Advanced Quantitative Methods
POL 50050 PhD Quantitative Methods II
Friday, 1-4 pm, room G317, Newman Building (building 41 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. Finally, there is an extensive overview of R packages relevant for econometrics.
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.
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||26/1||Mathematics review & statistical estimators||slides||lab||notes | notes|
|2||2/2||Ordinary Least Squares||slides||lab||notes|
|6||9/3||Cancelled due to weather conditions - merged with next lecture|
|9||13/4||Limited dependent variables||slides||lab|
|10||27/4||Bootstrap and simulation||slides||lab||notes||homework|
|11||4/5||Networks and spatial data||slides||lab|