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Econometrics II

Spring 2011. 1st year PhD Program.

 

Contents

Lecture Notes

Literature

 

 

 

 

 

 

Lecture notes

Lecture 1:Preliminaries and Fundamentals (March 29, 2011)

Lecture 2: Discrete Choice Models (April 4, 2011)

Lecture 3: Regression and Causality (April 5, 2011)

Lecture 4: Instrumental Variables part I (April 12)

Lecture 5: Instrumental Variables part II (April 13)

Lectures 6 & 7: Panel Data(April 18)

Lecture 8: Multinomial & ordered response; tobits(May 2)

Lecture 8b: Censoring & truncation(May 2)

Lecture 9: Sample selection bias (May 5)

Lecture 10: Standard errors  (May 10) 

ERRATA (updated: May 2, 2011)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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