 (updated: February 9, 2011) printable version

LECTURE 9: Hypothesis testing, Part 2 (updated: February 10, 2011) printable version

LECTURE 10: Multiple linear regression model, Ch 3 (updated: March 3, 2011) printable version

LECTURE 11: Goodness of fit, estimating the variance of errors, Ch 2, 3, and 6.3 (updated: May 5, 2010) printable version

LECTURE 12: Properties of OLS in the multiple regression model, Ch 3 (updated: March 3, 2009) printable version

LECTURE 13: Hypothesis testing in multiple regression model, Part 1, Ch 4 (updated: May 4, 2009) printable version

LECTURE 14: Hypothesis testing in multiple regression model, Part 2, Ch 4 (updated: May 5, 2010) printable version

LECTURE 15: Dummy variables, Ch 7 (updated: March 24, 2011) printable version

LECTURE 16: Large sample results: Consistency, Ch 5.1 and Appendix C.3 (updated: March 29, 2011) printable version

LECTURE 17: Asymptotic normality, Ch 5 (updated: March 5, 2010) printable version

LECTURE 18: The asymptotic variance of OLS and heteroskedasticity (updated: March 24, 2009) printable version

LECTURE 19: Linear regression without strong exogeneity (updated: May 5, 2010) printable version

LECTURE 20: Instrumental variable estimation, Ch 15.1 (updated: May 5, 2010) printable version

LECTURE 21: Multiple linear IV model and 2SLS, Ch 15.2-15.4 (updated: May 5, 2010) printable version

Assignments:

Assignment 1   due Thursday January 19    Suggested solution

Assignment 2   due Thursday January 26 Suggested solution

Assignment 3   due Thursday February 2    Suggested solution

Assignment 4   due Thursday February 9

Assignment 5   due Thursday February 16

Practice questions:

2011 Midterm Suggested solution
2010 Midterm Suggested solution

Stata tutorial:
Yilei's Notes on Stata
401k.xls (Excel file)
401K.DES (description file)
401K.DTA (Stata file)