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Economics
8331 |
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TA is Aritri Banerjee. Her office hours are Tue 2.30-3.30.
Aritri will lecture the first week of class.
TA Session is Friday TBA in TBA. Aritri will likely do an introduction to Stata Friday 8/26
Make-up classes: TBA, if needed
Midterm: Two midterms, Monday Oct 3 and Monday Nov 7.
Preliminary
Syllabus: The topics, and in particular the order, will be adjusted, when I
see how much time things take (you need to let me know if I go to fast).
NOTE: I plan to have a number of computer
exercises using Stata and/or GAUSS.
NOTE: I have an old handout-introduction to
GAUSS that you can borrow and copy in case you need it.
FINAL:
Friday December 2, 2pm-3.30pm in Room 212.
Notes:
Panel Data Program from Ostergaard, Sorensen, Yosha JPE 2002. the data
GAUSS Program (ML estimation of MA(1) model) for Homework 1.
Literature on clustered standard errors:
1) Moulton,
2) Bertrand, Dufflo, and Mullainathan
3) Cameron and Miller Practioner’s Guide to Cluster –Robust Inference (link to Cameron’s WEB page which has the paper as well as Stata code and datasets)
4) Gauss code for the paper ``U.S. Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income.'' Journal of Finance, Vol. 62, November 2007, 2763--2801. (Cluster code starts around line 915.)
Weak Instruments :
Read the example in Davidson-MacKinnon, pp. 327-327
Know the striking example in Nelson-Starz Journal of Business (1990),
Michael Murray’s survey in Journal of Economic Perspectives 2006, (you should know the formulas on pp. 123-124 and the Stock-Yogo (2005) rule of thumb in footnote 8)
Local Average Treatment Effects (LATE):
Derivation of simplest case in my paper in Quantitative Economics
Teaching notes on Structural VARs (SVARs)
Stock and Watson JEP survey on VARs
Teaching notes on unit root testing
Andersen-Sorensen GMM 1996 (a lot of finite sample evidence)
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Homework |
Assignment Due |
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HW #1 |
Homework 1 Wed Sep 7 |
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HW #2 |
Homework 2 Wed Sep 14 (Answer sheet for GAUSS reg) |
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HW #3 |
Homework 3 Wed Sep 28
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HW #4 |
Homework 4 Wed Oct 5 Gauss program |
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HW #5 |
Homework 5 Wed Oct 12 |
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HW #6 |
Homework 6 Wed Oct 19 Gauss program |
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HW #7 |
Homework 7 Wed Oct 26 Gauss program1 Gauss program2 |
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HW #8 |
Homework 8 Wed Nov 2 Gauss program1 |
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HW #9 |
Homework 9 Wed Nov 16 Gauss program1 |
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HW #10 |
Homework 10 Mon Nov 21 Gauss program1 |
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HW #11 |
Homework 11 Mon Nov 28 |
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