Journal of Experimental Criminology (2006) 2: 2344 DOI: 10.1007/s11292-005-5126-x
#
Springer 2006
Research article
Instrumental variables methods in experimental criminological research: what, why and how
JOSHUA D. ANGRIST*
MIT Department of Econ
Material for the final
May 2008 In principle, all class materials are part of the final. For the textbook, this means 1. Panel data models; Chapter 13 and 14 2. Endogeneity, instrumental variables, and two stage least squares; Chapter 15 and 16 3. Pr
Midterm sample questions for Econ 642
April 2008 R. de Jong
1. Consider the following dataset: we have panel data on 500 children whose parents divorced at age 8. For every year between ages 9 and 18, we have a measure of their psychological health
Second take home exercise for Econ 642
April 2008 R. de Jong
1. Consider the following dataset: we have panel data on 500 children whose parents divorced at age 8. For every year between ages 9 and 18, we have a measure of their psychological health
Third take home exercise, Econ 642
de Jong, Spring 2008
Answer all questions below. Please hand in your solutions at the start of the class of Monday May 12. Motivate all your answers. At http:/web.econ.ohio-state.edu/jungick/e642pd.htm you will fin
Fourth take home exercise, Econ 642
De Jong, Spring 2008 Answer all questions below. Please hand in your solutions at the start of the class of Wednesday May 21.
Fifth take home exercise, Econ 642
de Jong, Spring 2008
Answer all questions below. Please hand in your solutions at the start of the class of Monday May 28. Motivate all your answers. At http:/www.econ.ohio-state.edu/dejong/bushapproval.txt you wil
CHAPTER 1
THE LINEAR REGRESSION MODEL:
AN OVERVIEW
Damodar Gujarati
Econometrics by Example
THE LINEAR REGRESSION MODEL (LPM)
The general form of the LPM model is:
Yi = B1 + B2X2i + B3X3i + + BkXki + ui
Or, as written in short form:
Yi = BX + ui
Y is t
CHAPTER 2
FUNCTIONAL FORMS
OF REGRESSION MODELS
Damodar Gujarati
Econometrics by Example
LOG-LINEAR, DOUBLE LOG, OR
CONSTANT ELASTICITY MODELS
The Cobb-Douglas Production Function:
Qi B1 Li K i
B2
B3
can be transformed into a linear model by taking natur
CHAPTER 3
QUALITATIVE EXPLANATORY
VARIABLES REGRESSION MODELS
Damodar Gujarati
Econometrics by Example
QUALITATIVE VARIABLES
Qualitative variables are nominal scale variables which have no
particular numerical values.
We can quantify them by creating th
CHAPTER 5
REGRESSION DIAGNOSTIC II:
HETEROSCEDASTICITY
Damodar Gujarati
Econometrics by Example
HETEROSCEDASTICITY
One of the assumptions of the classical linear
regression (CLRM) is that the variance of ui, the error
term, is constant, or homoscedastic.
CHAPTER 4
REGRESSION DIAGNOSTIC I:
MULTICOLLINEARITY
Damodar Gujarati
Econometrics by Example
MULTICOLLINEARITY
One of the assumptions of the classical linear
regression (CLRM) is that there is no exact linear
relationship among the regressors.
If there
CHAPTER 6
REGRESSION DIAGNOSTIC III:
AUTOCORRELATION
Damodar Gujarati
Econometrics by Example
AUTOCORRELATION
One of the assumptions of the classical linear
regression (CLRM) is that the covariance between
ui, the error term for observation i, and uj, th
CHAPTER 7
REGRESSION DIAGNOSTIC IV:
MODEL SPECIFICATION ERRORS
Damodar Gujarati
Econometrics by Example
MODEL SPECIFICATION ERRORS
One of the assumptions of the classical linear regression
(CLRM) is that the model is specified correctly.
By correct spec
CHAPTER 13
STATIONARY AND NONSTATIONARY
TIME SERIES
Damodar Gujarati
Econometrics by Example
TIME SERIES
Most economic time series in level form are
nonstationary.
Such series often exhibit an upward or downward trends
over a sustained period of time.
CHAPTER 14
COINTEGRATION AND ERROR
CORRECTION MODELS
Damodar Gujarati
Econometrics by Example
COINTEGRATION
There is a unique case where a regression of a nonstationary series
on another nonstationary series does not result in spurious
regression.
This
CHAPTER 15
ASSET PRICE VOLATILITY:
THE ARCH AND GARCH MODELS
Damodar Gujarati
Econometrics by Example
VOLATILITY CLUSTERING
Volatility Clustering: Periods of turbulence in which
prices show wide swings and periods of tranquility in
which there is relativ
Economics 642: Applied Economic Models and Forecasting Professor Robert M. de Jong Office: 429 Arps Hall Email: [email protected] Office hours: Tuesday and Thursday, 1:00-3:00pm. Classes: Mondays and Wednesdays, 1:30-3:18pm TA for this course: Jungic
Table 1 was accidentally missing from the first take home exercise that was handed out on Monday: Table 1: A sample of Observations on Poultry Feed Inputs and Meat Outputs Note: the input is x, the output is y. x 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 y
Midterm of Wednesday April 23
Econ 642, Spring 2008, de Jong Your midterm will consist of a number of short answer questions.
Material from Wooldridge for study: 1. all classnotes, exercises, and transparencies 2. Rehearsal from 641: 3.1-3.4; 4.1-4
Econ 642, Monday March 24, class 1
Econ 642, Monday March 24, class 1
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Monday March 24, class 1
Econ 642, Monday March 24, class 1
Economics 642: Applied Ec
Econ 642, Monday March 24, class 1
Econ 642, Wednesday March 26, class 2
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Wednesday March 26, class 2
Econ 642, Monday March 24, class 1
Model and Least squ
Econ 642, Monday March 31, class 3
Econ 642, Monday March 31, class 3
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Monday March 31, class 3
Econ 642, Monday March 31, class 3
Model assumptions Panel d
Econ 642, Wednesday April 2, class 4
Econ 642, Wednesday April 2, class 4
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Wednesday April 2, class 4
Econ 642, Wednesday April 2, class 4
Monday's lecture:
Econ 642, Monday April 7, class 5
Econ 642, Monday April 7, class 5
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Monday April 7, class 5
Econ 642, Monday April 7, class 5
Rest of Chapter 13 Chapter 14
Econ 642, Wednesday April 9, class 6
Econ 642, Wednesday April 9, class 6
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Wednesday April 9, class 6
Econ 642, Wednesday April 9, class 6
Chapter 15
Outli
Econ 642, Monday April 14, class 7
Econ 642, Monday April 14, class 7
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Monday April 14, class 7
Econ 642, Monday April 14, class 7
Chapter 15
Outline
1
E
Econ 642, Wednesday April 16, class 8
Econ 642, Wednesday April 16, class 8
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Wednesday April 16, class 8
Econ 642, Wednesday April 16, class 8
Midterm of We
Econ 642, Monday April 21, class 9
Econ 642, Monday April 21, class 9
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Monday April 21, class 9
Econ 642, Monday April 21, class 9
Chapter 17
Outline
1
E
Econ 642, Wednesday April 30, class 10
Econ 642, Wednesday April 30, class 10
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Wednesday April 30, class 10
Econ 642, Wednesday April 30, class 10
Chapter 1