Syllabi and Course Materials

 

JWAC: Regression Analysis of Time-Series Cross-Sections (Syllabus: Franzese, 9-11 September 2009)

Selected Readings: Stimson, Fox, Franzese, Beck, Wawro, Franzese & Hays

Note to Students: Hold off downloading lecture notes & lab materials until before class each morning—last-minute updates are always possible…

 Lecture Notes:

DAY 1 Lectures: Introduction, Very Brief C&G(N)LRM Refresher, From the C(N)LRM to TSCS Models

DAY 1 Alternative Lectures: Brief Math Refresher, Brief Prob, Stats, & C(N)LRM Refresher, Brief G(N)LRM Refresher, Brief MLE & QualDep-Models Refresher

DAY 2 Lectures: Heterogeneity in TSCS, Fixed Effects, Random Effects, Interaction Effects, Random Coefficients

DAY 3 Lectures: Temporal Dynamics, Temporal Dynamics in Panel Data, Spatial & Spatiotempotal Dynamics, QualDep Models in TSCS

Data and Lab Exercises:

Data Sets: Garrett & Mitchell SocSec-Spend Data, Franzese Public-Debt Data, European Surveys Data,

Volden AFDC Data, Binary-Contiguity Matrix for US-48, Russet & O’Neil War Data   

Additional ADO Files: plus.zip

LAB 1: Some introductory calisthenics…

LAB 2: Heterogeneity—Fixed Effects, Random Effects, Interaction Effects, Random Coefficients

LAB 3: Temporal Dynamics—Exploring Time-Dynamic Models

Temporal Dynamics—Simple Time-Dynamics, PDF Accompanying Simple Dynamic-Responses Lab

Temporal Dynamics—Complex Time-Dynamics

Temporal Dynamics—Conditional Time-Dynamics

LAB 4: Spatial Dynamics, QualDep Models in TSCS

 

Essex: Context Conditionality, (Inter)Dependence, & Endogeneity (Syllabus: Franzese, 10-21 August 2009)

Selected Readings: Beck: (Time) Dynamics, Hibbs: Chapter 5, Franzese: Chapter 3, Jackson: Endogeneity

Lecture Notes:

DAY 1 Lectures: Introduction, Math Refresher, Probability & Statistics Refresher

DAY 2 Lectures: C(N)LRM Refresher (still), G(N)LRM Refresher

DAY 3 Lectures: Linear-Interaction Models

DAY 4 Lectures: MLE & QualDep Models Refresher, Nonlinear Interaction Models & NLS

DAY 5 Lectures: From the C&G(N)LRM to the HLM, LRM to HLM, FE & RE, and HLM

DAY 6 Lectures: Temporally Dynamic Models, Dynamic Panel-Data Models, Complex Dynamic Models (Hibbs 1987),

 Context-Conditional Dynamic Models (Franzese 2002), Complex Context-Conditional Dynamic Models (Franzese 2009)

DAY 7 Lectures: Spatial-Econometric Models of Interdependence: Introduction, Formal-Theoretical Models of Interdependence

DAY 8 Lecture: Spatial-Econometric Measures & Testing, Modeling, Estimation, & Interpretation

Wednesday Evening Presentation: m-STAR Model of Estimated, Endogenous Interdependence (Coevoltion)

DAYS 9-10 Lectures: Spatial QualDep Models & Interpretation, Endogeneity: An Introduction, Nonlinear Systems of Endogenous Equations

Data and Lab Exercises:

LAB 1: Exercises, Franzese (2002) Public-Debt Database (Stata (.dta) format)

LAB 2: Exercises, European Survey Database (Stata (.dta) format)

LAB 3: Exercises, Franzese’s Multiple Hands on the Wheel Database (Stata (.dta) format)

Huth’s Extended-Deterrence Database (Stata (.dta) format)

Gelpi & Griesdorf Win-Lose-Draw Database (Stata (.dta) format)

Boehmke’s Stata .do for Ordered-Probit vs. Multinomial-Logit Comparison of WLD

LAB 4: Exploring Dynamic Implications ADL Models (Excel (.xls) file)

 Calculating Simple Temporally Dynamic Responses, PDF Accompanying Simple Dynamic-Responses Lab

