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...Econ. 240B, Second Half
Daniel McFadden, 2001
EXERCISE 4. DEMAND SYSTEMS FOR FACTORS OF PRODUCTION (To be handed in on Nov. 23) Producers operating in competitive input markets will choose factor inputs to minimize costs at each output level, given...
...Economics 240B, Second Half
Daniel McFadden 1999
CHAPTER 1. DISCRETE RESPONSE MODELS
1. INTRODUCTION When economic behavior is expressed as a continuous variable, a linear regression model is often adequate to describe the impact of economic facto...
...1
GENERALIZED METHOD OF MOMENTS z data generated by a process parameterized by a k1 vector 2. l(z,2) log likelihood of z, 2 true value of 2 in the population. 2o g(z,2) m1 vector of functions of z and 2 that have 2 zero expectation in the population...
...Example: Small-Sample Properties of IV and OLS Estimators
Considerable technical analysis is required to characterize the finite-sample distributions of IV estimators analytically. However, simple numerical examples provide a picture of the situation...
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of University California, Santa Cruz Economics 211B Spring 2006 MW 5:00-6:45 Carlos Dobkin Engineering 2 441 Advanced Econometrics This course will cover both econometric theory and applications. The course will include a final exam, a class presentation and five problem sets. The problem sets will require programming in STATA. I strongly recommend working in groups of two or three on the problem sets. Only one problem set should be turned in for each group. Text Book: Econometric Analysis Cross of Section and Panel Data, by Jeffrey Wooldridge My Office Hours: Fridays 1:30-2:30 (441 Engineering 2) My E-mail: cdobkin@ucsc.edu Grading: Problem Sets 30%, Presentation 20%, Class Participation 10%, Final Exam 40% Topics covered Instrumental Variables Systems of Equations Simultaneous Equation Models Panel Data Models Nonlinear Regression Models Qualitative Response Models Limited Dependent Variables Models Count Models Duration Models
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UCSC >> ECON >> 211b (Fall, 2008)
The Impact of Insurance Status on Hospital Treatment and Outcomes David Card, Carlos Dobkin and Nicole Maestas Many Americans Are Uninsured 10% of Americans 62-64 are uninsured 28% of Minorities with less than a high school education are uninsured...
UCSC >> ECON >> 211b (Fall, 2008)
Economics 113 Introduction to Econometrics Winter 2004 Name _ Professor Dobkin Final Exam Version A You must answer all the questions. The exam is closed book and closed notes you may use calculators. You must show your work to receive full credit ...
UCSC >> ECON >> 211b (Fall, 2008)
The Effects of Government Transfers on Monthly Cycles in Drug Abuse, Crime and Mortality Carlos Dobkin and Steven Puller What are the immediate adverse effects of the receipt of government aid? Important to understand the unintended consequences o...
UCSC >> ECON >> 211b (Fall, 2008)
THE LONG-TERM IMPACT OF MILITARY SERVICE ON HEALTH: EVIDENCE FROM WORLD WAR II AND THE KOREAN WAR Kelly Bedard Olivier Deschnes* Department of Economics University of California, Santa Barbara May 2004 Abstract During the World War II and Korean W...
UCSC >> ECON >> 211b (Fall, 2008)
Economics 113 Introduction to Econometrics Spring 2005 Name _ Professor Dobkin Version A First Midterm Exam You must answer all the questions. The exam is closed book and closed notes. You may use your calculators but please show your work step by...
UCSC >> ECON >> 211b (Fall, 2008)
Economics 113 Introduction to Econometrics Winter 2004 Name Student ID _ _ Professor Dobkin Sample Second Midterm Exam You must answer all the questions. The exam is closed book and closed notes . You must show your work to receive full credit 1. W...
UCSC >> ECON >> 211b (Fall, 2008)
Economics 113 Introduction to Econometrics Spring 2006 Name _ Professor Dobkin Midterm Exam (Version A) You must answer all the questions. The exam is closed book and closed notes. You may use your calculators but please show your work step by step...
UCSC >> ECON >> 211b (Fall, 2008)
Economics 113 Introduction to Econometrics Winter 2005 Name _ Professor Dobkin First Midterm Exam You must answer all the questions. The exam is closed book and closed notes. You may use your calculators but please show your work step by step. You ...
UCSC >> ECON >> 211b (Fall, 2008)
University of California, Santa Cruz Economics 113 Spring 2004 MWF 2:00-3:10 Introduction to Econometrics Carlos Dobkin Kresge Classroom 321 This course is an introduction to the theory and application of statistics to economic problems. This cours...
