ECON 836




Lecture Notes to Introduce Ordinary Least Squares.

Useful links for learning Stata are at UCLA economics Stata Tutorials .

Benjamin Philips' Tips for Using Stata.

A nice introduction to quantile regression is in Koenker and Hallock.

Assignment 1a is due in-class Wednesday 13 Jan

Assignment 1b is due in-class Wednesday 20 Jan

Lecture Notes on Panels.

Lecture Notes on Non-Spherical Errors.

Assignment 2a due in-class Wednesday 27 Jan

Assignment 2b due in-class Wednesday 3 Feb

More on Venn Diagrams for Regression, Peter Kennedy, 2002. This paper presents the Ballentine Diagrams discussed in class, relating to Multicollinearity and Endogeneity.

Assignment 3a due in-class Monday 15 Feb

Lecture Notes on Seemingly Unrelated Regression.


Lecture Notes on Endogeneity.

Survey Paper on Identification: The Identification Zoo.

Assignment 4a due in-class Wednesday 9 March

Replication, due at the beginning of class Thursday 28 March

Assignment 4b due in-class Wednesday 23 March

Lecture Notes on Demand Estimation.

Lecture Notes on OLS approaches to time-series econometrics.

Lecture Notes on Confidence Intervals and Testing.

Sources for Endogeneity (and also SUR): Green, Chapters 14-15; Kennedy, 5th Ed, Chapters 9, 10; Angrist-Pischke Ch4.

Sources for Testing: Greene, 5th Ed, Chapters 5,6,4; Kennedy, 5th Ed, Chapter 4.

Sources for SUR: Greene, Chapter 14; Kennedy, 5th Ed, Chapter 10.

Sources for Selection Correction (Heckman Two-Step): Green Chapter 19.5 "Sample Selection".

A bit of Stata code to show how sampling distributions work.

Lecture Notes on Limited Dependent Variables.

Maximum Likelihood Notes are now found in Lecture Notes to Introduce Ordinary Least Squares (end of the doc, where ML is introdu ced) and Lecture Notes on Endogeneity (end of the doc, with application to endogeneity and selection correction), both above.

Assignment 5a, due in-class 11 April

Assignment 5b, due in-class, at the final exam, 21 April, 10am

The Final Exam, 21 April 10am-1pm