Theory and Practice of Econometrics

Spring 2010

Jeffrey Parker, Reed College

Methodology, like sex, is better demonstrated than discussed, though often better anticipated than experienced.

Class News

• [5/11] Final project reports are now posted online. If you can find the time, try to look over the reports of other groups before Thursday's presentations. The schedule of presentations is as follows: 
  • Group 1 (1-1:30)
  • Group 2 (1:30-2)
  • Group 5 (2-2:30)
  • Break (2:30-2:45)
  • Group 3 (2:45-3:15)
  • Group 4 (3:15-3:45).
• [5/2] The final exam questions are now posted. The exam is due electronically by noon on Thursday, May 13.
• [4/22] spurious.do file demonstrated in class today.
• [4/21] Topic assignments for the final project are now posted.
• [4/16] Class notes for section 12 are now online.
• [4/15] Topic selection for the final project is now open. Email me with your top three preferences no later than Monday, April 19. I will make assignments on Tuesday.
• [4/13] Project #6 is now posted. Because it is somewhat longer than expected, the due date has been extended to Thursday, April 22.
• [4/11] Problem Set #5, due Friday, April 16, is now posted.
• [4/8] Notes for Section 11 are now posted.
• [3/31] Instructor class notes for Section 10 are now available.
• [3/31] Project #5 is now posted. Reports are due 6am, Tuesday, April 6.
• [3/24] Project #4 is now available. It is due 6am, Wednesday morning, March 31.
• [3/23] Lecture notes for the limited depedent variable section are now posted.
• [3/23] The grades file has been updated for the take-home midterm.
• [3/6] The third econometric project is now up on the site. It is due by electronic submission at 6am on Thursday, March 25.
• [3/3] I have posted a table of grades with coded ID numbers on the Web site. If you want to know how you are doing so far in the course, follow the link and calculate your ID code using the algorithm described there.
• [3/1] Take-home midterm questions are now available on the site. Answers are due at noon on Friday, March 5.
• [2/26] A sample mid-term from 2005 has been posted. You should note that this is a longer exam for which students had more the one hour. (Yours will be shorter.) It was also based on the Wooldridge text, so the content is slightly different. The purpose of posting it is to give you an idea of the kinds of questions that may be asked on your in-class exam. 
• [2/26] Notes for Section 7 are now available.
• [2/25] Notes for Section 6 of the reading list are now online.
• [2/18] Section 5 notes have now been added.
• [2/15] Instructor notes on Section 4 of the reading list are now available.
• [2/11] The second econometric project (with partner assignments) in now on the site. It is due Tuesday, February 23. We have already covered some of the methods you will need for this assignment and will cover the others by next Wednesday.
• [2/11] Problem Set #3, due Friday, February 19, is now posted, as is Problem Set #4, due Friday, February 26.
• [2/8] Instructor notes for Section 3 are now posted.
• [2/4] Instructor lecture notes for Section 2 are now posted.
• [2/2] A set of matrix-algebra problems is now posted. These are not required; they are for the use of any students who would like a little practice with the manipulation of matrices. These problems are based fairly tightly on what we have done in class. If there is a demand, I'll post solutions at some point. (Let me know if you need them.)