Embedded Files
Course Outline
Pre- Exam Office hours:
FRIDAY April 15: mid-afternoon to 4:30 (due to a meeting, an exact start time is unavailable)
MONDAY April 18 10:30 to noon; 1:30 to 3:00; 3:30 to 5:30
NOTES:
(1)Optional Term Paper Preparation sessions will be held approximately once a month, usually on a Friday.
* The first session (on Library and Data Library Resources) is scheduled for Friday January 15th, 10:00 - 11:30 am in Rutherford South 2-03
* The second session (on structuring your paper and avoiding plagiarism) is scheduled for Friday Mar. 4 (11:30 - 12:30 or 1:00 to 2:00)
* The third session (on reporting empirical results) is scheduled for Friday Apr. 1 (11:30 - 12:30 in Tory 9-15 or 1:00 to 2:00 in Tory 8-22)
(2) Help with using Stata via the VCL or on the computers in the 9th floor lab is available Friday mornings (9 am to noon) in Tory 9-06. If you don't have a key, just knock on the door.
Term Paper Guidelines
Students will be required to submit a signed checklist along with their term papers
in order to ensure that there are no inadvertent violations of the University's
Code of Student Behaviour. A copy of this checklist can be obtained here
Students are strongly encouraged to combine their term paper for this course
with that of one of their field courses (with the permission of the other
instructor) or to use their term papers as preliminary work towards a thesis or
Econ 999 research project.
LIBRARY RESOURCES
Slides from Jan 15 library session: LibrarySlides.pptx
STUDENT RESOURCES
Links to additional materials
online access to Hall's GMM book:
to access the book click on University of Alberta Access
Assignments and Sample Questions
Note that topics covered vary from year to year.
Therefore previous exams and mid-terms may include questions on topics not (yet) covered this year.
Supplementary questions may be provided for this year's topics.
Practice Questions: Pre-midterm Sample Questions (includes last year's midterm)
Post-midterm Sample Questions (includes last year's final)
Assignment # 1: 599asst1W16.pdf
sample stata log for Q3, Q4: asst1Q3Q4.log
Assignment # 2: 599asst2W16.docx
Data Sets for Assignments
assignment 1:
assignment 2:
Sample Stata Programs
The following program performs OLS estimation using a variety of commands, including the GMM command.
STATA sample program: exstata.txt
Text file data set for sample program: IFSAustralia.txt
Excel version of data set for sample program (including data sources): IFSAustralia.xlsx
Stata version of data set for sample program: IFSAustralia.dta
Selected results from Stata program: Results.docx
Additional Stata Examples from Econ 399: Several examples (data sets, do files, log files) illustrating basics of Stata
Tobit example: Tobitapple.docx
Suggested reading ... on being careful with your data set ... and how a Grad Student made a difference!:
Monaghan, P (2013)
The Chronicle of Higher Education, April 24 2013.
Herndon, T., M. Ash and R. Pollin (2013)
"Does High Public Debt Consistently Stifle Economic Growth? A Critique of Reinhart and Rogoff"
Political Economy Research Institute Working Paper Number 322
Suggested reading for Long Panels:
"Large Changes in Fiscal Policy: taxes vs spending" A. Alesina and S. Ardagna, NBER WP 15438.
A. Alesina and S. Ardagna (2010), "Large Changes in Fiscal Policy: taxes vs spending" in J. Brown (editor) "Tax Policy and the Economy", Volume 24, University of Chicago Press.
Ardagna, S., Caselli, F., and Lane, T. (2007), “Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries"” The B.E. Journal of
Macroeconomics, 7 (1): Article 28
Suggested reading for Dynamic Panel Models:
Bond,S. (2002) "Dynamic Panel Data Models: A Guide to Micro Data Methods and Practice" Cemmap working paper CWP09/02.
Mileva,E. (2007) "Using Arellano-Bond Dynamic Panel GMM Estimators in Stata" Fordham University 'tutorial' (be sure to check out the Roodman(2006) reference)
Mileva,E. (2007) "Data Set for Tutorial" password-protected excel file
Roodman, D. (2009) "How to do xtabond2: An introduction to difference and system GMM in Stata" Stata Journal Volume 9, Issue 1 86-136
Suggested reading for Treatment Effects:
MIT write-up on Treatment Effects
Suggested reading for Cluster-Sample Methods:
Wooldridge,J. (2003) "Cluster-Sample Methods in Applied Econometrics" American Economic Review Volume 93, Issue 2 133-138.
Wooldridge,J. (2006) "Cluster-Sample Methods in Applied Econometrics: An Extended Analysis" Manuscript, Department of Economics, Michigan State University.
Last updated: April 7, 2016
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