EC 823 Applied Econometrics
http://fmwww.bc.edu/EC-C/S2013/823/EC823.S2013.php
他是《An Introduction to Modern Econometrics Using Stata》一书的作者
Spring 2013, Prof. Christopher F Baum
Downloadable Syllabus (pdf)Final Exam: Saturday 11 May, 9:00 AM, Maloney 429Research Paper requirementsLecture Notes (pdf):
- Simulation for estimation and testing
- IV and IV-GMM
- IV with heteroskedasticity-based instruments
- Nonparametric density estimation
- Quantile regression
- Dynamic panel data models
- Generalized linear models [revised]
- Multilevel mixed models
- ARIMA and ARFIMA models
- ARCH and MGARCH models [revised]
- VAR, SVAR and VECM models
- Additional time-series models [revised]
- Nichols, Causal inference with observational data
- Propensity scores, regression discontinuity, limited dependent variables
- Binary choice models with endogenous regressors


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