{"id":68,"date":"2019-01-28T16:09:01","date_gmt":"2019-01-28T20:09:01","guid":{"rendered":"http:\/\/sites.nd.edu\/william-evans\/?page_id=68"},"modified":"2021-07-20T09:10:54","modified_gmt":"2021-07-20T13:10:54","slug":"handoutsforclass","status":"publish","type":"page","link":"https:\/\/sites.nd.edu\/william-evans\/econ-30331-econometrics-undergraduate\/handoutsforclass\/","title":{"rendered":"Handouts for Class"},"content":{"rendered":"<p style=\"text-align: center\"><b>ECOE 30331:\u00a0\u00a0Econometrics<\/b><\/p>\n<p style=\"text-align: center\"><b>Spring 2018 Department of Economics<\/b><\/p>\n<p>&nbsp;<\/p>\n<p style=\"font-weight: 400\">\u00a0\u00a0\u00a0<strong>Class introduction, moving from correlation to causation, Wednesday, January 17:\u00a0\u00a0[<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/moving_from_correlation_to_causation.pdf\">Download<\/a>\u00a0notes in PPT handout mode]<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<ul>\n<li style=\"font-weight: 400\"><strong>Chapter 2, The bivariate regression model, January 22\/24 [<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/Chapter_2.pdf\">Download<\/a>\u00a0PPT notes]<\/strong><\/li>\n<\/ul>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/finite_sample_properties.pdf\">Some simulations<\/a>\u00a0that help explain unbiased estimates<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong><a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/ols_estimates.pdf\">Detailed derivations<\/a>.\u00a0\u00a0This is a 15-page handout that includes all the important derivations I will do at the board for this chapter, the topics include:<\/strong><\/p>\n<ul>\n<li style=\"font-weight: 400\"><strong>Important properties of summations<\/strong><\/li>\n<li style=\"font-weight: 400\"><strong>Deriving the OLS estimates<\/strong><\/li>\n<li style=\"font-weight: 400\"><strong>Deriving the R-squares<\/strong><\/li>\n<li style=\"font-weight: 400\"><strong>OLS estimates are unbiased<\/strong><\/li>\n<li style=\"font-weight: 400\"><strong>The variance of OLS estimates<\/strong><\/li>\n<\/ul>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><strong>\u00a0<\/strong><\/p>\n<ul>\n<li style=\"font-weight: 400\"><strong>Chapter 3, The multivariate regression model, January 29\/31, Feb 5<\/strong><\/li>\n<\/ul>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0PPT notes,\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/chapter_3.pdf\">Chapter 3<\/a><\/strong><\/p>\n<p style=\"font-weight: 400\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<strong><a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/multi_regression.pdf\">Detailed derivations<\/a>\u00a0for multivariate models.\u00a0\u00a0The topics include<\/strong><\/p>\n<ul>\n<li style=\"font-weight: 400\"><strong>Deriving the estimates in multivariate models<\/strong><\/li>\n<li style=\"font-weight: 400\"><strong>Omitted variables bias in the multivariate model<\/strong><\/li>\n<li style=\"font-weight: 400\"><strong>The \u201cpartialling\u201d out property of multivariate models<\/strong><\/li>\n<li style=\"font-weight: 400\"><strong>A note on variances in multivariate models<\/strong><\/li>\n<\/ul>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<p>&nbsp;<\/p>\n<ul>\n<li style=\"font-weight: 400\"><strong>Chapter 4, Statistical inference, Feb 5, 7<\/strong><\/li>\n<\/ul>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0PPT notes, Part 1:\u00a0\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/chapter4.pdf\">Inference about 1 parameter<\/a><\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0PPT notes, Part 2:\u00a0\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/Test%20of%20multiple%20parameters.pdf\">Tests of multiple parameters<\/a><\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<ul>\n<li style=\"font-weight: 400\"><strong>Chapter 7, Dummy variables in regression models, Feb 14, 19<\/strong><\/li>\n<\/ul>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0PPT notes,\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/dummy_variables.pdf\">Chapter 7<\/a><\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0Review Sheet \u2013\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/interpreting_coefficients.pdf\">how to interpret regression coefficients<\/a><\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<ul>\n<li style=\"font-weight: 400\"><strong>Notes for articles<\/strong><\/li>\n<\/ul>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/Uber_gender_pay_gap.pdf\">Cook et al.\u00a0<\/a>\u00a0Gender pay gap in Uber, Feb 21<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/Bertrand_2.pdf\">Bertrand and\u00a0Mullinathian<\/a>, February 21<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/sacerdote.pdf\">Sacerdote<\/a>,\u00a0Testing\u00a0for nature vs. nurture, Feb 26<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/Dale&amp;Krueger.pdf\">Dale and Krueger<\/a>, The returns to more selective colleges, Feb 26<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<p>&nbsp;<\/p>\n<ul>\n<li style=\"font-weight: 400\"><strong>Chapter 5, Large sample properties of OLS estimates, Feb 28\/March 5<\/strong><\/li>\n<\/ul>\n<p style=\"font-weight: 400\"><strong>[<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/consistency_of_ols.pdf\">Download<\/a>\u00a0PPT