Koontz Class Material

AREC-ECON 535 - Applied Econometrics - Material

Announcements



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Class Cancelled Days

September 27-28 (Th&F) – Craig & Grand Junction, CO @ Ag Lenders Meetings – cancelled class
October 2-3 (M&T) – Minnesota – cancelled class
October 12 (Th) – Akron, CO @ Ag Lender Meeting – no class meeting imapct

October 27 (F) – Denver, CO @ Colorado Department of Agriculture Outlook Committee Meeting – no class impact
October 31 (T) – Brush, CO @ Crop Insurance Education Meetings – potential cancelled class
November 1-2 (W&Th) – Rocky Ford, & Alamosa, CO @ Ag Lenders Meeting – potential cancelled class


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Syllabus and Survey

AREC-ECON 535 Syllabus - 8/18


Overheads and Class Materials

AREC-ECON 535 Lec A - 8/22

AREC-ECON 535 Lec B – 8/24
    Graphic - Example Regression
    Graphic - Example Nonlinear

AREC-ECON 535 Lec C – 8/31
    Example – OLS Matrix
    Example – Slutsky Restriction

AREC-ECON 535 Lec D – 9/7
    Regression Discontinuity Design is popular/useful and the underlying data definitions look like dummy variables:
    Lee Lemieux (JEL 2010).pdf  (Read if interested & I’ll use that graph.)
    Social Science Research Net write ups: quasird.pdf & statrd.pdf  (Ditto.)

AREC-ECON 535 Lec E – 9/9

    Exam 1 will be after this material is completed.

AREC-ECON 535 Lec F1 – 9/21

AREC-ECON 535 Lec F2 – 10/5

AREC-ECON 535 Lec G – 10/17

    Example - AR Model
    Example - DL Model
    Supply & Demand Elasticities are important – Equilibrium Displacement Examples

AREC-ECON 535 Lec H – 10/26
    Example – Panel Model

AREC-ECON 535 Lec I – 11/2
    Example – Logit & Probit Models
    MacDonald & Moffitt, Lin & Schmidt

    Exam 2 will be after this material is completed.

AREC-ECON 535 Lec S – 11/9
    Example - Dynamic Systems

AREC-ECON 535 Lec T – 11/28 – Extra Material (Not on Final Exam)
    Example – Time Series Data
    Enders Chart
    Paper - Chicken or Egg?
    Paper - Cash & Futures Efficiency - Example of vector autoregression & co-integration

AREC-ECON 535 Lec Z -


Problem Set Material

AREC-ECON 535 Problem Set 1 – 9/5 - due 9/13
AREC-ECON 535 Problem Set 1 Data (Right click & Save Link As...)
AREC-ECON 535 Problem Set 1 Key – 9/19
   Problem Set 1 SAS Output – (The output is only if you want to see the Influential Data statistics.)

AREC-ECON 535 Problem Set 2 – 9/14 - due 9/29
AREC-ECON 535 Problem Set 2 Data (Right click & Save Link As...)
AREC-ECON 535 Problem Set 2 Key – 10/5
   Problem Set 2 SAS Output – (The output is only if you want to see the Collinearity Diagnostics.)

AREC-ECON 535 Problem Set 3a – 10/5 - Part A due 10/18
AREC-ECON 535 Problem Set 3b – 10/5 - Part B due 10/20
AREC-ECON 535 Problem Set 3 Part B Data (Right click & Save Link As...)
AREC-ECON 535 Problem Set 3 Key – 11/7

AREC-ECON 535 Problem Set 4 – 11/2 - due 11/9
AREC-ECON 535 Problem Set 4 Data (Right click & Save Link As...)
AREC-ECON 535 Problem Set 4 Key – 11/9
    PS 4 Vote Calculations Spreadsheet
    PS 4 SAS Output - (The output is for you to see contingency tables.)

AREC-ECON 535 Problem Set 5 – 11/28 - due 12/5
AREC-ECON 535 Problem Set 5 Data (Right click & Save Link As...)
AREC-ECON 535 Problem Set 5 Key – 12/7
    PS 5 SAS Output - (The output is for you to see simultaneity test.)


Assignment Related

AREC-ECON 535 Assignment 1 – 8/29 – due 9/6
    Assignment 1 Data.xls (Right Click & Save Link As...)
AREC-ECON 535 Assignment 1 Key – 9/14

AREC-ECON 535 Assignment 2 – 9/12 – due 9/20
AREC-ECON 535 Assignment 2 Key – 9/26

AREC-ECON 535 Assignment 3 – 10/31 - due 11/
AREC-ECON 535 Assignment 3 Key – 11/

AREC-ECON 535 Assignment 4 – 11/28 – optional- due 12/11
    Chickens & Eggs.txt (Right Click & Save Link As...)


E-Views and Software Materials

Getting your data into E-Views -- Please notice and thank the author...


Previous Exams

AREC-ECON 535 Previous Exam 1s – 10/9

AREC-ECON 535 Previous Exam 2s – 11/27



Good Articles

Your seminar speaker mentioned this article: Rust (E 1987).pdf.  It is not a light read...  I’ll see if I can find something a little more transparent – and friendly.

I can’t resist, Sala-I-Martin (AER 1997).pdf.

Do you have to read this paper?  Deaton Muellbauer (AER 1980).pdf  No, it is not assigned.  But the author is one of your 2015 Nobel Prize winners in economic sciences.  And it’s an econometric application on consumer demand.  New stuff for 1980, in which it was published.  Standard approach today.  Good economics, good econometrics, standard tools used today and nothing you cannot understand.

More later...