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:

MRW example.pdf

OLS Regression Using Stata.pdf

MRW paper.pdf


2SLS example:

card example.pdf

IV Estimation Using Stata.pdf

card paper.pdf


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:


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



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:


Static Models: static [31 Aug 20]


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 [29 Aug 07]


Bond (2002) Paper

            Blundell-Bond (2000) Paper

            Bond-Hoeffler-Temple (2001) Paper

            Roodman (2006) Paper