UCSC >> ECON >> 211b (Fall, 2008)
Going to College to Avoid the Draft: The Unintended Legacy of the Vietnam War David Card University of California Berkeley Thomas Lemieux University of British Columbia December 2000 ABSTRACT The rise in college attendance rates in the mid-1960s i...
UCSC >> ECON >> 211b (Fall, 2008)
Economics 113 Introduction to Econometrics Spring 2004 Name _ Professor Dobkin Version A Second Midterm Exam You must answer all the questions. The exam is closed book and closed notes you may use calculators. You must show your work to receive fu...
UCSC >> ECON >> 211b (Fall, 2008)
Estimates of the Willingness-to-Pay to Avoid Military Service and Fatality Risk: Evidence from the Vietnam Draft Chris Rohlfs1 22 April 20052 Abstract In this note, the effects of the Vietnam draft on college attendance are compared to the effects of...
UCSC >> ECON >> 211b (Fall, 2008)
Economics 113 Introduction to Econometrics Winter 2004 Name _ Professor Dobkin Version A Second Midterm Exam You must answer all the questions. The exam is closed book and closed notes you may use calculators. You must show your work to receive fu...
UCSC >> ECON >> 211b (Fall, 2008)
Economics 113 Introduction to Econometrics Spring 2005 Name _ Professor Dobkin Final Exam Version A You must answer all the questions. The exam is closed book and closed notes you may use calculators. You must show your work to receive full credit ...
UCSC >> ECON >> 211b (Fall, 2008)
The War on Drugs: Methamphetamine, Public Health and Crime Carlos Dobkin and Nancy Nicosia (July 12, 2005) Abstract This paper examines the impact of an extremely successful government effort to reduce the supply of methamphetamine precursors. The i...
UCSC >> ECON >> 211b (Fall, 2008)
The Impact of Insurance Status on Hospital Treatment and Outcomes David Card, Carlos Dobkin and Nicole Maestas Many Americans Are Uninsured 10% of Americans 62-64 are uninsured 28% of Minorities with less than a high school education are uninsured...
UCSC >> ECON >> 211b (Fall, 2008)
Does College Education Impact Health? Evidence From the Pre-Lottery Vietnam Draft 1 Bo MacInnis Abstract The drastic change in drafting rules from the pre-lottery Vietnam draft to the draft lottery creates a discontinuity in postsecondary educationa...
UCSC >> ECON >> 211b (Fall, 2008)
Does Military Service Make You a More Violent Person?: Evidence from the Vietnam Draft Lottery Chris Rohlfs 1 3 November 2005 2 Abstract In this paper, I use the Vietnam draft lottery as a natural experiment to measure the effects of military servic...
UCSC >> ECON >> 211b (Fall, 2008)
...
UCSC >> ECON >> 211b (Fall, 2008)
THE LONG-TERM IMPACT OF MILITARY SERVICE ON HEALTH: EVIDENCE FROM WORLD WAR II VETERANS Kelly Bedard Olivier Deschnes* Department of Economics University of California, Santa Barbara First Draft: March 2003 This Draft: September 2003 Abstract: Som...
UCSC >> ECON >> 211b (Fall, 2008)
CENTER FOR LABOR ECONOMICS UNIVERSITY OF CALIFORNIA, BERKELEY WORKING PAPER NO. 46 Did Draft Avoidance Raise College Attendance During the Vietnam War? David Card University of California Berkeley Thomas Lemieux University of British Columbia Febru...
UCSC >> ECON >> 211b (Fall, 2008)
Economics 113 Introduction to Econometrics Spring 2006 Name _ Professor Dobkin Final Exam Version A You must answer all the questions. The exam is closed book and closed notes you may use calculators. You must show your work to receive full credit ...
UCSC >> ECON >> 211b (Fall, 2008)
University of California, Santa Cruz Economics 113 Spring 2007 MWF 2:00-3:10 Introduction to Econometrics Carlos Dobkin Humanities Lecture 206 This course is an introduction to the theory and application of statistics to economic problems. This co...
UCSC >> ECON >> 211b (Fall, 2008)
University of California, Santa Cruz Economics 113 Winter 2004 MWF 11:00-12:10 Introduction to Econometrics Carlos Dobkin Kresge Classroom 321 This course is an introduction to the theory and application of statistics to economic problems. This cou...
