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Saturday, November 12

  1. page Stata Project edited Stata Project Part I= I 1) Name this file: appliedeconometrics_midterm_surname_name.doc (or …

    Stata Project
    Part I=I
    1) Name this file: appliedeconometrics_midterm_surname_name.doc (or .docx, or, if you use Open Office, .odt; no other formats are allowed) (where ‘surname’ is your last name).
    2) Create a subfolder in /applied_econometrics_students/surname (where ‘surname’ is your last name). Save the file in that subfolder.
    (view changes)
    1:01 pm
  2. page Stata Project edited Stata Project Introducion Students should form teams of at most 4 components. Each team should…

    Stata Project
    Introducion
    Students should form teams of at most 4 components. Each team should produce the following: one short paper, divided into two parts (the first one including the introduction and the descriptive analysis, and the second one, the inferential analysis and the conclusions. One folder with all the files necessary to replicate all results of the paper - the first part to be delivered together with the first part of the paper, and the complete folder to be delivered with the whole paper.
    The task is to research the causes of corruption. As a dependent variable, two alternative measures will be used, so as to be able to compare results. One measure is Transparency International's "Corruption Perception Index". The other, the new "Public Administration Corruption Index" (or "PACI"; see here).
    As independent variables, several governance-related measures will be used, together with GDP per capita. The former originate from the Quality of Government project, which assembles data from various sources. The latter, from the IMF World Economic Outlook).
    Students will have to start their work by researching the literature. Two good starting points are the following:
    Treisman, Daniel. 2007. "What have we learned about the causes of corruption from ten years of cross-national empirical research?." Annu. Rev. Polit. Sci. 10: 211-244.**
    Lambsdorff, Johann Graf 2006, “Consequences and Causes of Corruption: What Do We Know From a Cross-Section of Countries?” in International Handbook on the Economics of Corruption, Rose-Ackerman (ed.), 2006.
    Execution of the project
    Students should:
    Research the literature, while focusing on the practical problems that they will face when estimating the empirical model. Attention should be paid to issues of endogeneity, and to the need to find suitable instrumental variables.
    Assemble the dataset. The starting point is the Stata project "governance" (see the shared folder named "governance"). Students should autonomously obtain the data for the PACI index (see link above), and "merge" it with the overall dataset.
    Write a short paper which, to be divided into two parts:
    Part I
    Part I=
    1) Name this file: appliedeconometrics_midterm_surname_name.doc (or .docx, or, if you use Open Office, .odt; no other formats are allowed) (where ‘surname’ is your last name).
    2) Create a subfolder in /applied_econometrics_students/surname (where ‘surname’ is your last name). Save the file in that subfolder.
    3) Document your work in a “do file”, which should follow the guidelines in: https://appliedeconometrics.wikispaces.com/Stata+Rules
    Save this file in the same directory above.
    ...
    December 15 atat midnight
    (view changes)
    1:01 pm
  3. page Stata Project edited ... Write a short paper which, to be divided into two parts: Part I The first part will have an…
    ...
    Write a short paper which, to be divided into two parts:
    Part I
    The first part will have an abstract, an introduction containing a short review of the literature and describing the overall research strategy, a data section presenting a descriptive analysis of the data, and a bibliography. Citations will have to follow the Chicago Manual of Style ("author-date" system)
    The file should be named: Stataproject_one_group_*_[date], where *
    1) Name this file: appliedeconometrics_midterm_surname_name.doc (or .docx, or, if you use Open Office, .odt; no other formats are allowed) (where ‘surname’ is the group identifier (A, B, ..., E) and be both sent, and saved in the group's "docs" subfolder, both in the "word" format (extension: .doc or .docx), and asyour last name).
    2) Create
    a pdf file.
    Students will also have to turn
    subfolder in the ".do" files which produce all results of the first part of the paper.
    The instructor will communicate the date when the first part of the paper
    /applied_econometrics_students/surname (where ‘surname’ is due.
    Part II
    The complete paper, to be turned in after
    your last name). Save the end of the course, will also contain a section presenting and discussing the results, a final concluding section, and an updated bibliography.
    The
    file should be named: Stataproject_all_group_*_[date], where * is the group identifier (A, B, ..., E) and be both sent, and saved in the group's "docs" subfolder, boththat subfolder.
    3) Document your work
    in the "word" format (extension: .doc or .docx), and as a pdf file.
    Students will also have to turn in
    “do file”, which should follow the ".do" files which produces all results presentedguidelines in: https://appliedeconometrics.wikispaces.com/Stata+Rules
    Save this file
    in the paper.same directory above.
    4) Deadline: December 15 at midnight

