This is the Longitudinal Data Seminar Home Page for Fall, 2003.

I will also put course notes, data, exercises, and other handouts here. Most stuff is in Adobe Acrobat, so make sure your browser can read pdf files. Some stuff may be in postscript, so you may have to learn how to read postscript files.

Overview of course

Below are a set of topics and dates. This will be updated during the semester. See the overview for the current plan for the course.

Note 1: Readings from required texts with pages; articles are either in a course reader available from New University Copy on Waverly, or on-line in pdf format (you are not allowed to print these pdf's in the departmental lab!)

Note 2: This syllabus is dynamic, dates, readings and exercises constantly (almost) are updated, so do not assume you can rely on this two weeks ahead of time.

Note 3: All data and programs for this course (in any flavor) may be found on \\pdc2\users\home\nlb1 in various subdirectories that made sense to me at some point in time.

What is below is a guess as of Sept. 21, 2003

Date Topic Reading Handout (if any) Assignment due


Introduction to the seminar, what do you know, what do you want to know?

Eviews program to simulate AR1 data and instructions. You also might find the introduction to time series analysis in eviews and stata which I found on the web to be helfpul.


Notation, difference equations, properties of single time-series

Enders, ch. 1, Sprague, "One Party Dominance in Legislatures" (CR)

Some notes

Enders, ch. 1, ex. 3, 5 and 6 and one more (probably do longhand, turn in in class on 9/15 and answer key to Enders questions

9/10 and 15

The analysis of univariate time-series (after finishing difference equations)

Enders, ch. 2, Greene, 20.2, Johnston, ch. 7

Exercise and Eviews program

9/17, 22 and 24

The econometrics of stationary time-series

Enders, ch. 5.1-4, Charemza, ch. 3 and 4, Greene, ch. 10, 12, 19.1-5, Johnston, ch. 8, Beck, "Alternative Dynamic Specifications" (CR), Mackuen, Erikson and Stimson (MES), "Peasants or Bankers," CR, MES, "Macropartisanship" (CR) (with comment by Green, et al., (CR) and reply (CR), Clarke, et al. " Major's Lessor (Not Minor) Effects" (CR) - class discussion will be on the two MES pieces, Peasants and Bankers and Macropartisanship (CR)

Notes (from two years ago) and Stata simulation program and notes on the simulation and simulation with ldv

Simple exercise on what I erred on on Monday and another exercise


9/29 and 10/1

Non-stationary series and cointegration

Enders, ch. 4 and 6, Charemza, ch. 5, Greene, ch. 20.3-4, Johnston, ch. 8.3, Box-Steffensmeier and Smith, "The Dynamics of Aggregate Partisanship," (CR)

Spurious simulation Exericse on cointegration



Enders, ch. 5.5-13, Charemza, ch. 6, Freeman, "Granger Causality and the Time Series Analyses of Poltical Relationships" (CR), Freeman, Williams and Lin, "Vector Autoregression and the Study of Politics" (CR)


Heteroskedasticity and parameter stability and perhaps other miscellania

Enders, ch. 3, Bernhard and Leblang, "Polls and Pounds" (CR), Charemza, ch. 3.6, Beck, "Time Varying Parameter Models" (CR)


Panel data: an introduction

Hsiao, ch. 1-3, Greene, ch. 13.1-4, Johnston, ch. 12 (for all of panel data classes). You will also find Chris Zorn's ICPSR Summer notes to be helpful (August 5-9).

Beck, ICPSR, Day 1, Beck, ICPSR, Day 2, Beck, ICPSR, Day 3, Beck, ICPSR, Day 4


TSCS data: an introduction

Beck and Katz, "What to do (and not to do) with time-series--cross-section data," Greene ch. 13.9


Stochastic Parameter Models; Pseudopanels

Hsiao, Ch. 6, Greene, ch. 13.8, Western, "Causal Heterogeneity in Comparative Research" (CR), Peltzer, et al., "Estimating Transition Probabilities" (CR)

10/22 and 27

Dynamic Panels and TSCS data including unit roots

Hsiao, ch. 4 and 10, Smith and Fuertes, "Panel Time Series" (CR)


Binary Dependent Variables (PANEL only)

Hsiao, ch. 7, Greene, ch. 21.5


Survival I - preliminary data analysis and language

Box-Steffensmeier and Jones (hereinafter B&J), ch. 1,2 (CR). A useful introduction to Survival Analysis with Stata may be helpful, though note it is Stata 7, not 8. You will also find Chris Zorn's ICPSR Summer notes to be helpful (July 29-August 2), but also note that he is using Stata 7. Stata 8 is much better for survival than was 7.

Beck, ICPSR, 1999 (all)


Parametric Survival Models

B&J, ch. 3


Continuation on parametric models

King, Alt, Laver and Burns, "A Unified Model of Cabinet Dissolution" (CR), Alt and King, "Transfers of Governmental Power" (CR)


Semi-parametric (Cox) models

B&J, ch. 4


Discrete data, binary dependent variable logit

B&J, ch. 5, 7, Beck, Katz and Tucker, "Taking Time Seriously" (CH)


Continuation on binary dependent variable models

Przeworski, et al., Democracy and Development, ch. 2, Beck, Epstein, Jackman and O'halloran, "Alterantive Models of Dynamics in Binary Time-Series--Cross-Section Models: The Example of State Failure" (CR), Przeworski, "" (CR)

11/24 and 26

Issues in survival modeling

B&J, ch. 6, 8-11


Workshop on projects and presentations


Workshop on projects and presentations


Workshop on projects and presentations

Send me email. (Office: 726 Broadway, Rm. 758. Office Hours: MW 10:45-12. Feel free to knock other times. Feel free to talk about the seminar when you see me at a talk or pass me in the hall. To schedule an appointment for other times, send email.)

Last modified: Wed Jul 02 12:38:03 Pacific Standard Time 2003