Solutions for textbook exercises, notes, and code some of which are from weekly TA sessions for first year Ph.D. econometrics at the University of Texas at Austin. The exercises solved and corresponding textbooks are listed by week.
The data folder contains miscellaneous data sets from various econometrics textbooks.
Card1995.dtadata on Card 1995's paper using geographic variation as an instrument for college attendance.cps09mar.dtaFrom the March 2009 CPS survey. Individuals with non-allocated variables who were full- time employed.murder_oldstata.dtaThis is data on the murder rate which correpsonds to Wooldridge Problem 10.10Nerlove1963.dtadata from Nerlove's analysis of production functions and returns to scale.wagepan.dtadata from Vella and Verbeek 1998 on wages.MROZ.DTAdata on wages and marriage from Mroz 1987.bwght.dtadata on birth weight and cigarettes.public.datis data from Card and Krueger 1994. There is detailed documentation for this data here.
panel_ols.ipynbNotes on the within transformation in Python to estimate fixed effects regression. Code included to perform the transformation. For a more complete fixed effects package see this repo.pre-trends.ipynbNotes on pre-trend plots in Python for differences and differences with average treatment effect on the treated interpretation of differences in differences (Work in progress).
Textbook: Introduction to Econometrics by Bruce Hansen
Week 1: Exercises 1.1, 1.2, 1.6, 1.8, 1.10, 1.11, 1.17, 1.22
Week 2: Exercises 1.5, 1.12, 1.14, 1.19, 1.21, 2.1, 2.8, 2.13, 3.1
Week 3: Exercises 2.2, 2.6, 2.11, 2.14, 3.2,3.3
Week 4: Exercises 3.6, 3.11, 4.1, 4.6, 4.7, 4.8, 4.9, 4.14, 4.15
Textbook: Econometrics by Bruce Hansen
Week 6: Exercises 2.4, 2.5, 2.14, 3.10, 3.22
Week 7: Exercises 2.16, 2.21, 3.4, 3.11, 3.19, 3.23
Week 8: Exercises 4.1, 4.7, 4.23, 7.9, 7.14
Week 9: Exercises 4.7, 4.20, 7.11, 7.20, 7.28
Week 10: Exercises 8.2, 8.3, 9.1, 9.2, 9.4
Week 11: Exercises 8.19, 8.22, 9.7, 9.8, 9.17, 9.20, 12.3, 12.8
Week 12: Exercises 12.7, 13.13