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.