    (view changes)
    1:00 pm
  4. page Stata Project 2015-16 edited Stata Project Introducion Students should form teams of at most 4 components. Each team should…

    Stata Project
    Introducion
    Students should form teams of at most 4 components. Each team should produce the following: one short paper, divided into two parts (the first one including the introduction and the descriptive analysis, and the second one, the inferential analysis and the conclusions. One folder with all the files necessary to replicate all results of the paper - the first part to be delivered together with the first part of the paper, and the complete folder to be delivered with the whole paper.
    The task is to research the causes of corruption. As a dependent variable, two alternative measures will be used, so as to be able to compare results. One measure is Transparency International's "Corruption Perception Index". The other, the new "Public Administration Corruption Index" (or "PACI"; see here).
    As independent variables, several governance-related measures will be used, together with GDP per capita. The former originate from the Quality of Government project, which assembles data from various sources. The latter, from the IMF World Economic Outlook).
    Students will have to start their work by researching the literature. Two good starting points are the following:
    Treisman, Daniel. 2007. "What have we learned about the causes of corruption from ten years of cross-national empirical research?." Annu. Rev. Polit. Sci. 10: 211-244.**
    Lambsdorff, Johann Graf 2006, “Consequences and Causes of Corruption: What Do We Know From a Cross-Section of Countries?” in International Handbook on the Economics of Corruption, Rose-Ackerman (ed.), 2006.
    Execution of the project
    Students should:
    Research the literature, while focusing on the practical problems that they will face when estimating the empirical model. Attention should be paid to issues of endogeneity, and to the need to find suitable instrumental variables.
    Assemble the dataset. The starting point is the Stata project "governance" (see the shared folder named "governance"). Students should autonomously obtain the data for the PACI index (see link above), and "merge" it with the overall dataset.
    Write a short paper which, to be divided into two parts:
    Part I
    The first part will have an abstract, an introduction containing a short review of the literature and describing the overall research strategy, a data section presenting a descriptive analysis of the data, and a bibliography. Citations will have to follow the Chicago Manual of Style ("author-date" system)
    The file should be named: Stataproject_one_group_*_[date], where * is the group identifier (A, B, ..., E) and be both sent, and saved in the group's "docs" subfolder, both in the "word" format (extension: .doc or .docx), and as a pdf file.
    Students will also have to turn in the ".do" files which produce all results of the first part of the paper.
    The instructor will communicate the date when the first part of the paper is due.
    Part II
    The complete paper, to be turned in after the end of the course, will also contain a section presenting and discussing the results, a final concluding section, and an updated bibliography.
    The file should be named: Stataproject_all_group_*_[date], where * is the group identifier (A, B, ..., E) and be both sent, and saved in the group's "docs" subfolder, both in the "word" format (extension: .doc or .docx), and as a pdf file.
    Students will also have to turn in the ".do" files which produces all results presented in the paper.

