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The emphasis of the course is twofold: (i) to extend regression models in the context of cross-section and panel data analysis, (ii) to focus on situations where liner regression models are not appropriate and to study alternative methods. The course prepares you to discuss the estimation of causal parameters and program evaluation and to consider parameter heterogeneity in the second part of the sequence. Examples of applied work will be used throughout the course. Poslední úprava: Papariga Anna, Mgr. (21.01.2022)
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The main textbook for the class is Econometric Analysis of Cross Section and Panel Data, J.M. Wooldridge, MIT Press, 2002. Additional references will be provided for the various topics.
Poslední úprava: Papariga Anna, Mgr. (21.01.2022)
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20% problem sets, 30% midterm, 50% final, both exams are open-book, open-notes Poslední úprava: Papariga Anna, Mgr. (21.01.2022)
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I Introduction 1 Causal Parameters and Policy Analysis in Econometrics 2 Reminder and Testing Issues
II Panel Data Regression Analysis 3 GLS with Panel Data: SURE, RCM, REF 4 E[u|x] is not 0: FEM and Errors in Variables 5 Testing in Panel Data Analysis: Clustering, Minimum Distance 6 GMM and its Application in Panel Data
III Qualitative and Limited Dependent Variables 7 Qualitative response models 9.1 Panel Data Applications of Binary Choice Models, Semi-parametric Models 9.2 Multinomial Choice Models 8 Duration Analysis 9 LimDep and Sample Selection 10 Program Evaluation, Matching and Local IV Poslední úprava: Papariga Anna, Mgr. (21.01.2022)
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