WKU
ECON 465/465G
Regession & Econometrics​
COURSE CALENDAR/OUTLINE
Calendar Subject to Change
Week 1
​T (Jan 19) Class Policies/Stata Intro
Econometric Software (UCLA)
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Week 1 Reading: EBE 1.1-1.2, 1.8 (EBE = Econometrics by Example)
LRUS pp. 1-6 (LRUS = Linear Regression Using Stata, Princeton Site)
Th (Jan 21) Interpreting Basic Regression Results & Graphics
Regression 101 (Princeton site)
Supplemental: Interpreting Regression Output (UCLA) Stata Regression Basics (UCLA)
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Week 2
T (Jan 26) Basic Regression Results & Graphics
Week 2 Quiz (Over Week 1 Lectures + Week 1 Readings)
Available on BB from Sun Jan 24 @ 12 PM/ Closes at 12:40 PM on Tue Jan 26
Week 2 Reading: Regression with Stata 1.0-1.3 (UCLA)
Supplemental: Visual Overview for Creating Graphics (Stata)
Th (Jan 28) Basic Regression Results & Graphics + Data Sources
Assignment 1 due at beginning of class
Video Tutorial on Stata Basics (see Assignment page)
Week 3
T (Feb 2) Building & Reporting Regression Models (Specification Topics)
Week 3 Quiz (Over Week 2 Lectures + Week 2 Readings + Assignment)
Available on BB from Sun Jan 31 @ 12 PM / Closes at 12:40 PM on Tue Feb 2
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Week 3 Reading: EBE 7.1, 7.9 (through simultaneity bias)
19.1 (and intro), 19.3
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Th (Feb 4) Building & Reporting Regression Models
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Week 4
T (Feb 9) Building & Reporting Regression Models (Residual Analysis)
Week 4 Quiz (Over Week 3 Lectures + Week 3 Readings)
Available on BB from Sun Feb 7 @ 12 PM/ Closes at 12:40 PM on Tue Feb 9
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Week 4 Reading: EBE 1.4, 4.1-4.3, 5.1-5.2, 5.4, 7.6-7.7
Supplement: Regression Diagnostics (UCLA) EBE 1 (appendix) RWS Chapter 2
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Th (Feb 11) Building & Reporting Regression Models (Residual Analysis)
Assignment 2 due at beginning of class
Video Tutorial (see Assignment Page)
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Week 5
T (Feb 16) Regression with Qualitative Explanatory Variables/Non-linear Relationships
Cancelled Week 5 Quiz (Over Week 4 Lectures + Week 4 Readings + Assignment)
Available on BB from Sun Feb 14 @ 12 PM/ Closes at 12:40 on Tue Feb 16
Week 5 Reading: EBE 3.1-3.4, 2.6, 2.9
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Th (Feb 18) Regression with Qualitative Explanatory Variables/Non-linear Relationships
Week 6
T (Feb 23) Regression with Binary Dependent Variables: LPM & Logit Models
Week 6 Quiz (Over Week 5 Lectures + Week 5 Readings)
Available on BB from Sun Feb 21 @ 12 PM/ Closes at 12:40 on Tue Feb 23
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Readings: EBE 8.1-8.3
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Th (Feb 25) Regression with Binary Dependent Variables: LPM & Logit Models
Assignment 3 due at beginning of class
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Week 7
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T (Feb Mar 2) Exam 1
Th (Mar 4) Exam 1 Answers
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Week 8
T (Mar 9) Regression Methods for Panel Data
Readings: EBE 17.1-17.6
PPT Slides
Th (Feb Mar 11) Regression Methods for Panel Data
PPT Slides
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Week 9
T (Mar 16) Quasi-Experiments w/Panel Data Regression & Other Regression Methods
Week 9 Quiz (Over Week 8 Lectures + Week 8 Readings)
Week 9 Readings:
Th (Mar 18) Quasi-Experiments w/Panel Data Regression & Other Regression Methods
PPT Slides
Assignment 4 due at beginning of class
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Week 10
T (Mar 23) Endogeneity & Instrumental Variable Regression
Week 10 Quiz (Over Week 9 Lectures + Week 9 Readings & Assignment)
Week 10 Reading: EBE 19.1, 19.6-19.7
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Th (Mar 25) Endogeneity & Instrumental Variable Regression
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Week 11
T (Mar 30) Misc Regression Models (Heckman, Multiple Response, Ordinal)
Week 11 Quiz (Over Week 10 Lectures + Week 10 Readings)
Week 11 Reading: EBE 9.1-9.2, 10.1,10.3, 18.1-18.4
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PPT Slides (same set of slides for Tuesday & Thursday)
Th (Apr 1) Misc Regression Models (Censored, Survival)
Assignment 5 due at beginning of class
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Week 12
T (Apr 6) A Few Basics of Time Series Data & Models
Week 12 Quiz (Over Week 11 Lectures + Week 11 Readings & Assignment)
Week 12 Reading: EBE 13.1-13.2, 13.4-13.5 (Ch. 14 not on quiz but some topics covered in class)
PPT Slides TS in Stata (Princeton)
Th (Apr 8) Basics of Time Series Data & Models
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Week 13
T (Apr 13) Grad/Honors Student Presentations (reports due)
Week 13 Quiz (Over Week 12 Lectures + Week 12 Readings)
Th (Apr 15) Grad/Honors Student Presentations
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Week 14
T (Apr 20) Exam 2
Th (April 22) Exam 2 Answers
Week 15
Finals Week
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Archived Material (Not relevant for current semester)
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Intro to Time Series Regression Models (Time Series, Ordinal, Multiple Response, Surviv
Reading: 9.1-9.2, 10.1-10.3, 18.1-18.4,
Supplement: PPT Slides
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Stationarity & Cointegration
Reading: EBE 131.-13.4, 14.1-14.5, 14.7, 16.4
Supplemental: PPT Cochrane Blog Post 1 & Post 2
Intro to VARs see EBE 16.4, Stata User's Manual & VAR Supplement
Assignment 10 (Grad + Honors Students Only) due at beginning of class
Supplemental: PPT
Stl Fed Human Capital Example StL Fed Student Debt Example
Project Example 1 Project Example 2