## Advanced Quantitative Methods

POL 50050 **PhD Quantitative Methods II**

Tuesday, 9-11 am, room G317, Newman Building (building 36 on the campus map).

While the statistical package R is the software used on slides, students can use any package of choice. A booklet with commands in R, Stata, and SPSS will be made available. R can be downloaded for free here. A handy overview of R regression commands can be found here: reference card for regression. A more general one for R is here: short reference card.

A booklet is in production with all relevant commands for the course in a number of different statistical packages, with an early draft here: Statistical Software Guide for Introductory Econometrics. Since we are actively working on this booklet, any feedback would be greatly appreciated.

For R users, please make sure to install the following packages prior to the second lecture of the course:

faraway, arm, lmtest, tseries, ape, MASS, plm, and pcse.

Here is an interesting list of statistics blogs.

It is generally advisable to bring electronic copies of slides and lecture notes (where applicable) to the class. I would recommend not to print the slides, however, since these are large files. There is also WiFi access available in-class.

Data can be found on the teaching data page, but for homeworks also original replication data sets might be used.

1 | 21/1 | Mathematics review | slides | notes | exercise | |

2 | 28/1 | Statistical estimators | slides | notes | ||

3 | 4/2 | Ordinary Least Squares | slides | notes | homework | |

4 | 11/2 | Regression diagnostics | slides | |||

5 | 20/2 | Time-series analysis | slides | homework | ||

6 | 25/2 | Causal inference | slides | notes | ||

7 | 4/3 | Maximum Likelihood | slides | homework | ||

8 | 1/4 | Limited dependent variables I | slides | |||

9 | 8/4 | Limited dependent variables II | (continued) | homework | ||

10 | 15/4 | Bootstrap and simulation | slides | notes | ||

11 | 22/4 | Multilevel data | slides | homework |