### Course Guides

QMII Course Outline
How to use Stata
A Guide to Getting Started on Empirical Work

### Lectures 1: Introduction to OLS

• Introduction
• Consumption Function Data
• QM2 Marks Data

### Lecture 4: Properties of OLS Regression Coefficients

• Properties of Least Squares Regression Coefficients: Lecture Slides (powerpoint)

### Lecture 5: Hypothesis Testing

• Hypothesis Testing (lecture handout for lecture 5)

### Lecture 6: More on Hypothesis Testing

• More on Hypothesis Testing (overhead slides)

### Lecture 7: F Tests

• F tests for goodness of fit & forecasting (overhead slides)

### Lectures 8 & 9: Functional Form

• Functional Form (lecture handout)
• Stata commands file (stata_commands_L7.zip)
• Food Expenditure Data
• UK GDP Time Series Data
• Boxcox example Data (boxcox.dta)
• Functional Form example 1
• Functional Form example 2

### Lecture 10: Multiple Regression Analysis 1

• Multiple Regression Analysis (Lecture handout)

### Lecture 11: Multiple Regression Analysis 2

• Cost Function Data (costs.dta)
• Production Function Data (prodfn.dta)

### Lecture 12: Specification Analysis

• Getting the Model Specification Right (lecture overheads)
• Getting the Model Specification Right (lecture handout)
• Food Expenditure Data (food.zip) - Functional form
• Smoking Data (smoke.zip) - Irrelevant Variables

### Lecture 12: Specification Analysis

• Getting the Model Specification Right (lecture overheads)
• Getting the Model Specification Right (lecture handout)
• Food Expenditure Data (food.zip) - Functional form
• Smoking Data (smoke.zip) - Irrelevant Variables

### Lecture 13: Dummy Variables

• Using Dummy Variables (lecture overheads)
• House Price Data (olympics.dta) - Difference-in-Difference
• Road Accident Data (accidents.dta) - Seasonality

### Lecture 14: Measurement Error

• Measurement error & endogeneity (lecture overheads)
• Handout 11_measurement error
• Measurement Error Test Data (meserr.dta)

### Lecture 15: Instrumental Variables

• Instrumental Variable (IV) estimation (lecture overheads)
• Handout 12: Endogeneity
• UK Inflation, Productivity & Earnings Data (prod.dta)

### Lecture 16: Simultaneity & 2SLS

• UK Inflation, Productivity & Earnings Data
• Stata commands file (stata_commands_L14.zip)
• Poor Instrument Data, (video.dta)

### Lecture 17: Autocorrelation

• Handout 13: Autocorrelation
• US GDP Data
• UK Balance of Trade Data

### Problem Sets

• Problem Set 0
• Problem Set 1
• Problem Set 2
• Problem Set 3
• Problem Set 4
• Problem Set 5
• Problem Set 6

### Problem Set Data

• Problem Set 4 Prisoners Data (prisons.dta)
• Problem Set 4 Wage Data (ps4data.dta)
• Problem Set 4 GDP Data (gdpuk_ps4.dta)
• Problem Set 4 Prisoners Data (prisons.dta)
• Problem Set 4 Wage Data (ps4data.dta)
• Problem Set 4 GDP Data (gdpuk_ps4.dta)
• Problem Set 5 Data (miles.dta)
• Problem Set 5 Data (costs.dta)
• Problem set 6 data:incinerator
• Problem set 6 data:Lone Parents
• School Data for Problem Set 7 (school.dta)
• Farm Data for Problem Set 7 (farms.dta)
• Demand & Supply Data for Problem Set 7 (demsupp.dta)
• Phillips Curve Data for Problem Set 7 (phillips.dta)
• Stationarity Test Data for Problem Set 7 (stationary.dta)
• Investment Data for Problem Set 8 (invest.dta)
• Unemployment Data for Problem Set 8 (uv.dta)
• Problem Set 8 Data (demand.dta)
• Problem Set 9 Data (hetdat2.dta)
• Problem Set 9 Data (hetwage.dta)
• Problem Set 10 Data (e11panel1.dta)

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### Mid-Term Tests

• Mid-Term Formulae Sheet
• Mid-Term 4 2003 Test
• Mid-Term 4 2004 Test
• Mid-Term 4 2004 Test & Answers

• Mid-Term 3 2004/5 Test
• Mid-Term 4 2004/5 Test