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Econ 508
Econometrics Group
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 Applied Econometrics
Econ 508 - Fall 2008

e-Tutorial
Welcome to e-Tutorial! 

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 e-Tutorial 2
   2  Aug. 28  Supplementary material for e-TA 2 (R code) e-Tutorial 2.2
   3 Aug. 31 A Box-Cox Transformation and Partial Residual Plote-Tutorial 3
   3  Sep. 2  Supplementary material for e-TA 3 (R code) e-Tutorial 3.2
   3  Sep. 2  Supplementary material for e-TA 3 (R code) e-Tutorial 3.3
   4  Sep. 9  Introduction to Dynamic Models e-Tutorial 4
   5  Sep. 16  Model Selection and Information Criteria e-Tutorial 5
   5  Sep. 17  Supplementary material for e-TA 4 & 5 (R code) e-Tutorial 5.2
   5  Sep. 17  Useful functions for the presentation e-Tutorial 5.2
   6  Sep. 16  Delta Method and Bootstrap Techniques e-Tutorial 6
   6  Sep. 17  Supplementary material for e-TA 6 (R code) e-Tutorial 6.2
   7  Oct. 7  Autocorrelation, Arch and Heteroscedasticity. e-Tutorial 7
   8  Oct. 7  Granger Causality e-Tutorial 8
   9  Oct. 7  Unit Root and Cointegration e-Tutorial 9
   9  Oct. 7  Supplementary material for e-TA 9 (R code) e-Tutorial 9.2
   10  Oct. 8  Monte Carlo Simulation and Nonlinear Regression (Granger and Newbold) e-Tutorial 10
   11  Oct. 2  Simultaneous Equations Model e-Tutorial 11
   11  Oct. 15  Supplementary material for e-TA 11 (R code) e-Tutorial 11.2
   12  Nov. 7  Panel Data I - Basics e-Tutorial 12
   12  Nov. 7  Supplementary material for e-TA 12 (R code)  e-Tutorial 12.2
   13  Nov. 10  Panel Data II - HTIV Approach.  e-Tutorial 13
   13  Nov. 12  Supplementary material for e-TA 13 (R code) e-Tutorial 13.2
   14  Nov. 10  Measures of Inequality  e-Tutorial 14
   15  Nov. 20  Binary Data Models e-Tutorial 15
   16  Nov. 20  Count Data Models e-Tutorial 16
   17  Nov. 20  Censored Regression Models e-Tutorial 17
   18  Nov. 20  Supplementary material for e-TA 15-17 (R code) e-Tutorial 18
   19  Dec. 3  Survival Analysis e-Tutorial 19
   19  Dec. 3  Supplementary material for e-TA 19 (R code) e-Tutorial 19
    
 Last update: Aug. 18, 2008 .  Send comments to: jyoon2 at uiuc.edu