Chapter 9 More advanced material: Econometric, statistical, and data issues [maybe leave out this section]

9.1 Some recommended applied econometrics and statistics resources

• Angrist, J. D., and J. S. Pischke. Mostly Harmless Econometrics: An Empiricist’s Companion.
  • related MIT open courseware

• Peter Kennedy’s “A Guide to Econometrics”

• “Introductory Econometrics” by Wooldridge

9.1.1 In Stata

Stata Web Books: Regression with Stata

9.1.2 With R

Econometrics With R

R for data science

9.1.3 Time series

ECONOMICS 452 TIME SERIES WITH STATA – econ.queensu.ca/faculty/gregory/econ452/manual.pdf

2 Working with economic and financial data in Stata (Chris Baum)

Kennedy, A Guide to Econometrics, Chapter 18, “Time Series Econometrics”

9.2 Simple statistics and simple tests

9.3 Hypothesis testing

9.4 OLS Regression

9.5 Probit, Tobit, and Nonlinear Specifications

9.6 Clustered standard errors

9.7 “Identification” and endogeneity

9.8 Instrumental Variables

9.9 Panel Data and Fixed effects models

9.10 Time series data issues

9.11 Formatting figures and tables

(Give an annotated “good” and “bad” example for each)

1. Summary statistics

2. Simple tests

3. Graphs and figures

4. Regression tables (small)

5. Regression tables (many columns or rows)