Applied Econometrics
Economics 515
Fall 2018

Taught by: Chris Sims

Sims contact information


New information is in red.

Course Syllabus and Reading List


The course meets 9 to 10:30AM Tuesdays and Thursdays, Room JRRB A17.

Exercises, links to additional notes, announcements about the course, etc. will appear here.

Notes on versions of bivariate regression
Exercise on extending the Angrist-Krueger qob model, due in first draft Tuesday, 9/25
Code and data for the exercise
Notes on odds on restricted models
Notes on "many regressors"
Exercise on many regressors
Exercise on Gaussian process prior
Notes on Weighted Data
Exercise on weighted poll data, Due Tuesday, 11/20
Notes on grouped data
Exercise on dynamic panel regression, Due Monday, 1/14
The link is to a directory with the exercise, data and a zip file with a panel data R package. You probably need only the exercise pdf, the zip file, and ylist.RData. The zip file, when unzipped, should be installable as a local R package.
Website of last previous version of this course.