ECON30418A (HAM)
Econometrics
20 Points
Staff
Convenor(s)
John Gibson
4289
MSB.2.15
Thursday 12 pm
john.gibson@waikato.ac.nz

Administrator(s)
Librarian(s)
You can contact staff by:
 Calling +64 7 838 4466 select option 1, then enter the extension.

Extensions starting with 4, 5 or 9 can also be direct dialled:
 For extensions starting with 4: dial +64 7 838 extension.
 For extensions starting with 5: dial +64 7 858 extension.
 For extensions starting with 9: dial +64 7 837 extension.
Paper Description
The course is structured in six parts: 1) a review of estimation principles, including Least Squares, Maximum Likelihood, and Generalized Method of Moments estimation 2) research designs and the identification of causal effects 3) sample design features, heteroscedasticity and robust inference, 4) failures of exogeneity assumptions: measurement errors, omitted heterogeneity, simultaneous equation bias, 5) limited dependent variable models, sample selection bias, and computationallyintensive techniques (non and semiparametrics, quantile regression and bootstrapping), and 6) regression analysis with timeseries data.
Paper Structure
Learning Outcomes
Students who successfully complete the course should be able to:
Assessment
Assessment Components
The internal assessment/exam ratio (as stated in the University Calendar) is 100:0. There is no final exam.
Required and Recommended Readings
Required Readings
Recommended Readings
James H. Stock and Mark W. Watson, 2011. Introduction to Econometrics.
Jeffrey M. Wooldridge. 2013. Introductory Econometrics: A Modern Approach
Marno Verbeek. 2012. Guide to Modern Econometrics
Josh Angrist and JS Pischke. 2015. Mastering 'metrics: The Path from Cause to Effect
Other Resources
In order for to you appreciate the ongoing development of econometric methods, and the debates over their various uses, it will be important to become familiar with some resources on the web (noting also that Stata is a webaware software that can use the internet to facilitate collaboration and for the dissemination of results and of new estimation routines and other advances in the software).
Amongst the blogs that are worth sampling are:
Development Impact Blog
http://blogs.worldbank.org/impactevaluations/
Econometrics Beat:
http://davegiles.blogspot.co.nz/
A very useful resource for finding applied papers that use econometric methods is:
Research Papers in Economics
Resources on the internet for helping to learn Stata and for finding new estimation routines and other helpful additions to the core software are:
Boston College Statistical Software Components
https://ideas.repec.org/s/boc/bocode.html
UCLA Resources to help you learn and use Stata
Online Support
Workload
Linkages to Other Papers
Prerequisite(s)
Prerequisite papers: ECON204 or equivalent.
Restriction(s)
Restricted papers: ECON404 and ECON543