    (view changes)
    10:07 am

Wednesday, September 7

  1. page home edited ... Instructor: Lucio Picci Syllabus (Academic Year 2015-2016) 2016-2017) Useful links Data…
    ...
    Instructor: Lucio Picci
    Syllabus
    (Academic Year 2015-2016)2016-2017)
    Useful links
    Data visualization
    (view changes)
    8:34 am
  2. page Syllabus 2016-2017 edited ... Stata Lab 10. Wrap-up of the course. Evaluation ... (25%), and one Stata project (read th…
    ...
    Stata Lab 10. Wrap-up of the course.
    Evaluation
    ...
    (25%), and one Stata project (read the instructions here), which will be divided into two partsStata assignments (25% each). The firstinstructor will email the instructions for the Stata assignment in due time. The midterm exam will be taken sometimes after Week 5 of the course.on November 11, 2016, at 9 am.
    Office Hours
    Lucio Picci's Office Hours (check the bottom of the page)
    ...
    Students are required to subscribe to this Googlegroups mailing list. Please contact the instructor if you experience problems in subscribing.
    Also, documents and data will be shared using a Dropbox folder.
    Lucio Picci, 97 September 20152016
    (view changes)
    8:33 am
  3. page Syllabus 2016-2017 edited Applied Econometrics, Academic Year 2016-2017 Instructor: Lucio Picci Department of Economics,…

    Applied Econometrics, Academic Year 2016-2017
    Instructor: Lucio Picci
    Department of Economics, University of Bologna
    Aims, objectives and learning outcomes
    The course provides an introduction to the use of statistical and econometric methods in the social sciences, with particular but not exclusive reference to applications in economics. Among the themes treated, of particular relevance are the problems of estimation and testing of hypotheses using the multivariate linear regression model, instrumental variable estimation, discrete choice models, and the analysis of panel data.The course is applied in nature, and use will be made of the software Stata, during a series of ten "Stata labs". Students also will have to write a "Stata project" which will account for half of the final grade.
    Students taking this class should have taken an introductory course in statistics, and in particular they should be familiar with the following concepts: random variables, main distribution of probabilities, estimation of the mean of a population and test of hypothesis. Students who do not satisfy these prerequisites may take the course anyway, but they should be prepared to work hard to remedy their ignorance. The first two weeks of the course will be dedicated to a crash mini-course in inferential statistics.
    At the end of the course, successful students will be able to autonomously employ the methods considered in the course, while appropriately interpreting the results of their analyses.
    Stata Lab
    The exercises using Stata will take place on Thursdays between 3pm and 5pm at the Labic Computer Lab. There the students will also find a number of personal computers, with Stata installed, for autonomous use during the lab's opening hours.
    References
    The main textbook is: Stock, James and Mark W. Watson. 2012. Introduction to Econometrics. 3rd edition. Pearson (indicated in what follows as [SW])
    Also relevant might be (depending on time): Ray C. Fair. 2012. Predicting Presidential Elections and Other Things. 2nd. edition. Stanford University Press (The PDF file of the first edition is: avialable online). A copy is available at the Central library.
    To review the topics whose knowledge is a prerequisite for this course, students may peruse any introductory text in statistics. Students who can read Italian may want to consider: Pacini, B. and Picci, L. 2001. Introduzione alla Statistica, Clueb (indicated in what follows as [PP]). A limited number of copies of this textbook may be borrowed from the library.
    Syllabus
    Introduction (Week 1 & 2)
    A bird's-eye view of the main topics of the course.
    On the history of econometric thought, see (in Italian) Le verità sfuggenti dell'econometria, Lucio Picci, 2000.
    Quick review of the following themes: descriptive statistics; probability, random variables and probability distributions, sample analysis, estimation, test of hypotheses [SW] chapter 2, 3. [PP]: Chapter 1: All ; Chapter 2: All, with the exlusion of 2.10; Chapter 3: 3.1, 3.2, 3.4; Chapter 4: All, with the exclusion of 4.9 (Bayes' Theorem); Chapter 5. All, except 5.6 (Binomial distribution), 5.7 (Ipergeometric distribution) ; Chapter 6. All, except 6.6 (Sample distribution of a relative frequency); Chapter 7. All, except 7.6 (Interval estimation of a relative frequency); Chapter 8. All, except 8.4 (Test of hypothesis for a relative frequency) and 8.6 (Other cases)
    Stata Lab 1: Introduction to the Stata. Basic commands, data management, use of ".do files".
    Stata Lab 2: Exploratory data analysis.
    The linear regression model with a single regressor (Week 3)
    Esimation of the coefficients and test of hypothesis on the regression coefficient. [SW] Chapter 4 & 5, all sections.
    Stata Lab 3: The linear regression model with a single regressor.
    The linear multivariate regression model (Week 4)
    The model and estimation of the regression coefficients. [SW] Chapter 6 and 9 (see also: 17, 18.1, 18.2, 18.4 and 18.5).
    Stata Lab 4: The linear multivariate regression model, Part I.
    Test of hypothesis in the linear multivariate regression model (Week 5)
    T-test and F-test. [SW] Chapter 7 (see also: 18.3)
    Stata Lab 5. The linear multivariate regression model, Part II.
    The analysis of the linear regression model and heteroskedasticity (Week 6)
    Heteroskedasticity, testing, and robust standard error estimation. [SW] Chapter 7 all sections (see also: 18.6).
    Analysis of the regression model. [SW] Chapter 9.
    Stata Lab 6. Heteroskedasticity and GLS estimation.
    Instrumental Variable Estimation (Week 7).
    Instrumental variable and 2SLS estimation. [SW] Chapter 12 (all sections) (also see: 18.7)
    Stata Lab 7. IV estimation
    Panel data models (Week 8)
    Panel data structure.
    "Pooled" and "Fixed Effects" models. [SW] Chapter 10 (all sections).
    Stata Lab 8. Panel data models.
    Discrete choice models (Week 9)
    [SW] Chapter 11 (all sections).
    Stata Lab 9. Estimation and analysis of Probit and Logit models.
    Time series data and models. Review of topics (Week 10)
    Time series models. [SW] Chapter 14 (Sections 1-5; also, read Section 6).
    Stata Lab 10. Wrap-up of the course.
    Evaluation
    The final grade will be based on one midterm exam (25%), one final exam (25%), and one Stata project (read the instructions here), which will be divided into two parts (25% each). The first midterm exam will be taken sometimes after Week 5 of the course.
    Office Hours
    Lucio Picci's Office Hours (check the bottom of the page)
    Mailing list of the course
    Students are required to subscribe to this Googlegroups mailing list. Please contact the instructor if you experience problems in subscribing.
    Also, documents and data will be shared using a Dropbox folder.
    Lucio Picci, 9 September 2015

