EC 823 Applied Econometrics (2014春季) by prof. Baum in Boston University

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在坛内看到有坛友上传2013年的VAR, SVAR and VECM models 课件, 是波士顿大学的应用计量经济学课程(EC 823) 课件的其中一章. 我就在网上搜了一下, 找到了2014年春季的课程课件全套链接, 大家各取所需. (文件都不大, 就没有上传到论坛,点击Lecture Notes的各个链接即可下载pdf)

以下内容转引自: http://fmwww.bc.edu/ec-c/S2014/823/EC823.S2014.phpEC 823 Applied EconometricsSpring 2014, Prof. Baum
Downloadable Syllabus (pdf)Correction: Class will not meet Wednesday 2 April, and will meet Monday 7 AprilResearch Paper requirementsLecture Notes (pdf):

• Simulation for estimation and testing
• IV and IV-GMM
• Testing for autocorrelation
• Cluster-robust covariance matrix computation
• IV with heteroskedasticity-based instruments
• Nonparametric density estimation
• Quantile regression
• Dynamic panel data models | Bond, Guide to Dynamic Panel Data Models | Roodman, How to do xtabond2
• Generalized linear models
• Multilevel mixed models
• ARIMA and ARFIMA models
• ARCH and MGARCH models
• VAR, SVAR and VECM models
• Additional time-series models
• Nichols, Causal inference with observational data
• Propensity scores, regression discontinuity, limited dependent variables
• Binary choice models with endogenous regressors
  

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关键词：econometrics Econometric University Universit metrics University Boston matrix 2014

附上 最后一章 所依据的论文(正式出版物)
下载自:http://onlinelibrary.wiley.com/doi/10.1111/j.1540-5982.2012.01733.x/abstract

Comparing features of convenient estimators for binary choice models with endogenous regressors
in the Canadian Journal of Economics Volume 45, Issue 3, pages 809–829, August 2012

j.1540-5982.2012.01733.x.pdf (531.49 KB)

2014-7-28 10:20:29 上传

谢谢楼主，正需要呢

thanks