ECONOMETRICS II (PhD)    (ECO 2401: Spring 2012)

 

·       SYLLABUS

  

         LECTURE NOTES

 

·       Topic 1: Linear Panel Data Models

 

·       Topic 2: Binary Choice Models

 

·       Topic 3: Multinomial Models

 

·       Topic 4: Tobit and Sample Selection Models

 

·       Topic 5: Roy Model and Evaluation of Treatment Effects

 

 

        PROBLEM SETS AND EXAMS FROM PREVIOUS YEARS

 

·       Solution to Final Exam: Spring 2012 

 

·       Solution to Final Exam: Spring 2011

 

·       Solution to Final Exam: Spring 2010

 

·       Problem Set: Spring 2010

 

·       Solution to Problem Set: Spring 2009

 

·       SAMPLE OF PROBLEMS

 

 

         OTHER MATERIAL

 

·       Maximum Likelihood Estimation

 

·       Generalized Method of Moments Estimation

  

·       Identification Problems in Econometrics