Welcome to the webpage for the course: here you can find the syllabus, the slides and the assignments.

Announcements

- The version 14 of STATA has been released very recently, and I have registered the course for the STATA Gradplan. The students interested in using this more powerful version for their summer essays should get in touch with me, so I can provide them with the relevant discount code.

- Also the fifth assignment is on-line. It is due on Apr 26th. For this assignment you CAN’T work in groups. You must create and send a pdf file, making sure that it’s readable. Please submit it by email to Sergei (shibaevs@econ.queensu.ca) before noon. The file name should follow this template: Name_Surname_StudentNumber.pdf

- Sergei's office hours are moved from Monday (March 30th) to Wednesday (April 1st) 3-5 pm.

- Some students with older versions of STATA might have problems opening the first dataset for PS4. If so, please do the following:

ssc install use13

use13 [file name]

- Also the fourth assignment is on-line. It is due on Apr 2nd. Please bring it to my office before noon.

- The TA for the course is Sergei Shibaev, Mac-Corry Hall A425, email: shibaevs at econ.queensu.ca

- Office hours

Sergei: Mon 2.00-3.00pm, Mac-Corry Hall A425;

Marco: Tue 11.30am-12.30pm, Dunning Hall 306.

- The slides of the lectures are going to be posted in advance. Please read them before coming to class.

- In order to comply with Copyright rules at Queen’s, the lectures notes will be password protected. Each student enrolled in the course will be given a password for the zip files.

- ECON 861 - Syllabus

Slides and Materials used in class

Theory

- LECTURE 1 (INTRODUCTION)

- LECTURE 2 (A PRIMER ON STATA)

LECTURE 2 – STATA DATASET

LECTURE 2 – STATA DO-FILE

LECTURE 2 – STATA LOG FILE

- LECTURE 3 & 4 (LINEAR STATIC PANEL DATA)

LECTURE 3 – STATA DATASET

LECTURE 3 – CODEBOOK

LECTURE 3 – STATA DO-FILE

- LECTURE 5 & 6 (LINEAR DYNAMIC PANEL DATA)

- LECTURE 7 (A PRIMER ON ASYMPTOTICS)

- LECTURE 8 (QUALITATIVE RESPONSE MODELS: PROBIT & LOGIT)

- LECTURE 9 (MLE OF BINARY QUALITATIVE RESPONSE MODELS)

- LECTURE 10 (QR MODELS: PANEL DATA EXTENSIONS)

- LECTURE 11 (QR MODELS: MULTIVARIATE & ORDERED EXTENSIONS)

- LECTURE 12 (QR MODELS: UNORDERED EXTENSIONS)

- LECTURE 13 (TRUNCATION, CENSORING & TOBIT)

- LECTURE 14 (SAMPLE SELECTION)

- LECTURE 15 (TREATMENT EFFECTS & DURATION)

Topics

- LECTURE 16 (HUMAN CAPITAL & WAGES - THEORY)

- LECTURE 17 (HUMAN CAPITAL & WAGES - EMPIRICS)

- LECTURE 18 (DISCRIMINATION - THEORY)

- LECTURE 19 (DISCRIMINATION - EMPIRICS)

- LECTURE 20 (LABOR MARKET INSTITUTIONS - THEORY)

- LECTURE 21 (LABOR MARKET INSTITUTIONS - EMPIRICS)

- LECTURE 22 (LABOR MARKET INSTITUTIONS AND APPLIED GE)

Assignments

- PROBLEM SET 1 (Due Jan 27th)

PROBLEM SET 1 - STATA DATASET 1

PROBLEM SET 1 - STATA DATASET 2

PROBLEM SET 1 - STATA DATASET 3

PROBLEM SET 1 - STATA DATASET 4

- PROBLEM SET 2 (Due Feb 24th)

PROBLEM SET 2 - STATA DATASET 1

PROBLEM SET 2 - STATA DATASET 2

PROBLEM SET 2 - STATA DATASET 3

- PROBLEM SET 3 (Due Mar 13th)

PROBLEM SET 3 - STATA DATASET 1

PROBLEM SET 3 - STATA DATASET 2

- PROBLEM SET 4 (Due Apr 2nd)

PROBLEM SET 4 - STATA DATASET 1

PROBLEM SET 4 - STATA DATASET 2

PROBLEM SET 4 - STATA DATASET 3

- PROBLEM SET 5 (Due Apr 26th)

PROBLEM SET 5 – PAPER