Professor — Ph.D., Massachusetts Institute of Technology
Professor and Department Chair
Dr. Abrevaya's research has focused on econometric methodology, applied microeconomics, and demography. His work has utilized large-scale birth databases within the United States to research topics including birthweight inequality, the effects of smoking upon birth outcomes, and the practice of gender selection among specific ethnic groups. His research has been funded by the National Science Foundation and the Robert Wood Johnson Foundation.
ECO 341K • Introduction To Econometrics
34470 • Spring 2011
Meets TTH 1230pm-200pm ART 1.110
INTRODUCES THE STUDENT TO STANDARD REGRESSION PROCEDURES OF PARAMETER ESTIMATION AND HYPOTHESIS TESTING IN ECONOMICS.
PREREQUISITE: ECONOMICS 420K AND 329 WITH A GRADE OF AT LEAST C- IN EACH.
Econometrics is an application of statistical methods to the estimation of economic relationships. Students are expected to have an understanding of both statistics and economic theory. This course reveals how relationships among economic variables are discerned from data. The primary focus of this course is on estimation methodology. If more information is needed contact instructor.
Abrevaya, Jason and Robert McCulloch, forthcoming, "Reversal of fortune: a statistical analysis of penalty calls in the National Hockey League," Journal of Quantitative Analysis in Sports.Abrevaya, Jason and Shu Shen, forthcoming, "Estimation of censored panel-data models with slope heterogeneity," Journal of Applied Econometrics.
Abrevaya, Jason, forthcoming, "The projection approach for unbalanced panel data," Econometrics Journal.
Abrevaya, Jason and Laura Puzzello, 2012, "Taxes, cigarette consumption, and smoking intensity: comment," American Economic Review, 102(4): 1751-1763.
Abrevaya, Jason and Daniel Hamermesh, 2012, "Charity and favoritism in the field: are female economists nicer (to each other)?" Review of Economics and Statistics, 94: 202-207.
Abrevaya, Jason and Karen Mulligan, 2011, Effectiveness of state-level vaccination mandates: evidence from the varicella vaccine, Journal of Health Economics, 30: 966-976.
Abrevaya, Jason and Youngki Shin, 2011, "Rank estimation of partially linear index models," Econometrics Journal.
Larrick, Richard, Thomas Timmerman, Andrew Carton, and Jason Abrevaya, 2011, "Temper, temperature, and temptation: heat-related retaliation in baseball," Psychological Science 22(4): 423-428.
Abrevaya, Jason, Jerry Hausman, and Shakeeb Khan, 2010, "Testing for causal eﬀects in a generalized regression model with endogenous regressors," Econometrica 78(6): 2043–2061.
Abrevaya, Jason and Hongfei Tang, 2011, "Body mass index in families: spousal correlation, endogeneity, and intergenerational transmission," Empirical Economics.
J. Abrevaya, "Are there missing girls in the United States? Evidence from birth data." American Economic Journal: Applied Economics Vol. 1, No. 2, Jan 2009, pp. 1-34.
Abrevaya, J. & Dahl, C. (2008, September) The effects of birth inputs on birthweight: evidence from quantile estimation on panel data. Journal of Business and Economic Statistics, 26, 379-397.
Abrevaya, J. (2008, September) On recombinant estimation for experimental data. Experimental Economics, 11, 25-52.
Code and Data
Sample Stata files for Abrevaya and Donald (2014, working paper)
- Abrevaya and Donald (2014, working paper, "A GMM approach for dealing with missing data on regressors and instruments")
- missreg.do --- Stata do file that provides examples of complete-data regression, dummy-variable method, optimal GMM estimator (results from Table 10 in Abrevaya and Donald (2014))
- Data files needed for missreg.do: wls-data.dta and wls-data-adultbmi.dta
Stata data for Abrevaya (2006, Journal of Applied Econometrics)
Vist the JAE Data Archive or download data below
Gauss code for rank-based estimators (including maximum rank correlation estimator, monotone rank estimator, and leapfrog estimator)
- Files Attached
Sample Gauss code for Hausman, Abrevaya, Scott-Morton (1998) misclassification MLE
- Files Attached
Sample Stata code for Hausman, Abrevaya, Scott-Morton (1998) misclassification MLE
Stata files and code for Abrevaya and Tang ("Body mass index in families: spousal correlation, endogeneity, and intergenerational transmission")
- Journal of Econometric Methods
- Journal of Applied Econometrics Data Archive
- Econometrics links
- Ox software website
- Bruce Hansen's Econometrics textbook