

Applied
Econometrics
Econ 508  Fall 2008 eTutorial 

The introductory materials presented below are designed to enhance your understanding of the topics and your performance on the problem sets. Throughout the weekly issues you will learn the basics of STATA and R, and how to use the software to improve your performance on the course. 

Acknowledgement: Most of the materials listed here were contributed by previous TAs (especially Gregory Kordas, Roberto Perrelli, Carlos Lamarche, and Antonio Galvao). I am truly grateful for their help. 

Issue  Date  Topic  Download your copy  
1  Aug. 18  A Brief Introduction to STATA  
2  Aug. 18  A Brief Introduction to R  eTutorial 2  
2  Aug. 28  Supplementary material for eTA 2 (R code)  eTutorial 2.2  
3  Aug. 31  A BoxCox Transformation and Partial Residual Plot  eTutorial 3  
3  Sep. 2  Supplementary material for eTA 3 (R code)  eTutorial 3.2  
3  Sep. 2  Supplementary material for eTA 3 (R code)  eTutorial 3.3  
4  Sep. 9  Introduction to Dynamic Models  eTutorial 4  
5  Sep. 16  Model Selection and Information Criteria  eTutorial 5  
5  Sep. 17  Supplementary material for eTA 4 & 5 (R code)  eTutorial 5.2  
5  Sep. 17  Useful functions for the presentation  eTutorial 5.2  
6  Sep. 16  Delta Method and Bootstrap Techniques  eTutorial 6  
6  Sep. 17  Supplementary material for eTA 6 (R code)  eTutorial 6.2  
7  Oct. 7  Autocorrelation, Arch and Heteroscedasticity.  eTutorial 7  
8  Oct. 7  Granger Causality  eTutorial 8  
9  Oct. 7  Unit Root and Cointegration  eTutorial 9  
9  Oct. 7  Supplementary material for eTA 9 (R code)  eTutorial 9.2  
10  Oct. 8  Monte Carlo Simulation and Nonlinear Regression (Granger and Newbold)  eTutorial 10  
11  Oct. 2  Simultaneous Equations Model  eTutorial 11  
11  Oct. 15  Supplementary material for eTA 11 (R code)  eTutorial 11.2  
12  Nov. 7  Panel Data I  Basics  eTutorial 12  
12  Nov. 7  Supplementary material for eTA 12 (R code)  eTutorial 12.2  
13  Nov. 10  Panel Data II  HTIV Approach.  eTutorial 13  
13  Nov. 12  Supplementary material for eTA 13 (R code)  eTutorial 13.2  
14  Nov. 10  Measures of Inequality  eTutorial 14  
15  Nov. 20  Binary Data Models  eTutorial 15  
16  Nov. 20  Count Data Models  eTutorial 16  
17  Nov. 20  Censored Regression Models  eTutorial 17  
18  Nov. 20  Supplementary material for eTA 1517 (R code)  eTutorial 18  
19  Dec. 3  Survival Analysis  eTutorial 19  
19  Dec. 3  Supplementary material for eTA 19 (R code)  eTutorial 19  
