Archive: detailed course information for the summer semester 2013

Information for the participants of the course 390022 Working with panel data

· In the first unit, the plan of the course was confirmed by participants. There will be a written test on the material presented by the lecturer, and there will be presentations by participants. After presentations, written documents of presentations are expected from participants by June 30.

· The presentation slides for the first section of the course are accessible here.

· In the unit on March 8, a date for the test (May 24) was convened.

· The data set to accompany Baltagi's textbook on gasoline demand can also be accessed here. A corresponding Stata command stream with fixed-effects estimates can be accessed here.

· Presentation slides for the second section of the course are downloadable here.

· Presentation slides for the third section of the course are downloadable here.

· A role-model test from a previous course on panels is accessible here. Please note that the relevant course material may have changed.

· Kindly note that all participants, whether you choose to present theory or your own empirical panel project, are to present before the end of the term, i.e. before June 30, and also to hand in some written document. It is a good idea to inform me early about the topic you wish to present and on the preferred time slot. A roster of planned presentations can be accessed here, it will be updated according to the information I receive from you.

· The cigarette consumption data that we were discussing in class on May 10 can be downloaded here as a text file. The corresponding Stata command stream is accessible here. Note that the user routine “xtabond2” must have been installed if you wish to use the command stream fully. With this installation, you can also download several test panel data sets.

· All results and grades have been mailed to active participants by July 1.

Information for the participants of the course 040027 Advanced Econometrics

· In the first unit on March 5, the plan of the course was confirmed. There will be two written tests and some time for independent work on empirical projects in June.

· The first set of slides on the univariate time-series models is downloadable here.

· In the second unit on March 7, we convened the dates for the two tests that contribute 35% each to the final grade: April 18 and May 23.

· You can access the Stata code for the example that was analyzed in the unit on March 7 here. Thank you for comments on improved syntax. The very similar code for the ARMA case can be accessed here.

· The inflation data used in the unit of March 21 are accessible here, the corresponding Stata code can be accessed here.

· The second set of slides on the multivariate models is downloadable here.

· The ARCH code in Stata that was used on April 11 can be downloaded here. Exchange rates from the 1970s and 1980s can be accessed here. The first column on that file indicates the day when the exchange rate was measured.

· Results of the first test on April 18 have been mailed to participants. For that test, the problems with tentative solutions can be downloaded here.

· The data base for Austrian accounts data can be accessed here. A Stata code that performs a Dickey-Fuller test on GDP can be accessed here.

· A Stata code that models and estimates a vector autoregression for growth rates of exports and imports can be accessed here. It uses the Austrian data base gciixm.txt and was presented on April 25.

· A third set of slides on panel data is downloadable here.

· Panel data sets that accompany the book by Verbeek and that have been used as illustrations in this course are accessible to those who did not find them on the web: the male wage data and the dynamic debt ratio data. A Stata command stream that corresponds to the latter data set can be accessed here.

· Written reports of projects should be in by the end of June.

· Results of the second test on May 24 have been mailed to participants. For that test, the problems with tentative solutions can be downloaded here.

· All results and grades have been mailed to active participants by July 1.

Information for the participants of the course 390022 Non-linear Time Series Analysis

· In the first unit on March 5, the plan of the course documented above was confirmed. The official form for the course is "seminar", thus contributions by participants should be central. These should consist of an oral presentation (June) and a written seminar paper (to be submitted until July 31, preferably by June 30). The seminar paper on a topic selected from the corresponding literature will carry a weight of 60%. A written test in May carries a weight of 40%.

· Presentation slides based on the Fan/Yao book that will be used for the first part of the course can be accessed here.

· In the unit on March 12, the date for the test was convened for May 7.

· The sunspots data shown in this course are accessible here. A corresponding Stata code is accessible here.

· The lynx data shown in the course are accessible here. A corresponding Stata code for reading them in is accessible here.

· Regarding the test on May 7, an old test in a similar course can be downloaded here. Please be aware that course contents may have changed, though.

· Participants are invited to informing me [e-mail] on plans regarding topics and preferred time slots for their presentations. There will be presentations on June 11 and on June 25. The detailed roster of presentations is accessible here.

· The Stata code for generating data from a bilinear model that was used in the course can be downloaded here.

· The smooth-transition model for the sunspots series that was suggested by Teräsvirta et al. has been programmed into Stata in this code. The original sunspots data that are accessed in that code can be downloaded here.

· All results and grades have been mailed to active participants by July 1.