UCSC >> ECON >> 211b (Fall, 2008)
Economics 113 Introduction to Econometrics Professor Dobkin Problem Set 3 Due at the beginning of Class on Monday May 7th 1) Problem 3.1 Wooldridge 2) Problem 3.2 Wooldridge 3) Problem 3.5 Wooldridge 4) Problem 3.7 Wooldridge The datasets needed fo...
UCSC >> ECON >> 211b (Fall, 2008)
Partial summary of course Univariate Statistics 1n Mean: x = xi n i =1 2 1n Variance x = ( xi x )2 n 1 i =1 Standard Deviation Square root of the variance Bivariate Statistics Covariance: xy = Correlation: r xy = 1n ( xi x )( yi y ) n ...
UCSC >> ECON >> 211b (Fall, 2008)
Figure 4A-L: Age profile of means of grade by male female for natives by age with regression laid over it. Restrict to Natives F4A: California Age 4 age profile of grade by male female F4B: California Age 5 age profile of grade by male female F4C: Ca...
UCSC >> ECON >> 211b (Fall, 2008)
American Journal of Epidemiology Copyright 2001 by the Johns Hopkins University Bloomberg School of Public Health All rights reserved Vol. 154, No. 5 Printed in U.S.A. Gulf War Veterans Mortality Outcomes Kang and Bullman ORIGINAL CONTRIBUTIONS ...
UCSC >> ECON >> 211b (Fall, 2008)
Table 3A: Drop Outs California Age 4 Conditional Cut off Age Age SQ Age * Cut off Age Sq * Cut off Constant R-squared Obs (Underlying) Drop Out NO Drop Out YES Age 5 Drop Out NO Drop Out YES Age 6 Drop Out NO Drop Out YES Age 10 Drop Out NO Drop O...
UCSC >> ECON >> 211b (Fall, 2008)
University of California, Santa Cruz Economics 211B Spring 2004 MWF 5:00-6:45 Advanced Econometrics Carlos Dobkin Social Sciences I 149 This course will cover both econometric theory and the applications. The course will include a final exam, a cla...
UCSC >> ECON >> 211b (Fall, 2008)
University of California, Santa Cruz Economics 113 Spring 2006 MWF 3:30-4:40 Introduction to Econometrics Carlos Dobkin Oakes Academic 105 This course is an introduction to the theory and application of statistics to economic problems. This course ...
UCSC >> ECON >> 211b (Fall, 2008)
Economics 211B Advanced Econometrics Spring 2004 Name _ Professor Dobkin Final Exam You must answer all the questions. The exam is closed book and closed notes. You must show your work to receive full credit 1. Please define, give an example and de...
UCSC >> ECON >> 211b (Fall, 2008)
Economics 113 Introduction to Econometrics Winter 2004 Name Student ID _ _ Professor Dobkin Sample Second Midterm Exam You must answer all the questions. The exam is closed book and closed notes . You must show your work to receive full credit 1. W...
UCSC >> ECON >> 211b (Fall, 2008)
Cash Assistance and Monthly Cycles in Substance Abuse Carlos Dobkin and Steve Puller Policy Concern About Cash Aid Substance Abuse Link Politicians and health professionals are concerned that government aid results in increased substance abuse Th...
UCSC >> ECON >> 240a (Fall, 2008)
Introduction to Econometrics - Economics 113 Professor Alan Spearot UC Santa Cruz Overview of the course This course is an introduction to applying statistical techniques to economic issues. The course will cover practical methods for organizing and ...
UCSC >> ECON >> 240a (Fall, 2008)
...
UCSC >> ECON >> 240a (Fall, 2008)
Homework # 5 Economics 113 Professor Spearot Fall 2008 Due Wednesday, November 19th, in-class Please report all regression output and commands. Problem #1 Using Wage2.dta from the course website, please run the following regression. wage = 0 + Educ...
UCSC >> ECON >> 240a (Fall, 2008)
A Theory of Trade Disagreement Alan C. Spearot University of California - Santa Cruz Very preliminary - comments welcome November 9, 2008 Abstract Global free trade, by denition, involves every country. Thus, in agreeing to this trading equilibrium...
UCSC >> ECON >> 240a (Fall, 2008)
Economics 113 - Fall 2008 Introduction to Econometrics Name _ Professor Spearot Midterm Exam # 1 The exam is closed book and closed notes. Please show your work step by step. Simple calculators may be used (no graphing or financial calculators and ...