Calculating Complex Temporally Dynamic Responses, Calculating Conditional Temporally Dynamic Responses

LAB 5: Basic Measures Spatial Association and Baseline Models of Spatial Interdependence (Stata (.do) file)

US-State AFDC Data from Volden (2006) used in Franzese & Hays (2008) (Stata (.dta) format)

Binary-Contiguity Matrix for 48 Contiguous U.S. States used in Franzese & Hays (2008) (Stata (.dta) format)

 

Blalock Lecture, ICPSR: 30 July 2009

 CONTEXT MATTERS:

Empirical Analysis in Social Science, where the Effect of Anything Depends on Everything Else

Interaction Terms, Multilevel Models, & Nonlinear Regression
Power Point Presentation
Adobe PDF of Power Point Presentation
ZIP archive of the presentation files (.ppt, .pdf), plus the example datasets (.dta, .wf1), spreadsheets (.xls), & some old stata NLS code (.do).

 

ICPSR: Empirical Models for Time-Series-Cross-Section Data (Syllabus: Franzese, 18-22 May 2009)

SYLLABI ARTICLES: Nuamah, Stimson, Franzese, Beck & Katz, Pluemper & Troeger, Troeger, Beck, Wawro, Franzese & Hays, Beck, Katz, & Tucker, Zorn

Helpful Guides to TSCS in STATA: Chris Zorn, Suzanna Linn, Vera Troeger

LECTURE NOTES:

ACKNOWLEDGEMENTS: These lecture notes “borrow” liberally from course material generously shared by Greg Wawro, Vera Troeger, Neal Beck, & Suzy Linn: THANK YOU!

MONDAY Lectures: Introduction, Refresher C&G(N)LRM & Logit/Probit, From the C&G(N)LRM to Models for TSCS

TUESDAY Lectures: Heterogeneity, LSDV & FE, Interactions, including Lab

WEDNESDAY Lectures: RE & Hausman Test, Random Coefficients

THURSDAY Lectures: (Time-)Dynamic Models, (Time-)Dynamic Panel-Data Models

FRIDAY Lectures: Spatial-Econometric Models of Interdependence, QualDep Models in Panel & TSCS Data 

DATA and LAB EXERCISES:

MONDAY Lab Data & Exercises: Garrett & Mitchell Data, Lab 1

TUESDAY Lab Data & Exercises: Morning Lab on Het & FE, Interactions, including Lab, Excel Template for Interaction Effect-Lines

WEDNESDAY Lab Data & Exercises: Comparing RE, FE, Pooled, etc.; Hausman, xtmixed, SUR

THURSDAY Lab Data & Exercise: Calculating (Temporally) Dynamic Responses, PDF Accompanying Dynamic-Responses Lab

FRIDAY Lab Data & Exercises: Spatial Regression, Tucker’s BTSCS.zip, xtlogit & xtprobit

 

PS 651 SYLLABUS (Franzese, Winter 2009): Positive Comparative & International Political Economy

PS 651 Reading Notes: Positive Comparative & International Political Economy (Franzese)

PS 651 Introductory Notes: What is Positive C&IPE? Worldly Philosophers. Role of Ideas in PE (Franzese) 

PS 651 Positive C&IPE: Basic Econ Lecture Notes (Franzese & Hays)

PS 651 Positive C&IPE: Basic Models & Tools, Pt. 1 (Franzese)

PS 651 Positive C&IPE: Basic Models & Tools, Pt 2, Persson & Tabellini Chs. 2-3 (Franzese)

PS 651 Positive C&IPE: Credibility & the Time-Inconsistency of Monetary Policy (Franzese)

PS 651 Positive C&IPE: P&T Problem 4-3, Agency & Seignorage (Hays & Franzese)

PS 651 Students’ Notes on Persson & Tabellini, The Economic Effects of Constitutions (Fall 2003: Hyeran Jo, Nick Emptage, Ricardo Gamboa, Kenichi Ariga, Craig Brown, Xiaobo Lu)

 

PS 699 SYLLABUS (Franzese, Winter 2009): Statistical Methods II

Lecture notes for the course available at Dollar Bill Copy, to which supplement:

Math Review Notes

Regression as Projection Problem & Matrix Algebra Wrap-Up

Constrained Optimization by Lagrangian Method; Taylor Series (version 1)

Regression as Minimize Sum Squared Errors Problem & Calculus Wrap-Up

Probability Wrap-Up: Properties of Expectations, (Co)Variances, and Conditioning

Corrections/Enhancements to Notes on MSE=Var+Bias2, Definition: Multivariate Efficiency, and ML estimation Exponential

Illustration that Mutual Causality, y <=> x, Implies Covariance of Regressor with Residual

Multivariate Regression: Elaboration on Scalar Calculations of Partial Coefficients

Multivariate Regression: Summary C(N)LRM Properties, Certainty Estimation, Beginning Testing

Estimated Variance & Tests of Nonlinear Functions of Parameters by Delta Method Asymptotic Linear-Approximation, w/ Long-Run Stead-State Effects as Illustration

Equivalent Alternative Ways to Enter Indicator Variables to Regression Model

Post-Break Refresher & Catchup: C(N)LRM through Hypothesis Testing & start of Specification Issues

Modeling & Interpreting Interactions, including QualDep, Multilevel, & NLS Extensions (ZIP of .ppt, .dta, .do, .xls, .wf1)

Nonlinear Least Squares (NLS)

Bias of OLS estimation of LDV Models in Presence of Correlated Errors

Binary-DepVar Models from First-Principles

Logit & Probit Standard Errors by the Delta Method

Polychotomous-DepVar Models: Multinomial Logit/Probit

Databases for the problem sets:

Cross-Section Data Base (Stata (.dta) format)

Cross-Section Data Base (Lotus 1-2-3 (.wk1) format)

Cross-Section Data Base (Excell (.xls) format)

Cross-Section Data Base Dictionary (rich-text-format (*.rtf))

Time-Series Data Base (Stata (.dta) format)

Time-Series-Cross-Section Data Base (Stata (.dta) format)

Binary-Dependent-Variable Data Base (Stata (.dta) format)

Public-Debt Data Base (Stata (.dta) format)

PROBLEM SETS (pdf format) 

 

Blalock Lectures, ICPSR: 6-7 August 2008

 Context Matters: Interactions, Multilevel Models, & Nonlinear Least-Squares
For further pedagogical materials, see also:
Modeling & Interpreting Interactions, including QualDep, Multilevel, & NLS Extensions
(ZIP of .ppt, .dta, .do, .xls, .wf1; based on Kam & Franzese book)

Spatial Economic Models of Interdependence

 

Lecture Notes, Syllabi, and Class Materials for Courses and Seminars on Time-Series-Cross-Section Data-Analysis: A Compilation of Useful Pedagogy Courtesy of Beck, DeBoef, Franzese, Wawro, Zorn

 

PS 341 SYLLABUS (Franzese, Fall 2007): Comparative Politics of Developed Democracies

PS 341 Class Notes (HiRes (48MB)): Comparative Politics of Developed Democracies

PS 341 Class Notes (LoRes (4.4MB)): Comparative Politics of Developed Democracies

PS 341 Class Notes (STUDY GUIDE): Comparative Politics of Developed Democracies

PS 341 Sample Questions for Exam: Comparative Politics of Developed Democracies

PS 341 Sample Exam-Questions Answers: Comparative Politics of Developed Democracies 

 

PS 389.4 SYLLABUS (Franzese, Fall 2007): Comparative Democratic Institutions

PS 389.4 Class Notes, Week 1: Introduction, Definitions, Questions, Approaches, Intellectual History, & the Cycle of Democratic Policymaking

PS 389.4 Class Notes, Week 2a: Positive Theorizing & Empirical Evaluation in Social Science (Examples, Incl. Olson’s LoCA and Rise & Decline)

PS 389.4 Class Notes, Week 2b: Comparative Governmental Systems (Executives, Legislatures, Constitutions, Courts, Administration & Local Government)

PS 389.4 Class Notes, Week 3: Electoral Systems (Gallagher, Laver, & Mair ch. 11; Lijphart Patterns of Democracy, ch. 8)

