For the stata files you will have to download the file and unzip before use. Right click, choose the "save link as" option and extract the file to the disk space of your choice)

Data sets are in Stata format, (the name of the file is in brackets), but also zipped. You will have to download them and unzip them before use. Right click, choose the "open" option and extract the stata file to the disk space of your choice)

Stata commands used during the lectures can be found in the lecture slides below

Lecture 2: Principles of OLS

Lecture 3: Properties of OLS & Goodness of Fit Measure

Lecture 4: Properties of OLS Regression Coefficients

Lecture 5: Hypothesis Testing

Lecture 6: More on Hypothesis Testing

Lecture 7: F Tests

Lectures 8 & 9: Functional Form

Lecture 10: Multiple Regression Analysis 1

Lecture 11: Multiple Regression Analysis 2

Lecture 12: Specification Analysis

Lecture 12: Specification Analysis

Lecture 13: Dummy Variables

Lecture 14: Measurement Error

Lecture 15: Instrumental Variables

Lecture 16: Simultaneity & 2SLS

Lecture 17: Autocorrelation

Problem Sets

Problem Set Data

Answers to Problem Sets

Project

Mid-Term Tests

Statistical Tables

Final Exam