Spring 2007, Prof. Baum
Recommended text: Baum, An Introduction to Modern Econometrics using Stata, 2006. | Errata
Section | Notes (pdf) | Handouts | Programs | |
Classical linear regression | NN01.pdf | |||
Properties of LS and IV estimators | NN02.pdf Slideshow IV-GMM | collinearity IV examples | ||
Inference, prediction | NN03.pdf | |||
GLS, heteroskedasticity, serial correlation | NN04.pdf | |||
MC simulation, Bootstrapping |
NN05.pdf Slideshow |
simul1_9 simul2_9 BS1_9 BS1g BS2_9 BS2g |
simul1_9 simul2_9 bs1_9 bs2_9 |
|
ML estimation | NN06.pdf
Slideshow |
ML1
ML2 ML3 ML4 |
ml1 ml2 ml3 ml4 |
|
SUR, fixed/random effects, DPD | NN07.pdf | NickellEM81.pdf Bond2002.pdf Roodman xtabond2 | ||
Limited dependent variables | NN08.pdf | |||
Survival analysis and hazard modelling | NN09.pdf | |||
| |
http://www.bc.edu/economics |