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 * Classes will take place in room 1016 (FGV main building, 10th floor)
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== Course syllabus ==
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 * [[attachment:Ementa_2018.doc|Syllabus 2019.2]]

== Course outline ==

 * [[attachment:Course_syllabus.pdf|Syllabus 2019.2]]

== Class notes and exercises ==

1. Introduction

 * [[attachment:1_Introduction.ppt|1.1 Introduction]]

 * [[attachment:2_Microeconomic_foundations.ppt|1.2 Microeconomic foundations: The Dorfman-Steiner Condition]]

2. Stata tutorial: basic commands


 * [[attachment:Stata_tutorial.docx|Exercise 0: Stata basic commands]]
 * [[attachment:orange.dta|Database for tutorial (file orange.dta)]]
 * [[attachment:exercise0.do|do-file - Stata tutorial]]

3. Estimating the impact of advertising on sales: econometric issues


3.1 Simultaneity

 * [[attachment:Notes_endogeneity.ppt|Slides: simultaneity]]
 * [[attachment:exercise1.doc|exercise 1]]
 * [[attachment:orange2.dta|Database for exercise 1 (file orange2.dta)]]
 * [[attachment:exercise1.do|do-file - exercise 1]]

3.2 Dynamic effects

 * [[attachment:Notes_dynamics.ppt|Slides: dynamic effects]]
 * [[attachment:exercise2.doc|exercise 2]]
 * [[attachment:exercise3.doc|exercise 3]]
 * [[attachment:palda.dta|Database annual - Exercises 2 and 3 (file palda.dta)]]
 * [[attachment:paldam.dta|Database monthly - Exercises 2 and 3 (file paldam.dta)]]
 * [[attachment:exercise2.do|do-file - exercise 2]]
 * [[attachment:exercise3.do|do-file - exercise 3]]

Test 1

 * [[attachment:test1_QMM.docx|Test 1 September 2019]]
 * [[attachment:test1_answers.do|Code for test 1]]
 * [[attachment:test1.dta|Database (file test1.dta)]]
 * [[attachment:test1_answers.log|log file for test 1]]

3.3 Causality

 * [[attachment:notes_causality.ppt|Slides: causality]]
 * [[attachment:exercise4.docx|Exercise 4]]
 * [[attachment:causal2.dta|database for exercise 4 (file causal2.dta)]]
 * [[attachment:exercise4.do|do-file - exercise 4]]

A1 - September 30

 * [[attachment:Exam_QMM.docx|questions A1]]
 * [[attachment:beer.dta|Database for exercise 1 (file beer.dta)]]
 * [[attachment:ldcalls.dta|Database for exercise 2 (file ldcalls.dta)]]
 * [[attachment:answers_A1.do|do file for A1]]
 * [[attachment:answers_A1.log|log file for A1]]


4. Discrete choice models and consumer behavior

4.1 Choice between two brands: binomial models
  
 * [[attachment:notes_binomial_models.ppt|Slides: binomial models - probit and logit]]
 * [[attachment:exercise5.doc|Exercise 5]]
 * [[attachment:chapter4_probit.dta|Database for exercise 5 (file chapter4_probit.dta)]]
 * [[attachment:exercise5.do|do-file - exercise 5]]
 * [[attachment:exercise6.doc|Exercise 6]]
 * [[attachment:creditcard.dta|Database for exercise 6 (file creditcard.dta)]]
 * [[attachment:exercise6.do|do-file - exercise 6]]
 * [[attachment:exercise7.docx|Exercise 7]]
 * [[attachment:soccer_fifa.dta|Database for exercise 7 (file soccer_fifa.dta)]]
 * [[attachment:exercise7.do|do-file - exercise 7]]

4.2 Choice between several brands: multinomial models

 * [[attachment:multinomial_models.ppt|Slides: multinomial models]]
 * [[attachment:exercise8.doc|Exercise 8]]
 * [[attachment:chapter5_multinomial.xlsx|Database for exercise 8 (file chapter5_multinomial.xlsx)]]
 * [[attachment:exercise8.do|do-file - exercise 8]]
 * [[attachment:exercise9.docx|Exercise 9]]
 * [[attachment:heating.xlsx|Database for exercise 9 (file heating.xlsx)]]
 * [[attachment:exercise9.do|do-file - exercise 9]]

4.3 Multinomial ordered models

 * [[attachment:notes_ordered_models.ppt|Slides: ordered models]]
 * [[attachment:exercise10.doc|Exercise 10]]
 * [[attachment:clientrisk.dta|Database for exercise 10 (file clientrisk.dta)]]
 * [[attachment:exercise10.do|do-file - exercise 10]]

4.4 Censored data: tobit models

 * [[attachment:exercise11.doc|Exercise 11]]
 * [[attachment:apple.dta|Database - exercise 11 (file apple.dta)]]

== Support material ==

Stata user´s guide: basic commands

 * [[attachment:rregress.pdf|Command regress]]
 * [[attachment:rivregress.pdf|Command ivregress]]
 * [[attachment:tsarima.pdf|Command arima]]
 * [[attachment:tsprais.pdf|Command prais]]


Cameron & Trivedi: Microeconometrics Using Stata

 * [[attachment:Cameron&Trivedi.pdf|Chapter 3 (linear regression) and Chapter 6 (instrumental variables)]]

Berndt: The Practice of Econometrics

 * [[attachment:Berndt_cap8.pdf|Chapter 8]]

Quantitative Methods in Marketing - 2nd Semester 2019

  • Professor: José Gustavo Féres <jose.feres AT fgv DOT br>

  • Office hours: wednesday, 9:30 a.m. - 11:30 a.m., room 1020A
  • Classes will take place in room 1016 (FGV main building, 10th floor)

Course outline

Class notes and exercises

1. Introduction

2. Stata tutorial: basic commands

3. Estimating the impact of advertising on sales: econometric issues

3.1 Simultaneity

3.2 Dynamic effects

Test 1

3.3 Causality

A1 - September 30

4. Discrete choice models and consumer behavior

4.1 Choice between two brands: binomial models

4.2 Choice between several brands: multinomial models

4.3 Multinomial ordered models

4.4 Censored data: tobit models

Support material

Stata user´s guide: basic commands

Cameron & Trivedi: Microeconometrics Using Stata

Berndt: The Practice of Econometrics

Graduacao/MetodosQuantitativosMarketing/2019 (last edited 2019-11-14 01:11:41 by JoseFeres)