notes]<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong><a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/consistency_notes.pdf\">Notes<\/a>\u00a0on the consistency of OLS estimates<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong><a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/measurement_error_in_x.pdf\">Notes<\/a>\u00a0on measurement error in X<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<ul>\n<li style=\"font-weight: 400\"><strong>Chapter 10-12 \u2013 Some topics in Time Series Analysis<\/strong><\/li>\n<\/ul>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0Time Series, Part I,\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/time_series_part1.pdf\">PPT slide show<\/a>, March 19\/21<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0Detailed derivations:\u00a0\u00a0Chapter 11:\u00a0\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/autocorrelated_series1.pdf\">Autocorrelated\u00a0processes<\/a><\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/wilcox.pdf\">Notes for Wilcox paper<\/a>, March 21<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/emh.pdf\">The Efficient Market Hypothesis<\/a>, March 26<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0Time Series, Par II,\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/time_series_part_2.pdf\">PPT slide show<\/a>, March 26\/28<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0Detailed derivations:\u00a0\u00a0Chapter 12:\u00a0\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/autocorrelation.pdf\">Autocorrelated\u00a0errors<\/a><\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/Durbin_Watson_tables.pdf\">Critical values for Durbin-Watson Statistic (Use Table A2)<\/a><\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<ul>\n<li style=\"font-weight: 400\"><strong>Chapter 13\/14\u00a0\u00a0\u2013 Pooled time series\/cross sectional data sets<\/strong><\/li>\n<\/ul>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0Lecture notes, part 1\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/Difference%20in%20Difference%20Models_part1.pdf\">PPT slide show<\/a>, March 28, April 4<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0(these\u00a0also include motes on Meyer et al., Card and Krueger)<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0Lecture notes, part 2 (plus Ayers and Levitt),\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/Difference%20in%20Difference%20Models_part2.pdf\">PPT slide show<\/a>,<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0April 4 and 7<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0Lecture notes for Chandra et al.\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/Chandra%20et%20al.pdf\">\u00a0ppt\u00a0slide show<\/a><\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<ul>\n<li style=\"font-weight: 400\"><strong>Chapter 15 \u2013 Two-stage least squares, April 11, 16, 23<\/strong><\/li>\n<\/ul>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/2SLS%20Estimates.pdf\">Detailed derivations<\/a><\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0Slides and paper tables\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/2sls_part_1.pdf\">PPT slides<\/a><\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<p style=\"font-weight: 400\"><strong>\u00a0<\/strong><\/p>\n<ul>\n<li style=\"font-weight: 400\"><strong>Regression discontinuity design models, April 25, April 30<\/strong><\/li>\n<\/ul>\n<p style=\"font-weight: 400\"><strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<a href=\"https:\/\/www3.nd.edu\/~wevans1\/econ30331\/rdd_models.pdf\">PPT slides<\/a><\/strong><\/p>\n","protected":false},"excerpt":{"rendered":"<p>ECOE 30331:\u00a0\u00a0Econometrics Spring 2018 Department of Economics &nbsp; \u00a0\u00a0\u00a0Class introduction, moving from correlation to causation, Wednesday, January 17:\u00a0\u00a0[Download\u00a0notes in PPT handout mode] \u00a0 \u00a0 Chapter 2, The bivariate regression model, January 22\/24 [Download\u00a0PPT notes] \u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0Some simulations\u00a0that help explain unbiased estimates \u00a0 Detailed derivations.\u00a0\u00a0This is a 15-page handout that includes all the important derivations I will [&hellip;]<\/p>\n","protected":false},"author":3287,"featured_media":0,"parent":48,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-68","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/sites.nd.edu\/william-evans\/wp-json\/wp\/v2\/pages\/68","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/sites.nd.edu\/william-evans\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/sites.nd.edu\/william-evans\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/sites.nd.edu\/william-evans\/wp-json\/wp\/v2\/users\/3287"}],"replies":[{"embeddable":true,"href":"https:\/\/sites.nd.edu\/william-evans\/wp-json\/wp\/v2\/comments?post=68"}],"version-history":[{"count":6,"href":"https:\/\/sites.nd.edu\/william-evans\/wp-json\/wp\/v2\/pages\/68\/revisions"}],"predecessor-version":[{"id":151,"href":"https:\/\/sites.nd.edu\/william-evans\/wp-json\/wp\/v2\/pages\/68\/revisions\/151"}],"up":[{"embeddable":true,"href":"https:\/\/sites.nd.edu\/william-evans\/wp-json\/wp\/v2\/pages\/48"}],"wp:attachment":[{"href":"https:\/\/sites.nd.edu\/william-evans\/wp-json\/wp\/v2\/media?parent=68"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}