Econometrics Help	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 University of Essex 2005 Course on Panel Methods EC698 part II **Roodman, David (2006) How to do Xtabond2: "Difference" and "System" GMM in Stata – CGD Working Paper 103, Washington D.C. (highly recommended, not just for panel estimation) **Attanasio, Orazio, Lucio Picci and Antonello Scorcu (1998) “Savings, Growth & Investment: Macro analysis using a panel of countries” University of London – nice discussion of N & T tradeoffs – longer, working paper version of ReStat paper below. 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, Bangalore, India. **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 Nottingham, UK. 2. Duration-survival and binary choice models: MIT Open Course: Research methods for Doctoral Students (2004) Maria’s Probit in Stata Tutorial **Cleves,M,. W. Gould, and R G. Gutierrez (2004) Survival Analysis Using Stata, Revised Ed 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: weak or strong…? **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 4. Recommended Stata 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 Fordham University graduate student (mcleod@fordham.edu) **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.” Oscar Wilde, An Ideal husband John Cochrane’s Writing Tips for PhD Students My writing Guidelines Nice collection of PhD lecture notes online… econometrics, macro, etc. GSAS Research Fellowships (deadline late January) Obstfeld and Rogoff’s Notation Guide Chapt 1 Equations (standard notation for open economy macro)