Worksheets and Projects in Econometrics
Software company Estima hosts example downloadable RATS files enabling replication of the examples used in many textbooks, including James Hamilton's 'Time Series Analysis', Brockwell and Davis' 'Introduction to Time Series and Forecasting', Greene's 'Econometric Analysis', Gujarati's 'Basic Econometrics' and Stock and Watson's 'Introduction to Econometrics'.
Reading assignments, lab exercises, and quiz questions from an undergraduate course given in Autumn 2018
Slides, handouts, data and code from an 18-part course given in 2017
A collection of introductory resources for learning Stata and R, usually in the form of sets of slides in PDF that step through basic tasks in statistical analysis.
Lecture notes and class exercises from an Intro to Stata course taught in 2010, based on a course previously taught by Michael McMahon.
Some PowerPoint slides from an econometrics course, giving activities for students to do in GiveWin/PCGive, and illustrating with screenshots.
Various resources for learning statistical packages, including introductory learning modules, Frequently Asked Questions, example exercises from textbooks and examples of different kinds of analysis. Includes a one-page guide to choosing a statistical test, with guidance on performing each test in the four packages.
Encouraging students to replicate the analyses of published papers is one way to familiarise them with some of the process of real research and to get However, it is rare to find papers for which the appropriate data and code are available to enable a replication. Funded by the Institute for New Economic Thinking (INET), this site collects descriptions of research for which replications are possible, and details of the known replications of existing papers. Replications can be published as working papers. Traffic light icons are used to show if raw data and/or code are available for a paper. Readers can create accounts on the site and add details of replicated studies, replications, or studies that need replication.