Statistics and Econometrics

Universitat Pompeu Fabra and Barcelona GSE, Fall 2009
MSc Economics and MSc Finance
Kurt Schmidheiny and Vasco Carvalho

• 29.11.09: Uploaded problem set 9.
• 20.11.09: Uploaded problem set 8.

Slides: Causal Effects and Experiments 4up
The Wyeth ghostwriting case: New York Times, Aug 4, 2009, PLoS
Problem Set 1: Questions, Data
The Economist, Aug 13 2009, Eonomics focus: Cause and defect
Articles about the 'current debate'
Writing Group for the Women's Health Initiative Investigators (2002), Risks and Benefits of Estrogen Plus Progestin in Healthy Postmenopausal Women: Principal Results From the Women's Health Initiative Randomized Controlled Trial, Journal of the American Medical Association, 288:321-333.
Jeremy D. Finn and Charles M. Achilles (1990), Answers and Questions About Class Size: A Statewide Experiment, American Educational Research Journal, 27, 557-577.
Alan B. Krueger (1999), Experimental Estimates of Education Production Functions, The Quarterly Journal of Economics.

Handout Linear Regression: 2up, 1up
Handout Monte Carlo Simulations: 2up, 1up, Stata do file withMonte Carlo simulations
Handout Heteroscedasticity in the Linear Model: 2up, 1up
Handout The Bootstrap: 2up, 1up
Handout Clustering in the Linear Model: 2up, 1up
Slides: The Geometry of OLS, Video (mwv)
Slides Asymptotic Theory: 4up, 1up
Problem Set 2: Questions, data
Problem Set 3: Questions, data
Problem Set 4: Questions, data question 1, data question 2

Handout Instrumental Variables: 2up, 1up
Slides Simultaneous Equation Models: 4up, 1up
Instrumental Variables are hot: Economist 1/8/2004
Instrumental Variables are not obvious to everyone: New York Times, Economix Blog, May 22, 2009
Problem Set 5: Questions, data question 1