ECN 727
Dr. S.C. Ahn

---

 Menu

• Homework Sets (pdf files)
• Class Notes (pdf files)
• Computer Instructions (pdf files)
• Programs for Econometric Exercises (text files)
• Data
• Syllabus

If you want to view files, you need to configure a helper application for the browser you use (refer to the browser's manual on how to do that), or DOWNLOAD the file by RIGHT-clicking on the appropriate link and then selecting Save As from the pop-up menu. After you saved the file to your computer, you can use Acrobat to view or print the file. COB computer lab as well as Computing Commons should have Acrobat program available on their machines.

Homework Assignments (Use Acrobat)

• Assignment 1 (NA)
• Assignment 2 (NA)
• Assignment 3 (NA)
• Assignment 4 (NA)

Class Notes

• Limited Dependent Variables Models I (Posted on March 18, 2005)
• Asset Pricing Models (Posted on April 4, 2005)
• Spatial Correlation (Posted on April 11, 2005)

 

Computer Instructions (Use Acrobat)

• LIMDEP Instruction (Posted on February 4, 2004)
• GAUSS Instruction (NA)
• EVIEWS Instruction (NA)

Data

    ·  mwpsid82.db (Married Women, PSID, 1982:Text File)

    ·  biv.db (Artificial data for bivariate probit exercises: Text File)

    ·  ord_data.db (Artificial data for ordered probit exercises: Text File)

    ·  panel.db (Generated Panel Data: Text Filw)

    ·  mwemp.wf1 (Employed Married Women: Eviews)

    ·  mwemp.db (Employed Married Women: Text File)

    ·  exdmdo.wf1 (EX rate bet/w Mark & $:EVIEWS)

    ·  exdmdo.db (EX rate bet/w Mark & $: Text File)

    ·  cr.db (Panel Data: 1976-1982: Text File)

    ·  pan1.db (Generated Panel Data, N=500, T=5: Text File)

    ·  tobit.db (Accounting Panel Data, N=103, T=4: Text File)

    ·  pandy1.wf1 (Generate Dynamic Panel Data: Text File)

    ·  ecn527a.wf1 (US Quarterly Macro Data: Text File)

    ·  ecn527b.wf1 (Generated Time-Series Data: Text File)

    ·  ecn2000.wf1 (US Monthly Macro Data: Text File)

    ·  dataasu1.txt (Data from Dr. Ohanian: Text File)

    ·  switch.dat (from Dr. Ohanian)

    ·  simul1.dat (from Dr. Ohanian)

    ·  simu2.dat (from Dr. Ohanian)

 

Programs for Econometric Exercises (text files)

GS View:

    ·  GS View

 

LIMDEP Programs

 

    ·  mw_read.lim (LIMDEP program for reading mwpsid82.db)

    ·  mw_prob.lim (LIMDEP program for probit exercises)

    ·  mse1.lim (LIMDEP program for MSE)

    ·  mse2.lim (LIMDEP program for MSE)

    ·  ord_read.lim (LIMDEP program for reading ord_data.db)

    ·  ord_prob.lim (LIMDEP program for ordered probit)

    ·  mw_mlm.lim (LIMDEP program for MLM)

    ·  biv_read.lim (LIMDEP program for reading biv.db)

    ·  biv.lim (LIMDEP program for bivariate probit)

    ·  mw_lee.lim (LIMDEP program for Lee's switching model)

    ·  mw_sel1.lim (LIMDEP program for double selection)

    ·  mw_sele.lim (LIMDEP program for double selection)

    ·  pan_read.lim (LIMDEP program for reading panel.db)

    ·  pan_gls.lim (LIMDEP program for Panel GLS)

 

GAUSS Setup Programs

 

    ·  gauss.cfg (Transfer this file to your AFS account)

    ·  gauss.start (Transfer this file to your AFS account)

    ·  mult.prg (Transfer this file to your AFS account)

 

Gauss Programs

 

      Standard GMM programs 

    ·  gmm_1.prg (GMM for one equation)

    ·  gmm_2.prg (GMM for two equations)

    ·  gmm_3.prg (GMM for three equations)

 

      Bootstrap GMM programs

    ·  boot1.prg (Estimation of mean)

    ·  boot2.prg (Monte Carlo experiment for bootstrap estimation of mean)

    ·  boo4.prg (Monte Carlo experiment for bootstrap estimation of functions of mean)

    ·  boot5.prg (Bootstrap GMM)

    ·  boo6.prg (Monte Carlo experiment for bootstrap GMM)

 

     Panel Data Analysis

    ·  cr_gls.prg (Gauss program for within and GLS est. of panel data)

    ·  cr_iv.prg (Gauss program for HT est. of panel)

    ·  cr_mgiv.prg (Gauss program for MGIV and GMM est. of panel)

    ·  mgiv.col (Need this program to run panel prgs.)

    ·  maryann.prg (SMLE for tobit)

    ·  dynamic1.prg (Monte Carlo program for stationary dynamic panels)

    ·  dynamic2.prg (Monte Carlo program for nonstationary dynamic panels)

 

 

     GARCH

    ·  garchnew.prg (Program for GARCH)

    ·  timgarch_1.prg (Program for GARCH(1,1))

 

Syllabus

    ·  Class Syllabus for Dr. Ahn's Part (Posted on March 18, 2005)