Welcome to Econ 485: Advanced Econometrics
On this page, you will find some class documents and useful links.
Spring 2014
BOOK
Stock and Watson: You can use the second or 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
Elasticity of Demand for Gasoline
article
Seat Belt article
College Grades article
DATA FILES
caschools.xls You will need to open this file in Excel and save it as a .CSV file
Nominal price of gasoline file: 1975 values are for regular leaded gasoline. 1976 and later are for regular unleaded gasoline.
SAT data file. Note that this is a text. File you can read it in as indicated in the Problem Set or you can change it to a .csv file using Excel and then read it as you have been reading in .csv 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.
[added 3/19/2013] Per Capita Personal Income Looking for per capital personal income by state? You can drill down to starting here at the BEA. Choose DATA for ANNUAL STATE PERSONAL INCOME AND EMPLOYMENT . Walk through the steps to build your data by choosing your states and years, make sure to get per capital income. You can then download it to an Excel spreadsheet.
State tax rates [added 3/22/2013] You can find state taxes on alcohol, cigarettes and gasoline at this link. You can download the file as an Excel file, it will need some cleaning up, but looks good.
Alcohol sales: http://www.niaaa.nih.gov/Resources/DatabaseResources/QuickFacts/AlcoholSales/Pages/consum03.aspx. [updated 3/19/2013]Try this for a new link to similar (same?) data
Health insurance: http://www.census.gov/hhes/www/hlthins/data/historical/index.html
Housing: http://www.census.gov/hhes/www/housing/hvs/rates/index.html
tobacco information
Unemployment benefits paid data
Education Data [added 3/19/2013] Build a Table The National Center for Educational Statistics has a new "Build a Table" app that allows you to grab data by state and year, such as expenditures per pupil, drop out rates, student teacher ratios. You need to spend some time on this site drilling down to the appropriate data, but it looks good.
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.htm
Marriage 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
TEENAGE PREGNANCY rates from CDC by state and year. Make sure to read the comment in the spreadsheet that explains what is being measured.
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
Home ownership data
http://www.census.gov/hhes/www/housing/hvs/prevann.html
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#