PS 389.4 Class Notes, Weeks 4-5: Electoral Systems (Lijphart, Electoral Systems and Party Systems)

PS 389.4 Class Notes, Week 6: Parties & Party Systems (GLM chs. 7-10; Dalton ch.13 in LNN & ch. 8 in Cit. Pol.; Lijphart Patterns ch. 5; Powell Contemp Dems ch. 5; Mair ch. 3 in LNN)

PS 389.4 Readings, Week 6: Parties & Party Systems (Dalton ch.13 in LNN, Comparing Democracies)

PS 389.4 Readings, Week 6: Parties & Party Systems (Dalton ch.8 in Citizen Politics)

PS 389.4 Readings, Week 6: Parties & Party Systems (Powell ch.5 in Contemporary Democracies)

PS 389.4 Readings, Week 6: Parties & Party Systems (Mair ch.3 in LNN, Comparing Democracies)

PS 389.4 Midterm Study Guide

PS 389.4 Midterm Sample Questions

PS 389.4 Midterm Sample Questions – ANSWER SHEET

PS 389.4 Week 8: Government Formation & Dissolution, Pt. I (GLM ch. 12, Lijphart Patterns Dem ch.6, plus Powell Contemp Dem, ch. 7)

PS 389.4 Weeks 9-10: Government Formation & Dissolution, Pt. II (Laver & Shepsle, Making & Breaking Governments)

PS 389.4 Weeks 11-12: Powell, Elections as Instruments of Democracy

PS 389.4 Weeks 13-14: Franzese, Macroeconomic Policies of Developed Democracies

PS 389.4 Weeks 14: Franzese, Macroeconomic Policies of Developed Democracies, chs. 2-3 quick notes

PS 389.4 Final-Exam Study Guide

 

PS 641 SYLLABUS (Franzese & Varshney, Fall 2007): Proseminar in Comparative Politics

PS 641: Undergrad Lecture Notes: Collective-Action Problem (Olson)

PS 641: Undergrad Lecture Notes: Interest Groups & Social Movements (Bashevkin)

PS 641: Undergrad Lecture Notes: Electoral Systems (Gallagher, Laver, & Mair ch. 11; Lijphart Patterns of Democracy, ch. 8)

PS 641: Undergrad Lecture Notes: Electoral Systems (Lijphart, Electoral Systems and Party Systems)

PS 641: Undergrad Lecture Notes: Parliamentary-Government Formation & Dissolution

 

PS 343 SYLLABUS (Franzese, Winter 2006): Political Economy of Developed Democracies

PS 343 LECTURE NOTES: Day 1 Introductory Lecture

PS 343 LECTURE NOTES: Tufte, Political Control of the Economy

PS 343 LECTURE NOTES: Hibbs, The American Political Economy

PS 343 SUMMARY OUTLINE: Hibbs, The American Political Economy

PS 343 SAMPLE MIDTERM EXAM QUESTIONS

PS 343 SAMPLE MIDTERM EXAM QUESTIONS: Answers/Hints

PS 343 LECTURE NOTES: Clark, Capitalism, Not Globalism

PS 343 LECTURE NOTES: Globalization & Convergence, “Privileged Position of Capital” & Convergence, Electoral Competition & Downsian Convergence (elaborated from Clark, Capitalism, Not Globalism)

PS 343 LECTURE NOTES: Introduction to International Trade (Basic Comparative Advantage) & Monetary Economics (Purchasing-Power- & Interest-Parity Conditions) & Open-Economy Macroeconomics (The Mundell-Fleming IS-LM-BoP Model)

PS 343 LECTURE NOTES: Implications of the Mundell-Fleming IS-LM-BoP Model for Electoral & Partisan Cycles in Macroeconomic Policies (i.e., Fiscal & Monetary Policy, i.e., Aggregate-Demand-Management Policy (as argued in Clark, Capitalism, Not Globalism)

PS 343 LECTURE NOTES: Franzese, Macroeconomic Policies of Developed Democracies

PS 343 FINAL-EXAM STUDY OUTLINE

PS 343 SAMPLE FINAL-EXAM QUESTIONS

 

PS 641 SYLLABUS (Franzese & Inglehart, Winter 2006):Comparative Politics Proseminar

