ECNS 562: Econometrics 2 - Montana State University - Christiana Stoddard

STATA Resources

Introductory Resources

My Stata Notes:
Official List of reference sites: http://www.stata.com/links/resources1.html
Learning Modules: http://www.ats.ucla.edu/stat/stata/

More Advanced Resources

http://cameron.econ.ucdavis.edu/mmabook/mmaprograms.html
- All files and datasets that go with Cameron and TrivediMicroeconometrics
- Includes chapters on quantile regression, IV, Nonlinear models, Bootstrapping, maximum likelihood, panel data, and other methods
http://www.aeaweb.org/committees/AEACEE/Econometrics_Handbook/index.php
- Modules with datasets and commands in LIMDEP, STATA, and SAS for (1) data management and heteroskedasticity issues, (2) Endogenous regressors with natural experiments, instrumental variables, and two-state estimators, (3) panel data, and (4) sample selection issues.

Homework Assignments

WOOLDRIDGE Data for homework
DATA Codebook

561 Review
Homework1	Answer Key 1	Log file
Homework 2	Answer Key 2	Log File
Homework 3 You may want to consult the stata time series commands sheet above	Answer Key 3
Homework 4 cps.dta eitc.dta	Answer Key 4
Homework 5: see STATA panel data notes above panel_hw.dta wr-nevermar.dta	Answer Key 5
Homework 6 twin1st.dta	Answer Key 6
Homework 7	Answer Key 7	Do file Log file

Lecture Notes

CAUTION: These are based on my own personal notes, and as such probably have errors, things that make sense to me but do not make sense without the accompanying lecture, tables and figures pulled from other papers that should not be used without citing the originals, etc. For personal use ONLY. Not a substitute for class or for reading the text.