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Applied Econometrics 
Econ 508 - Fall 2014

Professor: Roger Koenker 

TA: Nicolas Bottan 

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, Antonio Galvao, Andreas Hagemann and Jiaying Gu). I am truly grateful for their help.




Topic

Software
A Brief Introduction
R  |  Stata
Partial Residual Plot and Box-Cox Transformation
R  |  Stata
Introduction to Dynamic Models
R  |  Stata
Model Selection and Information Criteria
R  |  Stata
Delta Method and Bootstrap Techniques
R  |  Stata
Autocorrelation, ARCH, and Heteroscedasticity
R  |  Stata
Granger Causality
R  |  Stata
Unit Root and Cointegration
R  |  Stata
Monte Carlo Simulation, Nonlinear Regression, and Simulatenous Equations Models
R  |  Stata
Panel Data: Basics
R  |  Stata
Panel Data: Hausman-Taylor Approach
R  |  Stata
Measures of Inequality
R  |  Stata
Cubic B-Splines and Quantile Regression
R  |  Stata
Binary Data Models
R  |  Stata
Censored Regression Models
R  |  Stata
Count Data Models
R  |  Stata
Survival Analysis
R  |  Stata