Economics
312: Theory and Practice of Econometrics
Reed College --- Jeffrey Parker
Spring 2007
Project #4: Due 6am, Tuesday, February 20
Student pairings:
Liz Alexy & Michael Turner
Sakib bin
Salam & Matt Summers
Amanda Bittaker & Erica Strachan
Jose Fernandez
& Andrei Stephens
Rachel Ferst & Avery Ucker
David Jackson &
Eric Schmitt
Andreea Jurculet & Kris Russell
Upasana Khadka & Daniella
Morar
Wyatt Laikind & Josh Lingerfelt
Karim Lakhani & Tolga Yilmaz
Assignment:
Perform the estimation and interpretation tasks in Stock and Watson's empirical exercises E7.3 and E7.4. To construct your adaptation of Table 7.1, use the Stata command outreg to create your table. Outreg is not part of the basic Stata package, but can be downloaded and installed from the Stata Web site from STB-59, a collection of Stata ado files. It's a very convenient way to go directly from Stata output to something that looks like Table 7.1. Very useful for theses and papers!
As always: 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.