ECONOMICS 452*
Applied Econometrics
http://www.econ.queensu.ca/faculty/abbott/econ452/
Fall Term 2009
Instructor: Mike Abbott
Offices: A521 Mackintosh-Corry Hall
Phone/Voice Mail: 613-533-2298
Important Announcements
-
Lecture on Friday October 9th Rescheduled to Wednesday October 7, 2009
- NEW Date: Wednesday October 7, 2009
- NEW Time: 5:30 p.m. - 6:50 p.m. (80 minutes)
- Place: Dunning 10
- Reason for Change: Thanksgiving Weekend
-
TENTATIVE DATE for Mid-Term Test -- Fall Term 2009
- Date: Friday November 20, 2009
- Time: 1:00 p.m. - 2:20 p.m. (80 minutes)
- Place: Dunning 10
- Coverage: To be announced
-
FINAL Times for Stata Tutorials -- Fall Term 2009 (starting Monday September 21, 2009):
-
Instructor's Tentative Office Hours (starting 14-Sep-2009) -- Fall Term 2009
- Tuesdays, 2:00 p.m. - 3:30 p.m.
- Wednesdays, 11:30 a.m. - 1:00 p.m.
Course Information: Fall Term 2009
Instructor's Office Hours
TA for ECON 452* -- Fall Term 2009
Computing Tutorial Schedule -- Fall Term 2009
Course Description
Prerequisites
Course Work and Assessment
Exams and Assignments -- Schedule
Steps in Doing an Econometric Project
Textbooks: Required and Recommended
Course Outline and Reading List, Fall Term 2009
Class DSC Representative
Announcements
Coverage of Mid-Term Test, Winter Term 2009
Download Notes for ECON 452*
Lecture 1 Overheads
Kalena Cortes (2001) Paper
A First Guide to Hypothesis Testing
P-Values and Hypothesis Testing: An Introduction
Note 1: Formulation and Specification of the Multiple Linear Regression Model in Vector-Matrix Notation [revised 24-Sep-2009]
Note 2: Specification Errors in the Selection of Regressors
Note 3: Marginal Effects of Continuous Explanatory Variables: Constant or Variable? [revised 02-Oct-2009]
Addendum to Note 3: Marginal Effects of Continuous Explanatory Variables: An Example [new 06-Oct-2009]
Note 4: Functional Form in the Variables: Linear or Log?
Introduction to Notes 5 to 8 on Using Dummy Variable Regressors in Linear Regression Models [new 13-Oct-2009]
Note 5: Using Dummy Variable Regressors for Two-Category Categorical Variables
Note 6: Using Dummy Variable Regressors for Multi-Category Categorical Variables
Note 7: Dummy Variable Interaction Terms
Note 8: A General Regression Model with Dummy Variable Interactions
Addendum to Note 8: Determining Order of Polynomial for a Continuous Explanatory Variable: Sequential Hypothesis Testing
Note 9: OLS Estimation of the Classical Linear Regression Model: Matrix Notation and Derivations
Important Matrix Formulas
Note 10: Testing Linear Coefficient Restrictions in Linear Regression Models: The Fundamentals
Matrix Formulas for Wald F-Statistics
Note 11: Heteroskedasticity-Robust Inference in Linear Regression Models Estimated by OLS
The Skinny on Note 11
Note 12: Testing for Heteroskedasticity in Linear Regression Models
Introduction to Binary Dependent Variables Models
Note 13: Maximum Likelihood Estimation of the Classical Normal Linear Regression Model
Note 14: Maximum Likelihood Estimation of Binary Dependent Variables Models: Probit and Logit
Note 15: Marginal Effects in Probit Models: Interpretation and Testing
Note 16: Testing Linear Coefficient Restrictions in Probit Models
Overview of Tutorials 6 and 7
Lecture Notes on Stata 10 Tutorial 7 [revised 29-Mar-2009]
Download STATA Computer Tutorials
Computing Tutorial Schedule -- Fall Term 2009
Running Stata 9 in Stata 10
Stata 10/11 Review: Getting Re-acquainted with ... an Old Friend?
