Economics
312: Theory and Practice of Econometrics
Reed College --- Jeffrey Parker
Spring 2007
Project #1: Due 6am, Tuesday, January 30
Student pairings:
Each student works alone on this first project to make sure that you all learn to perform basic tasks in Stata.
Assignment:
Using Stata and the formulas in the text, answer the various parts of Stock and Watson's empirical exercise E3.1.
Reports are to be submitted as an email attachment (Word or pdf file). Reports should include detailed interpretation of all results and answers. Copy and paste the Stata outputs for all estimations (including the command line that created them) into your report for reference purposes.