Queen's University, Department of Economics

ECONOMICS 452*

Applied Econometrics

Fall Term 2013

Instructor: Mike Abbott

Offices: A521 Mackintosh-Corry Hall

Phone/Voice Mail: 613-533-2298

E-mail: abbott@econ.queensu.ca

* Important Announcements

* Beginning January 23, 2014, students may pick up their marked second assignments at the ECON Distribution Centre (Dunning 334).

* NEW DUE DATE for Assignment 2 is FRIDAY DECEMBER 6, 2013 by 4:00 p.m. -- see DETAILS

  • Because a large number of ECON 452 students are also taking ECON 411, in which there is a final exam scheduled for Thursday December 5, 2013, the DUE DATE for submitting Assignment 2 research reports has been postponed one day to FRIDAY DECEMBER 6, 2013 by 4:00 P.M.
  • All Assignment 2 research reports should be submitted to DUNNING 209, the Main Office of the Department of Economics, by 4:00 P.M. on FRIDAY DECEMBER 6, 2013.

* DOWNLOAD Materials for Assignment 2

* NEW Final Due Date for Assignment 1 is: Tuesday November 5, 2013 by 4:00 p.m. -- see DETAILS

* FINAL Times for Stata Tutorials -- Fall Term 2013

Starting Week 3 of the Fall Term 2013, one of the ECON 452* TAs will be available at the following times in the Department of Economics Computing Classroom -- Dunning Hall 350 to tutor students and assist them with their course-related computing problems.

* Instructor's Office Hours (starting 10-Sep-2013) -- Fall Term 2013

* Course Information: Fall Term 2013

* Instructor's Office Hours -- Fall Term 2013
* TA for ECON 452* -- Fall Term 2013
* Stata Tutorial Schedule -- Fall Term 2013
* Course Description
* Course Prerequisites
* Course Work and Assessment
* Exams and Assignments -- Schedule
* Steps in Doing an Econometric Project
* Recommended Textbooks
* Course Outline and Reading List, Fall Term 2013
* Class DSC Representative, Fall Term 2013
* Announcements

* 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
* A Very Short Summary of Hypothesis Testing
* Note 1: Formulation and Specification of the Multiple Linear Regression Model in Vector-Matrix Notation [Updated 23-Sep-2013]
* Desirable Statistical Properties of Estimators
* Note 2: Specification Errors in the Selection of Regressors
* Note 3: Marginal Effects of Continuous Explanatory Variables: Constant or Variable?
* Download Text-Format Stata do file for Note 3 Exercises '452note03_exercises_f13.txt' [New 07-Oct-2013]
* Download Stata 12 format dataset for Note 3 Exercises 'wage1_econ452_males.dta' [New 07-Oct-2013]
* 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
* Note 5: Using Dummy Variable Regressors for Two-Category Categorical Variables
* Download Text-Format Stata do file for Note 5 Exercises '452note05_exercises_f13.txt' [New 09-Oct-2013]
* Download Stata 12 format dataset for Note 5 Exercises 'wage1_econ452_note05.dta' [New 09-Oct-2013]
* Note 6: Using Dummy Variable Regressors for Multi-Category Categorical Variables [Revised 09-Oct-2013]
* Note 7: Dummy Variable Interaction Terms [Revised 22-Oct-2013]
* Note 8: A General Regression Model with Dummy Variable Interactions [Revised 17-Oct-2013]
* Download Text-Format Stata do file for Note 8 Exercises '452note08_exercises_f13.txt' [New 10-Oct-2013]
* Download Stata 12 format dataset for Note 8 Exercises 'wage1_econ452_note08.dta' [New 18-Oct-2013]
* Addendum to Note 8: A Full Interaction Regression Model with Higher Order Terms [Revised 22-Oct-2013]
* 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
* The Skinny on Note 10
* 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 Stata 12/13 Tutorials 8 and 9 [Revised 14-Nov-2013]
* Lecture Notes on Stata 12/13 Tutorials 8 and 9 [Revised 14-Nov-2013]

* Download STATA Computer Tutorials

* Stata Tutorial Schedule -- Fall Term 2013
* Stata 12/13 Tutorial 1: Getting Started with Stata -- An Introduction
* Stata 12/13 Tutorial 2: Estimation and Hypothesis Testing in Linear Regression Models -- A Review with Stata
* Reading Output of Stata regress Command
* Stata 12/13 Tutorial 3: Modeling Marginal Effects of Continuous Explanatory Variables: Constant or Variable?
* Stata 12/13 Tutorial 4: Conditional and Marginal Effects in Linear Regression Models
* Stata 12/13 Tutorial 5: Coefficient Differences and Dummy Variable Regressors
* Stata 12/13 Tutorial 6: Representing Multi-Category Categorical Variables with Dummy Variable Regressors [updated 17-Oct-2011]
* Stata 12/13 Tutorial 7: Linear Regression Models with Heteroskedastic Errors: Inference
* Stata 12/13 Tutorial 8: Estimating and Interpreting Probit Models with Stata: Introduction
* Stata 12/13 Tutorial 9: Estimating and Interpreting Probit Models with Stata: Extensions
* Lecture Notes on Stata 12/13 Tutorial 9

* Information on STATA

* Stata Tutorial Schedule -- Fall Term 2013
* Download Text-Format Dataset 'auto1.raw'
* Download Text-Format Dataset 'auto1.txt'
* Download Stata-format dataset 'wage1_econ452.dta'
* Download text-format dataset 'mroz.raw'
* Download description of dataset mroz.raw
* Download Text-Format Stata do file for Note 5 Exercises '452note05_stata11_exercises_f11.txt'
* Download Stata 11 dataset for Note 5 Exercises 'wage1_econ452_note05_stata11.dta'
* Download Text-Format Stata do file for Note 8, Exercise 1 '452note08_stata11_exercise1_f11.txt'
* Download Stata 11 dataset for Note 8, Exercise 1 'wage1_econ452_stata11.dta'

* Download Datasets and Files for Assignment 1

* Steps in Doing an Econometric Project
* Download Stata-format dataset 'wage1_econ452.dta'
* Download Text-Format Stata do file for Note 3 Exercises '452note03_exercises_f13.txt' [New 07-Oct-2013]
* Download Stata 12 format dataset for Note 3 Exercises 'wage1_econ452_males.dta' [New 07-Oct-2013]
* Download Text-Format Stata do file for Note 5 Exercises '452note05_exercises_f13.txt' [New 09-Oct-2013]
* Download Stata 12 format dataset for Note 5 Exercises 'wage1_econ452_note05.dta' [New 09-Oct-2013]

* Download Dataset and Files for Assignment 2

* DOWNLOAD: Computing Marginal Probability Effects of Binary Variables in Probit Models [Revised 14-Nov-2013]

* 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 13 GradPlans - Link to Stata 13 GradPlans for Students Buying Stata/IC 13
* 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 January 23, 2014.

This site is maintained by Mike Abbott, who regrets that he cannot guarantee the acccuracy of the information provided.

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