Temple University Department of Economics

Beginning in mid- to late April class members will be presenting seminars on econometric issues related to their anticipated dissertation topics. To find appropriate topics for these seminars click here.

Auditor Selection: Binary Choice	Ye Zhongxia	Discrete Dependent Variables Exam Question
Demand for Natural Gas	Hector Ferrer	Lecture Hwk Questions and related data Exam Questions Applied Nonparametric Regression by Wolfgang Härdle
Credit Scores and Demographics: Probit	Kelli Jones	Credit Scoring Comparison of Results Hwk Problem Exam Question and another hwk with Data
Event Studies and Restricted Stock Offerings	Michael Saponara	Event Studies Hwk and Exam Questions and Answers
A Dynamic Model of Fertility and Growth: Vector Autoregressions	Svitlana Maksymenko	Lecture Hwk Find the solutions and RATS programs here. (Be careful, 6Mb) Data for the hwk Exam Question
Voluntary Disclosure of Auditor's Report: Binary Choice	Yinqi Zhang	Lecture Exam Question
Sports Betting and Efficiency: Bivariate Probit	George Diemer

Date	Topic	Speaker	Materials
January 19	Random Effects and Fixed Effects Models, An Example	Buck	REM or LSDV: Which is it? DataSet
January 26	Seemingly Unrelated Regression and the Chow Test	Buck	Exploring the Grunfeld data. Questions and Data: text file
February 2	Simultaneous Equations: Identification Estimators Properties and Tests	Buck	A Small Macroeconomic Model DataSet
February 9	More Simultaneous Eqns.
February 16	Intro to Time Series	Buck
February 23	Unit Roots, Cointegration and VARS	Buck
March 2	ARCH - GARCH
March 9	Spring Break
March 16	Quantile Regression and a MCAD worksheet	Buck	A short essay by Roger Koenker A longer draft of a monograph by Koenker A review article in ecology
March 23	Kernel Regression	Buck	Haerdle's Textbook Lectures and Problems by Prof. Zucchini
March 30	Generalized Method of Moments MCD worksheet to accompany notes		Method of Moments Homework
April 6
April 13
April 20
April 27
May 11	Final Exam