Econometrics I (Ph.D.)

Fall 2004

Office Hours (CJF): Tuesday 3:30-5 or by appointment

Syllabus

Assignments:

Assignment 1 (Due 9/21)

Assignment 2 (Due 9/28)

Assignment 3 (Due 10/5)

Assignment 4 (Due 10/12)

Assignment 5 (Due 10/19)

Notes:

Asymptotic Properties of OLS Estimators

GLS

Robust Standard Errors for OLS Estimators

Exams:

Midterm

1999 Final

Course Module Exam with Answers (Fall 2004)

Data Sets:

Wage Data (Gauss Data File)

Wage Data (Ascii Data File) (2582 rows, 6 columns)

Labor Supply Data (Gauss Data File)

Labor Supply Data (Ascii Data File) (2541 rows, 14 columns)

CPS Search Exercise (Ascii Data File) (2907 rows, 4 columns)

GAUSS Sample Programs:

Program 1 (Sampling Distributions and Bootstrap Example)

Program 2 (Nonlinear Least Squares, Feasible GLS)