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Craig A. Depken, II


The University of Texas at Arlington


Craig A. Depken, II
Department of Economics
Box 19479 UT Arlington
Arlington, TX 76019
Office: 817.272.3290
Fax: 817.272.3145
Email: depken@uta.edu

Spring 2007

ECON5336 Econometrics

Syllabus
Office Hours

Class Resources

Text Book's Website
Lecture Notes (Posted with a lag)

In-Class Handouts and Example Datasets

On Saving STATA Data Files: Right click, save as. However, some browsers will try to save the file as an .html file. After you save the file, you might have to rename a .dta file.

County Crime Rates (STATA file)
URL: http://www.uta.edu/depken/grad/5336/countycrime1.dta

Student Spending 2002-2003 (CSV file)
Student Spending 2002-2003 (Stata file)
URL: http://www.uta.edu/depken/data/spending0203.dta

Wage data (Stata file) [Note: STATA Small will not read entire file]
URL: http://www.uta.edu/depken/data/wages.dta

2005 Top Book Sales
URL: http://www.uta.edu/depken/data/booksales2005.dta

CAPM data used in notes
URL: http://www.uta.edu/depken/data/capmdata.dta

International Software Piracy
URL: http://www.uta.edu/depken/ugrad/3318/intpiracy.dta

U.S. Software Piracy
URL: http://www.uta.edu/depken/data/piracydata.dta

Baseball and Football data
URL: http://www.uta.edu/depken/data/sportsdata1.dta

U.S. Gasoline Prices
URL: http://www.uta.edu/depken/data/gasprices1.dta

U.S. Petroleum Prices
URL: http://www.uta.edu/depken/data/petroleum2.dta

Canadian Housing Prices
URL: http://www.uta.edu/depken/data/housing1.dta

Arlington Housing Prices
URL: http://www.uta.edu/depken/data/arlington.dta

Production Function Data (Hildebrand and Liu, 1957)
URL: http://www.uta.edu/depken/data/sci33data.dta

Home Depot Sales and Size Data
URL: http://www.uta.edu/depken/data/homedepot.dta

1998 Carnegie I Library Staff Data
URL: http://www.uta.edu/depken/data/libstaff98.dta
Original Data Source from NCES

Female wages [borrowed from Woolridge Ch. 15]
URL: http://www.uta.edu/depken/data/mroz.dta

Smoking and birth weight [borrowed from Woolridge Ch. 15]
URL: http://www.uta.edu/depken/data/bwght.dta


Homework and STATA Resources

Helpful STATA links and tips
How to get STATA Small for Windows (NOTE: UTAECON is not longer required to obtain Small STATA)
Demonstration Video (AVI format)
Demonstration Video (wmv format)

Homework #1: Statistics Review [Due Feb 7]
Homework Questions
Suggested Answers
Homework #2: Simple Regression [Due Feb 26]
Homework Questions
Suggested Answers
Homework #3: Multiple Regression [Due March 19]
Homework Questions
STATA Data (newmexico.dta)
http://www.uta.edu/depken/data/newmexico.dta [URL]
Homework #4: Hypothesis Testing and Functional Forms [Due April 2]
Homework Questions
STATA Data (lottery.dta)
Output for Question 3 and 4 for STATA/Small users
http://www.uta.edu/depken/data/lottery.dta [URL]
Homework #5: Heteroscedasticity [Due April 9]
Homework Questions
STATA Data (arlington.dta)
Variable Definitions
http://www.uta.edu/depken/data/arlington.dta [URL]
Homework #6: Autocorrelation [Due April 18]
Homework Questions
STATA Data (hwi.dta)
http://www.uta.edu/depken/data/hwi.dta [URL]
Homework #7: [Due May 7]
Homework Questions
STATA Data (ncaa.dta)
http://www.uta.edu/depken/data/ncaa.dta [URL]

Exam Resources

Old Exams
2007 Midterm Answers (Flash Media) [For a limited time only]
Final Review Sheet

Projects and Seminar Reviews

Some Guidelines for a Paper (Adobe format)
Seminar Report Form (Adobe format) (MSWord format)

Additional Readings

Econometrics Links
Richard Pollard paper (referred to on first day of class)
Discussions on Distributions
Gelman and Stern on Statistical Significance
McCloskey and Ziliak on Economic Significance
Working's 1927 paper on simultaneous equations
Working's 1934 paper on simultaneous equations

Some reasonably easy-to-read econometrics papers:
"Symposium on Econometrics Tools," Alan Kreuger
"Customer Racial Discimination in the Market for Baseball Memorabilia," Clark Nardinelli and Curtis Simon
"Reverse Regression, Collinearity, and Employment Discrimination," Mary Whiteside and A. Narayanan
"The Assumptions of Linear Regression," R.G.D. Allen
"The Wheat Supply Function," B.J. Bowden
"Do Students Go to Class? Should They," David Romer
More to come...

I no longer support SAS in this course. I recommend buying STATA Small, which is cheaper and easier to use than SAS. SAS is available on computers in Ransom hall, however I will not field in-depth questions about SAS.
Useful SAS Tips
Useful SAS Starting Instructions


Previous Classes
Spring 2006
Spring 2005
Spring 2004
Spring 2003
Spring 2002
Fall 2000

Note: Links that return you to this page reflect documents that have yet to be posted.