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

Probability

Bent Nielsen's Lecture Notes: BN notes.pdf [5 Oct 18]

Lecture Slides:

Part 1: prob1.pdf [8 Oct 18]

Part 2: prob2.pdf [15 Oct 18]

Problem Sets:

Week 1: mphil_ects1.pdf [5 Oct 18]

Week 2: mphil_ects2.pdf [12 Oct 18]

Outline Answers:

Week 1:

Week 2:

 

Week 6

Lecture Slides:

Cluster-robust inference: clustering.pdf [9 Nov 18]

Endogenous explanatory variables: endogeneity.pdf [9 Nov 18]

Two stage least squares: instrumental variables.pdf [9 Nov 18]

Problem Sets:

Week 6: mphil_ects_6.pdf [9 Nov 18]

Week 7: mphil_ects_7.pdf [16 Nov 18]

Outline Answers:

Week 6:

Week 7:

 

January 2019 Mock Exam Paper

mphil19ectMockHT

 

Econometrics using Stata

 

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:

Stata Intro Part I.pdf

Stata Intro Part II.pdf

Stata Intro Part III.pdf

Note that we will not cover slides 23-35 in Part II

OLS example:

MRW example.pdf

OLS Regression Using Stata.pdf

2SLS example:

IV Estimation Using Stata.pdf

Datasets:

stata datasets.zip

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 

 

Lecture Slides:

Part 1: paneldata1.pdf

Part 2: paneldata2.pdf

Part 3: paneldata3.pdf

Part 4: paneldata4.pdf

Part 5: paneldata5.pdf

 

Problem Sets:

For classes in TT wk1: paneldata problemset1.pdf

For classes in TT wk2: paneldata problemset2.pdf

Outline Answers:

For classes in TT wk1:

For classes in TT wk2:

 

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 Advanced Econometrics 1

Panel Data Methods

Course Outline: paneldat.pdf [16 Nov 17]

Lecture Slides:

Static Models: static.pdf [14 Oct 15]

Dynamic Models Part 1: dynamic1.pdf [14 Oct 15]

Dynamic Models Part 2: dynamic2.pdf [6 Nov 14]

 

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 [25 Feb 19]

Lecture Slides:

prodfn1.pdf [28 Feb 19]

prodfn2.pdf [7 Mar 19]

mktpower.pdf [7 Mar 19]

 

Sample exam question: sample_question.pdf [3 Jun 19]

 

Second Year Financial Economics 2

Empirical Corporate Finance: Financing Constraints and Corporate Investment

Reading List: fin con reading list.pdf [22 Feb 13]

Lecture Slides:

financing constraints.pdf [22 Feb 13]

fin con figures.pdf [22 Feb 13]

 

CEMFI Summer School


Panel Data Econometrics

12-16 September, 2016

Course Programme: bond programme 2016.pdf [1 Sep 16]

Course Outline: bond outline 2016.pdf [1 Sep 16]

Lecture Notes:

Static Models: static.pdf [14 Oct 15]

Dynamic Models Part 1: dynamic1.pdf [14 Oct 15]

Dynamic Models Part 2: dynamic2.pdf [6 Nov 14]

Class Notes:

            Table 1: Using Stata to Replicate Table 1 in Bond.pdf [1 Sep 16]

            Table 4: Using Stata to Replicate Table 4 in Bond.pdf [1 Sep 16]

            Exercises: GMM Stata Exercises.pdf [4 Oct 05]

Datasets: summer school datasets.zip [29 Aug 07]

Papers:

Bond (2002) Paper

            Blundell-Bond (2000) Paper

            Bond-Hoeffler-Temple (2001) Paper

            Roodman (2006) Paper