    (view changes)
    8:29 am

Thursday, June 9

  1. page Stata Project edited ... Introducion Students should form teams of at most 4 components. Each team should produce the …
    ...
    Introducion
    Students should form teams of at most 4 components. Each team should produce the following: one short paper, divided into two parts (the first one including the introduction and the descriptive analysis, and the second one, the inferential analysis and the conclusions. One folder with all the files necessary to replicate all results of the paper - the first part to be delivered together with the first part of the paper, and the complete folder to be delivered with the whole paper.
    ...
    "PACI"; see [https://sites.google.com/site/lucioxpicci/measure_corruption|here]]).here).
    As independent variables, several governance-related measures will be used, together with GDP per capita. The former originate from the Quality of Government project, which assembles data from various sources. The latter, from the IMF World Economic Outlook).
    Students will have to start their work by researching the literature. Two good starting points are the following:
    (view changes)
    9:05 am
  2. page Stata Project edited ... Introducion Students should form teams of at most 4 components. Each team should produce the …
    ...
    Introducion
    Students should form teams of at most 4 components. Each team should produce the following: one short paper, divided into two parts (the first one including the introduction and the descriptive analysis, and the second one, the inferential analysis and the conclusions. One folder with all the files necessary to replicate all results of the paper - the first part to be delivered together with the first part of the paper, and the complete folder to be delivered with the whole paper.
    ...
    "PACI"; see here).[https://sites.google.com/site/lucioxpicci/measure_corruption|here]]).
    As independent variables, several governance-related measures will be used, together with GDP per capita. The former originate from the Quality of Government project, which assembles data from various sources. The latter, from the IMF World Economic Outlook).
    Students will have to start their work by researching the literature. Two good starting points are the following:
    (view changes)
    9:03 am

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