Welcome to Econ 485: Advanced Econometrics
On this page, you will find some class documents and useful links.
Spring 2012
BOOK
Stock and Watson: We are using the second edition, not the new third edition. Click here to access data files and data file descriptions from the publisher
The Little SAS Book: - click here to access the book
on-line
thru JMU library
SAS Graphics Book - teach yourself how to make cool graphs in SAS
on-line thru the JMU library
BLOGS
Economix - read this blog as often as you can (aim for 2 to 3 times per
week). Frequently we will discuss the entries in class.
The
Numbers Guy - this blog gets updated only once a week. Take a look at it
once a week.
SAS license form click here and bring to the library
NOTES
Summation notes: basics of summation, expected value and variance.
ARTICLES
Cable Television and Competition
article and questions for
class Jan 10th.
Elasticity of Demand for Gasoline
article
Seat Belt article
College Grades article
Mortgage Lending article for Project 3 data file (note: this has a .xls file extension but it is NOT a spreadsheet. It is a permanent SAS data file. Downlaod the file by right-clicking and then change the file extension to .sas7bdat)
http://freakonomics.blogs.nytimes.com/2011/02/07/whats-putting-the-brakes-on-the-growth-of-driving
Answers
Exercises Ch 4,5,6,7,8 and answers
Data Files
DATA file for FINAL PROJECT due May 3, 2012
File for Problem set #1 and the PROC IMPORT code to read it in.
PROC
IMPORT
DATAFILE="F:\(your
file loation) \CPS92_08_ec485.xlsx"
OUT=ONE
replace;
GETNAMES=YES;
RUN;
Data for SAT problem set (#5) panel data work is here.
jec.xls (this file is an excel spreadsheet)
Panel Data papers:
paper1: federal
spending in the states
paper2: FDI
paper3: growth in
switzerland
paper5: motor voter
paper 6 state government
paper
7 sat scores
paper 8 public
education
paper 9
vehicle fatality and gas prices
Data Files
jec.xls (this file is an excel spreadsheet)
HOW to DEFLATE in SAS: code and notes
fips.xls you can use this file to map state fips # to a state name (two letter abrev)
(note: the excel files should be .xls files, note office 2007 .xlsx files)
SAS code for merging two data sets that have common ID variables:
DATA SOURCES
NOTE: below are links to some data sources. Over the years I have
added to this list, but I have not kept it up to date, so there may be some
"dead links". You are expected to find your own data, these links provide
you a start. If you find any others that you believe would be useful to the
class, send them to me and I will add them to the list.
alcohol sales: http://www.niaaa.nih.gov/Resources/DatabaseResources/QuickFacts/AlcoholSales/Pages/consum03.aspx
health insurance: http://www.census.gov/hhes/www/hlthins/data/historical/index.html
housing: http://www.census.gov/hhes/www/housing/hvs/rates/index.htmlmarriage rates
http://www.cdc.gov/nchs/data/nvss/marriage_rates_90_95_99-10.pdf
birthrates you will find data on teenage pregnancy - useful for studying poverty rates, (click on subnational) Trends in Birth Rates, Fertility Rates and Selected Characteristics http://www.cdc.gov/nchs/data_access/vitalstats/VitalStats_Births.htm
Data on Infant Mortality http://datacenter.kidscount.org/data/acrossstates/Rankings.aspx?ind=20
CRIME DATA
use this link
below to get crive data. Chosse the middel table type "Data with one
Variable" to allow you to get a panel of crime data for the US states.
http://www.ucrdatatool.gov/Search/Crime/Crime.cfm
Arrest Data: updated 4/6/2011. The link below will get you to some arrest data, by state. You will have to download each year individually and build up your data.
http://www.fbi.gov/about-us/cjis/ucr/ucr#ucr_cius
Click on : Crime in the U.S.
Click on: pick a year
Click on “persons arrested” – from there you should find state specific
arrests. To construct an arrest rate or probability of arrest, =
arrests/crimes…be careful that both variables are total (or that both are in the
same units such as per capita or per 100,000 people)
labor force participation for 2005 and 2004, more would be needed
http://www.census.gov/compendia/statab/tables/08s0575.pdf
http://www.census.gov/compendia/smadb/TableA-29.pdf
Education Data
http://nces.ed.gov/programs/digest/
Educational attainment: try these
http://www.census.gov/population/www/socdemo/educ-attn.html
http://www.higheredinfo.org/dbrowser/index.php?submeasure=250&year=2009&level=nation&mode=data&state=0
http://www.census.gov/hhes/socdemo/education/data/cps/index.html
dropout rates: http://nces.ed.gov/pubs2009/dropout07/tables/table_05.asp
Home ownership data
http://www.census.gov/hhes/www/housing/hvs/prevann.html
Per capita Income by MSA or by State is found here:
http://www.bea.gov/regional/reis/
old: per capital personal income by state (in nominal dollars) is here
old: real per capita GDP by state is here
State GDP
http://www.bea.gov/regional/gsp/
Union membership
2006 and 2007
http://www.bls.gov/news.release/union2.t05.htm
2005 and 2006
http://www.bls.gov/news.release/History/union2_01252007.txt
2003 and 2004
http://www.bls.gov/news.release/History/union2_01272005.txt
all years 2000-2007 (needs cleaning up)
http://www.bls.gov/webapps/legacy/cpslutab5.htm
poverty data
http://www.census.gov/hhes/www/poverty/prevdetailtabs.html
http://www.census.gov/hhes/www/poverty/histpov/perindex.html
Unemployment rates by state
http://www.bls.gov/lau/#tables
better data: ? http://www.bls.gov/lau/staadata.txt
At the Center for Disease Control, lots of neat stuff, just don't get lost! http://wonder.cdc.gov/
childhood obesity data: http://www.cdc.gov/mmwr/preview/mmwrhtml/mm5828a1.htm
American Community Survey at the Census: http://factfinder.census.gov/servlet/DownloadDatasetServlet?_lang=en&_ts=256218576449
Data on many different aspects of the economy esp. federal budget issues, but lots of good state level data. This site is essentially a compilation of lots of data that came from elsewhere, such as the Census Bureau. When using data from this source, make sure to note and record the original source of the data http://www.nationalpriorities.org/nppdatabase_tool
Some higher education data
Some Baseball Web sites:
http://baseballguru.com/bbdata1.html
http://www.thomasgeorge.com/baseball/stats.cfm
Internet usage by country:
http://www.itu.int/ITU-D/icteye/Indicators/Indicators.aspx#