PS 641: Undergrad Lecture Notes: Collective-Action Problem (Olson)

PS 641: Undergrad Lecture Notes: Interest Groups & Social Movements (Bashevkin)

PS 641: Undergrad Lecture Notes: Elections, Electoral Systems, & Voting

PS 641: Undergrad Lecture Notes: Parliamentary-Government Formation & Dissolution

 

PS 599 SYLLABUS (Franzese, Fall 2005): Statistical Methods I

PS 599 Section Syllabus (Corrigan, Fall 2005): Statistical Methods I

PS 599 Lecture Notes (Jackson-Burns-Bowers-Franzese, Fall 2005)

PS 599 Problem Set 0 (Fall 2005)

PS 599 Problem Set 1 (Fall 2005)

PS 599 Problem Set 2 (Fall 2005)

PS 599 Problem Set 3 (Fall 2005)

PS 599 Problem Set 4 (Fall 2005)

PS 599 Problem Set 5 (Fall 2005)

PS 599 Problem Set 6 (Fall 2005)

PS 599 FINAL EXAM (Franzese, Fall 2005): Statistical Methods I

PS 599 Final-Exam Data (Franzese, Fall 2005): Statistical Methods I

PS 599 Final-Exam Data Codebook 1 (Franzese, Fall 2005): Statistical Methods I

PS 599 Final-Exam Data Codebook 2 (Franzese, Fall 2005): Statistical Methods I

 

PS 651 SYLLABUS (Franzese, Fall 2002): Pro-Seminar in Political Economy

Award-winning Syllabus! (Links2Go Key Resource: Political Economy Topic)

 

PS 641 SYLLABUS (Franzese & Hicken, Fall 2002): Proseminar in Comparative Politics

PS 641 Week 1: Overview Outline

PS 641 Week 1: Intellectual History of Comparative Politics Outline

PS 641 Week 3: Socio-Economic Structure, Modernization, Democratization, Social Order & Stability (Undergrad Lecture Notes)

PS 641 Week 7: Olson's Logic of Collective Action (LoCA) (From Undergrad Lecture Notes to PS489)

PS 641 Week 8: Cleavage Structure, Interest Groups, and Interest Intermediation (GLM ch.9+, from Undergrad Lecture Notes to PS460)

PS 641 Week 8: Interest Groups and Social Movements (Bashevkin in LNN, from Undergrad Lecture Notes to PS460)

PS 641 Week 8: Trade, Stolper-Samuelsson, and Class-Cleavage (Rogowski's Commerce & Coalitions, from Undergrad Lecture Notes to PS489)

PS 641 Week 9: Elections and Electoral Systems (Gallagher, Laver, & Mair, Rep Govt in Mod Eur, +: from PS441/460 lecture notes)

PS 641 Week 10: Parties and Party Systems (Gallagher, Laver, & Mair, Rep Govt in Mod Eur, +: from PS441/460 lecture notes)

PS 641 Week 11: Comparative Governmental Systems (Gallagher, Laver, & Mair, Rep Govt in Mod Eur, +: from PS441/460 lecture notes)

PS 641 Week 11: Government Formation and Dissolution (Gallagher, Laver, & Mair; and Laver & Shepsle Rep Govt in Mod Eur; and Making & Breaking Govts, +: from PS441/460 lecture notes)

PS 641 Week 12: Policymaking—Approaches (Hall, Governing the Economy: from PS489 lecture notes)

PS 641 Week 12: Policymaking—Approaches (Worldly Philosophers + Political Power Economic Ideas (Hall, ed.) +: from PS651 lecture notes)

PS 641 Week 12: Policymaking—Approaches (Franzese, Macroeconomic Policies Developed Democracies: from PS489 lecture notes)

PS 641 Week 12: Policymaking—Approaches (Franzese, Electoral & Partisan Cycles: from EITM Macro-Pol-Econ lecture notes)

PS 641 Week 12: Policymaking—Approaches (Franzese, Modeling PE of Monetary Policy: from EITM Macro-Pol-Econ lecture notes)

PS 641 Week 13: States, Markets, Prosperity (Bates, Markets & States in Tropical Africa: from PS489 lecture notes)