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Applied Econometrics-QUEEN's Department of Economics
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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
E-mail: abbott@econ.queensu.ca
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
- NEW Date:
-
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
- Date:
-
FINAL Times for Stata Tutorials -- Fall Term 2009 (starting Monday September 21, 2009):
Tuesdays 2:30 p.m. - 3:50 p.m. Thursdays 10:00 a.m. - 11:20 a.m. DETAILS: STATA Tutorial Schedule -- Fall Term 2009 PLACE: QED Computer Classroom, Dunning Hall 350
-
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
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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