Economics 120B
Econometrics
Winter Quarter 2008


INSTRUCTOR: Professor Eli Berman
OFFICE HOURS: T 9:30-10:30, Econ 218
EMAIL: elib@ucsd.edu
COURSE SCHEDULE: T-Th 11-12:20 (Center 115)


TEACHING ASSISTANTS

Tiffany Chou: tmchou@ucsd.edu
Michael Bauer: mbauer@ucsd.edu
Leah Nelson: lknelson@ucsd.edu

OH: Monday 7-8PM, Center 119 ; Wednesday 3:30-5, Seq. 244


COURSE INFORMATION

Syllabus

LECTURE NOTES, PROBLEM SETS, PRACTICE EXAMS

Lesson 1 - Introduction
-- Coffee demand data (right click to save)
Lesson 2 - Probability

Problem Set #1
Problem Set #1 - Solution
--Stata Tutorial
Stata on campus

Lessons 3 and 4 - Statistics
Lesson 5 - Simple Regression
Lesson 6 - Simple Regression: Deriving OLS Estimators

Problem Set #2
Data for PS #2: cps06.dta
Problem Set #2 Solution
Practice Midterm & Solution
Midterm & Solution

Lesson 7 - Simple Regression: Confidence Intervals
Lessons 8 & 9 - Simple Regression: Omitted Variable Bias
Lessons 10 & 11 - Who Invented Regression?
Lesson 12 - Multivariate Regression Assumptions & Implications
County Housing Data

Problem Set #3
Solution to Problem Set #3

Lessons 13 & 14 - Hypothesis Testing
Example: Multivariate Regression and Housing Prices

Problem Set #4
Twins data
Solution to Problem Set #4

Lesson 16 - More OVB: Meas. Error & Fixed Effects
Lessons 17 and 18 - Instrumental Variables
Lesson 19 - Instrumental Variables (cont.)


Practice Final and Solution


 

 







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