UCSC >> ECON >> 240a (Fall, 2008)
Economics 113 Professor Spearot Introduction to Econometrics Fall 2008 Midterm 2 Name _ Midterm 2 90 Points You must answer all the questions. Please write your name on every page. The exam is closed book and closed notes. You may use calculators,...
UCSC >> ECON >> 240a (Fall, 2008)
Lecture 14 - Economics 113 Professor Spearot I Agenda 1. 2. 3. 4. Two-sided hypothesis tests Condence Intervals P-values STATA (if time) I I Homework #4 due on Friday. Wednesday I I Case Study (research!) STATA The t-test Two-sided tests I Two...
UCSC >> ECON >> 240a (Fall, 2008)
Homework #3 Economics 113 Introduction to Econometrics Professor Spearot Due Wednesday, October 29th, 2008 Beginning of class 1. Please interpret the slope coefficient in each of the following four specifications: y = 0 + 1 x + y = 0 + 1 log( x) ...
UCSC >> ECON >> 240a (Fall, 2008)
...
UCSC >> ECON >> 240a (Fall, 2008)
Exam Examples - Economics 113 Professor Spearot I Agenda 1. Examples I I Homework due on Wednesday Midterm #2 on Friday Example Birthweights I Birthweights bwght = 0 + cigs cigs + faminc faminc + u I What can we do with this? I I I Test hyp...
UCSC >> ECON >> 240a (Fall, 2008)
Economics 113 Introduction to Econometrics Spring 2006 Name _ Professor Dobkin Final Exam Version A You must answer all the questions. The exam is closed book and closed notes you may use calculators. You must show your work to receive full credit ...
UCSC >> ECON >> 240a (Fall, 2008)
Homework #4 Answers 1a. The R2 tells us that 31.6% of the variation in the log wage is explained by the education, experience, and tenure. However, it does not imply a causal relationship. 1b. First, state the null and alternative hypotheses: H0 HA N...
UCSC >> ECON >> 240a (Fall, 2008)
Multilateral liberalization and bilateral trade: It all about value. s Alan C. Spearot University of California - Santa Cruz Very preliminary - comments welcome November 2, 2008 Abstract In this paper, I articulate a new and important channel throug...
UCSC >> ECON >> 240a (Fall, 2008)
Economics 113 Introduction to Econometrics Spring 2005 Name _ Professor Dobkin Version A First Midterm Exam You must answer all the questions. The exam is closed book and closed notes. You may use your calculators but please show your work step by...
UCSC >> ECON >> 240a (Fall, 2008)
Technical Appendix: Productivity and the role of the global acquisition market Alan C. Spearot University of California - Santa Cruz September 15, 2008 1 Open Economy - Small Trade Costs - Endogenous A This section will be identical to the main pa...
UCSC >> ECON >> 240a (Fall, 2008)
Homework #5 Answers 1a.) What is the R2 for this regression? Using an F-test, conclude at the 95% level whether the variables of the model (Educ, Exper, and Tenure) have any power in explaining wage . regress wage educ exper tenure Source | SS df MS ...
UCSC >> ECON >> 240a (Fall, 2008)
Economics 113 Introduction to Econometrics Spring 2004 Name Student ID _ _ Professor Dobkin First Midterm Exam You must answer all the questions. The exam is closed book and closed notes. You may use your calculators but please show your work step ...
UCSC >> ECON >> 240a (Fall, 2008)
Alan C. Spearot Assistant Professor of Economics University of California Santa Cruz 1156 High Street Santa Cruz, CA 95060 PERSONAL Age Birthplace Citizenship Marital Status 28 Pontiac, Michigan, USA United States Single Office: (831) 459-1530 Cel...
UCSC >> ECON >> 240a (Fall, 2008)
Lecture 18 - Economics 113 Professor Spearot I Agenda 1. F-Stat - Regression Signicance 2. Quadratics 3. Predictions I I Homework #5 due on Wednesday Midterm 2 is next Friday, in class. The F-Test Example - Birth Weight I Unrestricted model Bwg...
UCSC >> ECON >> 240a (Fall, 2008)
...
UCSC >> ECON >> 240a (Fall, 2008)
Lecture 17 - Economics 113 Professor Spearot I Agenda 1. Basic F-tests 2. General regression signicance 3. General Linear Restrictions I I Homework 5 due a week from today. - LONG! Midterm 2 is next Friday, in class. Multiple restrictions The F-...
