New Section Information:
NOTE CHANGE IN LOCATION ==> Section 101: Friday, 12:00-2:00 PM, 61 Evans
NOTE CHANGE IN LOCATION ==> Section 102: Friday, 2:00-4:00 PM, 61 Evans

Instructors:

Professor Daniel McFadden, (Second Half)
Office Hours: Tuesday, 4:00-6:00 PM, 655 Evans


Professor James Powell, (First Half)
Office Hours: Tuesday, 2:00-3:30 PM, 669 Evans

Second Half

Syllabus [PDF]

Course Reader [PDF files]

• 1 Discrete Response Models [Slides]
• 2 Sampling and Selection [Slides]
• 3 Generalized Method of Moments [Slides]
• 4 Instrumental Variables [Slides]
• 5 Systems of Regression Equations [Slides]
• 6 Simultaneous Equations [Slides]
• 7 Robust Methods in Econometrics [Slides]
• Example: Small-Sample Properties of IV and OLS Estimators
• Exogencity Test - A Simple Case

Data [standard ascii files]

The following class data sets are all columnar, plain ascii text files:

ex1-1.dat, ex1-2.dat, klem.dat, and ex5.dat

You can download them to disk by placing the mouse pointer on the link, holding down the SHIFT key, and doing a left-click with the mouse.

If you are doing the class exercises on the EML Suns, you can simply link to these data sets rather than download them. To do this, issue the following comands from your home directory:

ln -s /class/data/e240/fall99/ex1-1.dat
ln -s /class/data/e240/fall99/ex1-2.dat
ln -s /class/data/e240/fall99/klem.dat
ln -s /class/data/e240/fall99/ex5.dat

These files will appear in your home directory as zero bytes in size; if you use the "ls -l" command, you will see they are actually simlinks. However, you will be able to read them into your programs as though they actually existed in your home directory.

Problem Sets [PDF files]

• 0 Hypothesis Testing in an MNL Model Fitted by MLE
• 1 Growth and Exit of Firms
• 2 Growth and Exit of Firms, cont.
• 3 Growth and Exit of Firms, cont.
• 4 Demand Systems for Factors of Production
• 5 The Market for Gasoline