Stata 10/11 Tutorial 1: Estimation and Hypothesis Testing in Linear Regression Models -- A Review
Reading Output of Stata regress Command
Stata 10/11 Tutorial 2: Modeling Marginal Effects of Continuous Explanatory Variables: Constant or Variable?
Stata 10/11 Tutorial 3: Conditional and Marginal Effects in Linear Regression Models
Stata 10/11 Tutorial 4: Coefficient Differences and Dummy Variable Regressors
Stata 10/11 Tutorial 5: Linear Regression Models with Heteroskedastic Errors: Inference
Stata 10/11 Tutorial 6: Estimating and Interpreting Probit Models with Stata: Introduction
Stata 10/11 Tutorial 7: Estimating and Interpreting Probit Models with Stata: Extensions
Lecture Notes on Stata 10/11 Tutorial 7
Information on STATA
Computing Tutorial Schedule -- Fall Term 2009
Download Text-Format Dataset 'auto1.raw'
Download Text-Format Dataset 'auto1.txt'
Download text-format dataset 'mroz.raw'
Download description of dataset mroz.raw
Download Datasets and Files for Assignment 1
Steps in Doing an Econometric Project
Download Text-Format Assignment 1 Dataset '452assn1f09.raw' (zipped)
Download Stata 10-format Assignment 1 Dataset '452assn1f09_Stata10.dta' (zipped)
Download Variable Names & Definitions for Assignment 1
Download Formats for Tables of Summary Statistics
Download Text-Format Stata do file for Note 8, Exercise 1 '452note08_stata11_exercise1_f09.txt'
Download Stata 11-Format Dataset 'wage1_econ452_stata11.dta'
Download Dataset and Files for Assignment 2
Download Text-Format Assignment 2 Dataset '452assn2f09.raw'
Download Stata 10 Assignment 2 Dataset '452assn2f09_Stata10.dta'
Using Stata to Make Dummy Variables for Assignment 2
Variable Names & Definitions for Assignment 2
Download Wooldridge (2003) Datasets
Download text-format dataset crime1.raw
Download description of dataset crime1.raw
Download text-format dataset fringe1.raw
Download description of dataset fringe1.raw
Download text-format dataset gpa1.raw
Download description of dataset gpa1.raw
Download text-format dataset gpa3.raw
Download description of dataset gpa3.raw
Download text-format dataset hprice1.raw
Download description of dataset hprice1.raw
Download text-format dataset hprice2.raw
Download description of dataset hprice2.raw
Download text-format dataset hprice3.raw
Download description of dataset hprice3.raw
Download text-format dataset loanapp.raw
Download description of dataset loanapp.raw
Download text-format dataset mroz.raw
Download description of dataset mroz.raw
Download text-format dataset saving.raw
Download description of dataset saving.raw
Download text-format dataset smoke.raw
Download description of dataset smoke.raw
Download text-format dataset wage1.raw
Download description of dataset wage1.raw
Download text-format dataset wage2.raw
Download description of dataset wage2.raw
Download Statistical Tables
Percentage Points of the t Distribution
Selected Percentage Points of the F Distribution
Links to Other Useful Sites
-
Wooldridge Homepage - Homepage for Wooldridge (2009) Textbook -
STATA Homepage - Homepage for STATA Statistical Software -
STATA 11 GradPlans - Link to Stata 11 GradPlans for Students Buying Stata/IC 11 -
CANSIM Database - Access the CANSIM Database -
Statistics Canada - Statistics Canada Homepage -
Journal of Applied Econometrics Archive Site -
Journal of Business and Economics Statistics Archive Site
Links to Other Queen's Pages
-
Queen's University Homepage -
QED Homepage -
Campus Bookstore -
ECON Department Student Council (DSC) -
Health Counselling and Disability Service -
Queen's University Exam Information
Last updated on October 16, 2009.
This site is maintained by Mike Abbott, who regrets that he cannot guarantee the acccuracy of the information provided.
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