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Econ 5243
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Fall 2011
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| Econometrics II
Introductory Tutorials for Stata and R
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The introductory
tutorials presented below provide an introduction to the softwares needed
to solve the problem sets. Getting Stata
and R:
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The statistical package Stata can be found at the
Student Computer Lab - Department of Economics,
located at the 327 Hester Halll.
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The statistical package R can be downloaded from
http://cran.r-project.org/
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| Tutorials |
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Software
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Topic
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Source
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Link
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| Stata |
Do Files |
Cameron and Trivedi (2005) |
Some Programs |
| Stata and R |
Basic Commands and Outputs |
Econometrics II, OU. |
Stata Outputs |
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Stata |
A
Brief Introduction to STATA |
Prof. Koenker's Econ 508, UIUC |
Tutorial 1 |
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R |
A
Brief Introduction to R |
Prof. Koenker's Econ 508, UIUC |
Tutorial 2 |
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Stata |
An
Introduction to Stata |
Stock and Watson (2003) |
Tutorial
3 |
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Codes |
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Software
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Topic
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Source
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Link
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| R |
Inference (F test) |
Econometrics II, OU. |
F.test.R |
| Stata |
Model Selection |
Econometrics II, OU. |
ModelSel.do |
| Stata |
Likelihood Estimation (Gaussian) |
Econometrics II, OU. |
likelihood.do |
| Stata |
GMM panel Estimation |
Cameron and Trivedi (2005). |
program |
| Stata |
P and Q Transformation |
Econometrics II, OU. |
pq |
| R |
Fixed Effects Quantile Regression |
Econometrics II, OU. |
simplefe |
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August 23, 2010
email: lamarche@ou.edu
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