William Greene
Econometrics I:
Problems Sets and Exams
I. Assignments:
Assignment 1:
Least Squares Regression (Solutions)
Goldberger's
Comment on Leff's Regressions
Leff's
Response to Goldberger's Comments
Assignment 2: Hypothesis Testing
NLOGIT Script for Assignment 2:
Assignment 3: Asymptotics, Generalized Regression
Model
NLOGIT Script for Assignment 3:
Assignment 4: Generalized Regression, Panel Data
NLOGIT Script for Assignment 4:
Assignment 5: Maximum Likelihood Estimation
NLOGIT Script for Assignment 5:
II. Previous Exams:
III. Data Sets. (These data
sets are in portable .csv format. The data sets in Section IV below are NLOGIT
project (.lpj) files.
These and many other data sets can also be found at the website for the text,
http://people.stern.nyu.edu/wgreene/Text/Edition7/tablelist7.htm
and on the website
for the short course on microeconometrics,
http://people.stern.nyu.edu/wgreene/Microeconometrics.htm
)
4. Electricity Production
(Christensen and Greene)
7. Fuel Bills
IV. Data Sets That You Might Find Useful: These are NLOGIT project (.lpj) files. Left click to activate. Right click to download.
Spector and Mazzeo Basic Probit Data
Shoe Brand Choices, Stated Preference, Multinomial
Choice
Multinomial Choice, Travel Mode
Labor Supply Data (Mroz Study)
Panel Data on Innovation for Probit Models
Stated Preference Data on Automobile Choices
V. NLOGIT Software Short Manuals: This section contains a brief introduction and two manuals: The short introduction is a ''getting started. ''The LIMDEP manual explains the basics of using LIMDEP and NLOGIT. (LIMDEP is embedded in NLOGIT). The NLOGIT manual contains descriptions of how to use the special features for discrete choice modeling with NLOGIT (as well as some additonal material on other discrete choice models that are also contained in LIMDEP). The setup file contains an installation kit for installing a copy of NLOGIT made specially for this course on your own computer. You should download the setup file to your own computer and execute it there, rather than launching it from your web browser. Left click to activate. Right click to download.