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Econometrics II Problem Set 1 Guide

The document outlines Problem Set 1 for ECON 438 (Econometrics II) focusing on Limited Dependent Variable Models, with a deadline of October 10, 2024. It includes a reading list and specifies that solutions should be submitted via LMS, detailing various problems and computer exercises with assigned marks. Students are instructed on accessing required datasets in STATA and using specific commands for statistical models.

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3 views2 pages

Econometrics II Problem Set 1 Guide

The document outlines Problem Set 1 for ECON 438 (Econometrics II) focusing on Limited Dependent Variable Models, with a deadline of October 10, 2024. It includes a reading list and specifies that solutions should be submitted via LMS, detailing various problems and computer exercises with assigned marks. Students are instructed on accessing required datasets in STATA and using specific commands for statistical models.

Uploaded by

sheralam
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

ECON 438 (Econometrics II) – Problem Set 1

Fall 2024-25

Module 1 – Limited Dependent Variable Models


Reading List
• Ch 17 from Introductory Econometrics (Wooldridge)
o The content from Wooldridge is not sufficient for this module. The
lectures include content above and beyond Wooldridge.
• Maddala, G.S. and A. Flores-Lagunes (2001), “Qualitative Response Models”
in B. Baltagi (editor), A Companion to Theoretical Econometrics, Oxford:
Blackwell.
• Vella, F. (1998), “Estimating Models with Sample Selection Bias: A Survey”
Journal of Human Resources, XXXIII, pp. 127-169.
o For a more in-depth treatment of Limited Dependent Variable Models,
see Maddala, G.S. and A. Flores-Lagunes (2001) and Vella, F. (1998).

Problem Set 1 (Total 70 marks)


• Deadline: 5 pm, Thursday, Oct 10, 2024
• Submission instructions: Solutions and code should be submitted on LMS
• All questions are from Wooldridge chapter 17 (Limited Dependent Variable
Models)
• Problems
o 1 (2 marks)
o 2 (2 marks)
o 3 (4 marks)
o 4 (2 marks)
o 6 (3 marks)
o 7 (2 marks)
• Computer Exercises
o C1 (6 marks)
o C2 (4 marks)
o C3 (5 marks)
o C6 (2 marks)
o C7 (3 marks)
o C8 (9 marks)
o C9 (10 marks)
o C11 (6 marks)
o C12 (6 marks)
o C13 (4 marks)
o The data sets required for these exercises can be downloaded directly
in STATA using the bcuse command. First, type “install ssc bcuse” to
install this package. After that you can access any of these data sets by
simply typing bcuse dataset in STATA. For example, for the first
exercise, you can access the [Link] data set by simply typing
bcuse pntsprd in STATA.
o None of these require any programming in STATA/R, so you should be
able to easily do them with the “canned” routines included in any
standard statistical software. The commands for the Logit, Probit,
Tobit, and Heckman correction models in STATA are simply logit,
probit, tobit, and heckman, respectively.

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