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Stata Resources Eviews help Ox-Metrics PCGive |
Research and Econometrics Topics and Resources 1. Panel and dynamic panel econometrics 2. Duration-survival
and binary choice models 3. Instrumental Variables: beyond the Sargan
test… 4. Learning Stata resources and books 5.
Learning Eviews resources and books 6. Growth
and Development models math review 7.
Financial Econometrics – intro to stochastic calculus 1. Panel and
Dynamic Panel: **highly recommended Suggestions for loading Pooled and
Panel Data into Eviews 5.1 Elitza’s tutorial on using Xtabond2 Stata’s new PC-Give
Panel Online help PC-Give Panel Chapter Eviews Panel
Chapter Papers
on Panel Econometrics **Roodman,
David (2006) How
to do Xtabond2: "Difference" and "System" GMM in Stata – CGD Working Paper 103, **Attanasio,
Orazio, Lucio Picci and Antonello Scorcu (1998) “Savings, Growth and Investment: Macro analysis using a panel of
countries” Attanasio, Orazio,
Lucio Picci and Antonello Scorcu (2000)
“Savings, Growth and Investment: A macroeconomic analysis
using a panel of countries” REStat, 82:2,182-211. Attanasio, Orazio,
Costas Meghir and Miguel Szekely (2003) “Randomized experiments and l models of scaling up: Evidence
from the Progresa” ABCDE Conference, **Baltagi,
(2000) To Pool or not to Pool : Homogenous
Versus Heterogeneous Estimators Applied to Cigarette Demand” REStat,
82:1,117-126. Judson, Ruth and Ann Owen (1996) “Estimating Dynamic Panel Data Models: A
Practical Guide for Macroeconomists” Federal Reserve Board of Governors,
January 1996 Lloyd, Tim, O. Morrissey and R. Osei (2001) “Problems with Pooling in Panel Data Analysis
for Developing Countries: The Case of Aid
and Trade” CREDIT Paper 01/14 Univ of 2. Duration or survival analysis: MIT
Open Course: Research methods for Doctoral Students (2004) ** 1-881228-84-3 Stata
Pubs (intro to survival analysis
and see chapt 2 on
hazard functions). University of Essex 2005 Course on
Survival Analysis with Stata EC698 Stephen Jenkins Stephen
P. Jenkins and J. A. Rigg (2001) Dynamics of poverty in
Britain (nice application see also Ralph Sezter (2005) The Political
Economy of Fixed Exchange rates.” 3. Instrumental
Variables: how good are yours…? **Baum, C.F., Schaffer, M.E., and Stillman, S. 2003. Instrumental Variables and
GMM: Estimation and Testing. The Stata
Journal, Vol. 3, No. 1, pp. 1-31. Working paper version:
Boston College Department of Economics Working Paper #545. ideas.repec.org/p/boc/bocoec/545.html
see also Baum (2006) Chapt 8 On
program Evaluation: Ravallion (2005) Evaluating
Anti-poverty Programs 6. More Stata
resources books and tutorials **Boston
College SSC on line Stata program library: (to use any
of over 1000 Stata routines from this library just type “ssc install ivreg2” for example) Stata Gradplan contact me if you want to purchase Stata
under this plan as a **Christopher F. Baum (2006) Intro to
Econometrics Using Stata, Stata Press, ISBN 1597180130 Chapter 1 and Chapt
2 highly
recommended. |
Help for PhD students “The only thing to do
with good advice is to pass it on. It is never of any use to oneself.” Oscar
Wilde, An Ideal husband John
Cochrane’s Writing Guidelines for my students An amazing collection of PhD course lecture notes online… GSAS
PhD Research Fellowships (application deadline late January) Obstfeld and Rogoff’s Notation Guide and Chapt 1 Equations (standard notation for many open
economy macro variables) |
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