UCSC >> ECON >> 240a (Fall, 2008)
...
UCSC >> ECON >> 240a (Fall, 2008)
Economics 113 Introduction to Econometrics Spring 2006 Name _ Professor Dobkin Midterm Exam (Version A) You must answer all the questions. The exam is closed book and closed notes. You may use your calculators but please show your work step by step...
UCSC >> ECON >> 240a (Fall, 2008)
Lecture 20 - Economics 113 Professor Spearot I Agenda 1. Standardizing Variables 2. Adjusted R 2 3. Model Selection I Homework due on Friday Regressions Standardizing variables I I Sometimes interpreting is di cult. We can standardize to impro...
UCSC >> ECON >> 240a (Fall, 2008)
Homework #2 Economics 113 Introduction to Econometrics Professor Spearot Due Friday, October 10th, 2008 Beginning of class 1. The Dude is an avid bowler. Since he is a master of relaxation, the probability of rolling a strike in any given frame is i...
UCSC >> ECON >> 240a (Fall, 2008)
International Trade - Economics 240A Alan Spearot Fall Quarter, 2008 Overview of the course This is the rst module in the graduate trade sequence. We will cover the \"basics\" of international trade theory. I will do my best to cover both the classic m...
UCSC >> ECON >> 240a (Fall, 2008)
Homework #6 Solutions Problem #1 . gen educ_exper=educ*exper . regress lwage educ educ_exper exper Source | SS df MS -+-Model | 22.3529774 3 7.45099246 Residual | 143.303317 931 .153924078 -+--Total | 165.656294 934 .177362199 Number of obs F( 3, 931...
UCSC >> ECON >> 240a (Fall, 2008)
Economics 113 Introduction to Econometrics Winter 2005 Name _ Professor Dobkin First Midterm Exam You must answer all the questions. The exam is closed book and closed notes. You may use your calculators but please show your work step by step. You ...
UCSC >> ECON >> 240a (Fall, 2008)
Economics 113 - Fall 2007 Introduction to Econometrics Name _ Professor Spearot Midterm Exam (Version A) The exam is closed book and closed notes. You may use your calculators but please show your work step by step. No graphing calculators or cell ...
UCSC >> ECON >> 240a (Fall, 2008)
Lecture 16 - Economics 113 Professor Spearot I Agenda 1. Linear Combinations 2. Generating variables in Stata 3. F-Test I I I Homework is due next Wednesday Midterm #2 is next Friday A good Stata reference is available at: http:/www.princeton.edu...
UCSC >> ECON >> 240a (Fall, 2008)
Economics 113 Introduction to Econometrics Spring 2004 Name _ Professor Dobkin Final Exam Version A You must answer all the questions. The exam is closed book and closed notes you may use calculators. You must show your work to receive full credit ...
UCSC >> ECON >> 240a (Fall, 2008)
Economics 113 Professor Spearot Introduction to Econometrics Spring 2008 Midterm 2 Name _ Midterm 2 120 Points You must answer all the questions. Please write your name on every page. The exam is closed book and closed notes. You may use calculato...
UCSC >> ECON >> 240a (Fall, 2008)
Economics 113 Professor Spearot Introduction to Econometrics Fall 2007 Final Exam Name _ Final Exam Version A 80 Points You must answer all the questions. The exam is closed book and closed notes. You may use calculators, but they must not be grap...
UCSC >> ECON >> 240a (Fall, 2008)
Homework #2 Economics 113 Introduction to Econometrics Professor Spearot Due Friday, October 10th, 2008 Beginning of class 1. The Dude is an avid bowler. Since he is a master of relaxation, the probability of rolling a strike in any given frame is i...
UCSC >> ECON >> 240a (Fall, 2008)
Homework # 4 Economics 113 Professor Spearot Fall 2008 Due Friday, November 7th, in-class Problem #1 Consider the following regression predicting wages, d log(wage) = 0.284 + 0.092 Educ + 0.0041 Exper + 0.022 T enure (0.007) (0.0017) (0.003) (0.104)...
UCSC >> ECON >> 240a (Fall, 2008)
Homework #1 Economics 113 Introduction to Econometrics Professor Spearot Due Friday, October 3rd, 2008 Beginning of class 1. Drummers are unpredictable. Sometimes they play fast, and sometimes they play slow. During a recent 5 day mini-tour, Profess...
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