Steve Bond: Teaching
Access information and downloadable teaching resources for courses with Steve Bond.
See Academic Profile page.
M.Phil. in Economics
First Year Econometrics
Note that the material below refers to the course taught in 2019/20, and will be updated shortly.
Estimation and Inference in Linear Models (weeks 4-6)
Outline: course outline and reading list.pdf
Ordinary least squares: ols.pdf
Coefficients in multiple regression: coefficients.pdf
Exact finite sample inference: inference.pdf
Review: review.pdf
The topics above were covered by Prof Nielsen in week 3. The lecture slides for weeks 4-8 are those below.
Asymptotic properties and inference: asymptotics.pdf
Heteroskedasticity: heteroskedasticity.pdf
Cluster-robust inference: clustering.pdf
Endogenous explanatory variables: endogeneity.pdf
Two stage least squares: instrumental variables.pdf *** corrected (2 Dec) ***
Generalized Method of Moments: gmm.pdf
Local Average Treatment Effects: late.pdf
OLS example:
OLS Regression Using Stata.pdf
2SLS example:
Problem Sets (for classes at the start of the following week) will appear here:
Outline Answers:
Econometrics using Stata
*** This material here was for a longer course that we ran in 2018/19. The Introduction to Stata lecture in week 4 will cover a subset of this material. ***
You should have received an email from Manor Road IT about obtaining a licence and activating Stata - details are at:
https://it.manor-road.ox.ac.uk/software/stata.html
Slides:
Note that we will not cover slides 23-35 in Part II
OLS example:
OLS Regression Using Stata.pdf
2SLS example:
Datasets:
This zip file contains the dataset mrw.dta used in the OLS example and the dataset card.dta used in the 2SLS example (and in the Part III slides), as well as Stata versions of the datasets used in the Part I slides. Save the zip file locally and (if necessary) extract these datasets to open in Stata.
Panel Data
Outline and Reading List: paneldata reading list.pdf
Panopto Recordings of Lectures are available through Canvas
Additional Material 2020 TT week 2: additional material week 2.pdf
Additional Material 2020 TT week 3: additional material week 3.pdf
Lecture Slides:
Part 1: paneldata1.pdf
Part 2: paneldata2.pdf
Part 3: paneldata3.pdf
Part 4: paneldata4.pdf
Part 5: paneldata5.pdf
Problem Sets:
Outline Answers:
Revision Class
June 2018 Q1: 2018_Q1.pdf
Not June 2018 Q6: not 2018_Q6.pdf
Note that the panel data question we covered in the revision class was NOT the panel data question from the June 2018 exam paper. You can consider this as a sample exam question. The question we covered in the class is available from the link: sample panel data question.pdf
If you are logged into weblearn, you can find the June 2018 exam paper at the link: June 2018 Econometrics
And short sketch answers to the real June 2018 Q6 at the link: real 2018_Q6.pdf
Second Year Option Papers for MT 2020
Advanced Econometrics 1: advanced econometrics 1 2020.pdf
Empirical Microeconomics: empirical micro 2020.pdf
Second Year Advanced Econometrics 1
Dynamic Panel Data
Course Outline and Reading List: course outline and reading list [8 Oct 20]
Lecture Slides:
PREAMBLE
Static Models: static [31 Aug 20]
MAIN MATERIAL
Dynamic Models Part 1: dynamic1 [4 Sep 20]
Dynamic Models Part 2: dynamic2 [6 Sep 20]
Revision Class
June 2018 paper: mphil18advects1.pdf
Slides: 2018_Q4.pdf
Second Year Empirical Micro
Production Functions: The Continuing Search for Identification
Reading List: prodfn readings.pdf [26 Nov 19]
Lecture Slides:
prodfn1.pdf [26 Nov 19]
prodfn2.pdf [7 Mar 19]
mktpower.pdf [7 Mar 19]
Sample exam question: sample_question.pdf [3 Jun 19]
CEMFI Summer School
Panel Data Econometrics
7-11 September, 2020
Course Outline and Reading List: course outline and reading list [7 Sep 20]
Lecture Notes:
Static Models: static [31 Aug 20]
Dynamic Models Part 1: dynamic1 [4 Sep 20]
Dynamic Models Part 2: dynamic2 [6 Sep 20]
Class Notes:
Table 1: Using Stata to Replicate Table 1 in Bond (2002) [6 Sep 20]
Table 4: Using Stata to Replicate Table 4 in Bond (2002) [6 Sep 20]
Exercises: GMM Stata Exercises.pdf [4 Oct 05]
Datasets: summer school datasets.zip [29 Aug 07]
Papers: