Introduction to EconometricsPenn State ⋅ ECON306 ⋅ Summer 2015
- Please take the time to complete the Student Rating of Teaching Effectiveness (SRTE) survey on ANGEL.
- The final exam will be on Monday, June 29th from 12:20 to 14:10 in Room 201, Thomas Bld.
- The final exam is cummulative. The problems will be similar to those in the quizzes.
download syllabus — pdf
- Introduction — slides
- Review of probability and statistics — S&W (2,3) ⋅ slides
- Estimation of linear models — Stu (1,2,3) ⋅ slides ⋅ stata tutorial
- Inference in linear models — Stu (4,5) ⋅ slides ⋅ stata commands
- Model specification — Stu (6,7)
- Specification concerns — Stu (8,9,10)
- Endogeneity and instrumental variables — Stu (6,14) ⋅ slides ⋅ Angrist & Krueger (2001)
- Binary variables — Stu (13)
Assignments and exams
- Term paper — assignment ⋅ roster ⋅ due in 0 days
- Answer keys — quiz 1 ⋅ quiz 2 ⋅ quiz 3 ⋅ quiz 4 ⋅ hw ⋅ quiz 5
- Scatterplots — spreadsheet (please make a copy if you want to edit the formulas) ⋅ guess the correlation
- Practice final — questions ⋅ solutions
- Studenmund (2011) Using Econometrics: a practical guide. Addison Wesley. 6th ed.
- Stock & Watson (2011) Introduction to Econometrics. Addison Wesley. 3rd ed.
Links to weekly papers
- Reinhart & Rogoff (2010)
- Herndon, Ash & Pollin (2013)
- Chiappori, Levitt & Groseclose (2002)
- Angrist & Evans (1998)
- Angrist & Krueger (1991)
- Bound, Jaeger & Baker (1995)
Additional assorted links
- The consistency of random numbers via Data Colada
- Gapminder and Hans Rosling's Don't Panic: The Truth About Population
- Female-named hurricanes kill more than male hurricanes because people don’t respect them via the Washington Post
- Political Polarization in the American Public via Pew Research
- Emily Oster's Are Mammograms Worth It? via 538
- Emily Oster's Everybody Calm Down About Breastfeeding via 538
- Tyler Given's compilation of Spurious correlations
- Jeff Leek's What I do when I get a new data set as told through tweets via Simply Statistics
- Jorge Cham's The science news cycle via PhD comics, and some examples in the press:
- Augusto Monterroso's The dog that wanted to be human
- The 15 Best Behavioural Science Graphs of 2010-13 via Stirling Behavioural Science Blog