README.md

GTA-ECON4004-Econometrics2

Course Description

Econometrics 2: Multiple Regression and Applications

LAB Slides

1. COMPUTER LAB 1

   • Topics covered: Instrumental Variable regression; Endogeneity.
   • Empirical Exercises: fertility.dta - effect of fertility on women's labor supply behavior.

2. COMPUTER LAB 2

   • Topics covered: Interaction Effects; Random Assignment.
   • Empirical Exercises:
     • Names.dta - experimental data for detecting labor market discrimination.
     • lead_mortality.dta - effect of lead water pipes on infant mortality.

3. COMPUTER LAB 3

   • Topics covered: Regression with Binary Dependent Variables - Linear Probability Model (LPM) & Probit; Average Partial Effects.
   • Empirical Exercises:
     • JTRAIN2.dta - effect of participation in the job training program on unemployment probabilities.
     • happiness.dta - determinants of happiness.

4. COMPUTER LAB 4

   • Topics covered: Panel Data in Stata; Fixed Effects Regressions; Clustered Standard Errors.
   • Empirical Exercises:
     • Guns.dta - effect of concealed weapons laws on violent crimes.
     • Income-Democracy.dta - Income and Democracy.

5. COMPUTER LAB 5

   • Topics covered: Time Series Data in Stata; Autocorrelation; Autoregression Model; Forecasting; Unit Root Test.
   • Empirical Exercises:
     • us_macro_quaterly.xlsx - forecasting models for inflation rate.