2015 Applied Microeconometrics Training Course Materials

Authors
Manuel Hernandez

These course materials are restricted to course participants only. Click on the links below to access pdfs.

COURSE OUTLINE

  1. Preliminaries
  • Introduction and general discussion on microeconometric methods
  • Basic data analysis in Stata
  1. Linear models
  • OLS and GLS regressions
  • Robust and clustered standard errors
  • Regression analysis, prediction and specification tests
  1. Instrumental-variables estimation
  • IV estimators: IV, 2SLS and GMM
  • Testing for endogeneity and overindentifying restrictions
  • Weak instruments
  1. Nonlinear models
  • Binary response models: Linear Probability Model, Probit and Logit
  • Multinomial response models: Multinomial Logit
  • Censored models: Tobit and Selection models
  1. Estimation of average treatment effects
  • Regression methods
  • Propensity score matching
  1. Simulation and bootstrapping
  • Simulation applications
  • Bootstrap methods
  1. Duration analysis (if time permits)
  • Hazard functions