ECONOMICS 452*
Applied Econometrics
Fall Term 2013
Instructor: Mike Abbott
Offices: A521 Mackintosh-Corry Hall
Phone/Voice Mail: 613-533-2298
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.
- Tuesdays, 2:30 p.m. - 3:50 p.m.
- Thursdays, 1:00 p.m. - 2:20 p.m.
- Thursdays, 4:00 p.m. - 5:20 p.m.
- Fridays, 11:30 a.m. - 12:50 p.m.
- DETAILS: STATA Tutorial Schedule -- Fall Term 2013
- PLACE: QED Computer Classroom, Dunning Hall 350
Instructor's Office Hours (starting 10-Sep-2013) -- Fall Term 2013
- Tuesdays, 3:00 p.m. - 4:30 p.m.
- Thursdays, 2:00 p.m. - 3:30 p.m.
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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