EC 339: Applied Econometrics, Fall 2022

Welcome to EC 339: Applied Econometrics!
Fall 2022 - Marcio Santetti - Economics Department, Skidmore College

Course Syllabi

• EC 339—001 Syllabus
• EC 339—002 Syllabus

Lecture notes/slides

Note: Slides and assignment files created with the xaringan R package, with templates mainly inspired by Ed Rubin's CSS file.
Handout files created using Quarto.

Lecture 1: What is Econometrics?

• Slides: html | pdf

Lecture 2: Stats/Stata refresher

• Data file: cdc_data.csv
• Stata do-file: 000-stats-refresher.do | To download, see theSpring module
• R script: 000-stats-refresher.R| To download, see theSpring module

Lecture 3: Simple Linear Regression

• Handout: pdf
• Slides: html | pdf
• Data files: star5_small.csv & data description | food.csv
• Stata do-file: 001-simple-regression.do | To download, see theSpring module
• R script: 001-simple-regression.R | To download, see theSpring module

Lecture 4: Multiple Linear Regression

• Handout: pdf
• Slides: html | pdf
• Data files: mroz.csv & data description | fast_food.csv & data description
• Stata do-file: 002-multiple-regression.do | To download, see theSpring module
• R script: 002-multiple-regression.R | To download, see theSpring module

Lecture 5: The Classical Linear Regression Model (CLRM)

• Handout: pdf
• Slides: html | pdf
• Stata do-file: 003-clrm.do | To download, see theSpring module
• R script: 003-clrm.R | To download, see theSpring module

Lecture 6: Econometric Inference

• Handout: pdf
• Slides: html | pdf
• Stata do-file: 004-inference.do | To download, see theSpring module
• R script: 004-inference.R | To download, see theSpring module

Lecture 7: More on functional forms

• Handout: pdf
• Slides: html | pdf
• Stata do-file: 005-functional-forms.do | To download, see theSpring module
• R script: 005-functional-forms.R | To download, see theSpring module

Lecture 8: Violations of Classical Assumptions I: Omitted Variables Bias

• Handout: pdf
• Slides: html | pdf
• Stata do-file: 006-ovb.do | To download, see theSpring module
• R script: 006-ovb.R | To download, see theSpring module

Lecture 9: Violations of Classical Assumptions II: Multicollinearity

• Handout: pdf
• Slides: html | pdf
• Stata do-file: 007-multicollinearity.do | To download, see theSpring module
• R script: 007-multicollinearity.R | To download, see theSpring module

Lecture 10: Violations of Classical Assumptions III: Serial correlation

• Handout: pdf
• Slides: html | pdf
• Stata do-file: 008-serial-correlation.do | To download, see theSpring module
• R script: 008-serial-correlation.R | To download, see theSpring module

Lecture 11: Violations of Classical Assumptions IV: Heteroskedasticity

• Handout: pdf
• Slides: html | pdf
• Stata do-file: 009-heteroskedasticity.do | To download, see theSpring module
• R script: 009-heteroskedasticity.R | To download, see theSpring module

Lecture 12: Binary Dependent Variable Models

• Handout: pdf
• Slides: html | pdf
• Stata do-file: 010-binary-models.do | To download, see theSpring module
• R script: 010-binary-models.R | To download, see theSpring module

Assignments

Problem Sets

• Problem Set 1 (due 10/12, before class)

  • Data set, data description, and submission instructions on theSpring assignment page.

• Problem Set 2 (due 10/26, before class)

  • Data sets, data description files, and submission instructions on theSpring assignment page.

• Problem Set 3 (due 11/22, midnight)

  • Data sets, data description files, and submission instructions on theSpring assignment page.

• Problem Set 4 (due 12/09, midnight)

  • Data sets and data description files on theSpring.

Quizzes

All quizzes will be posted on theSpring.

Applied Research Project

Students must submit their Applied Research Projects until the Final Exam day.

• Template (pdf)
• Handout (pdf)

Projects from previous semesters will be posted on theSpring.