Sylabus
I Introduction 1 Causal Parameters and Policy Analysis in Econometrics 2 Reminder and Testing Issues
II Panel Data Regression Analysis 3 GLS with Panel Data: SURE, RCM, REF 4 E[u|x] is not 0: FEM and Errors in Variables 5 Testing in Panel Data Analysis: Clustering, Minimum Distance 6 GMM and its Application in Panel Data
III Qualitative and Limited Dependent Variables 7 Qualitative response models 9.1 Panel Data Applications of Binary Choice Models, Semi-parametric Models 9.2 Multinomial Choice Models 8 Duration Analysis 9 LimDep and Sample Selection 10 Program Evaluation, Matching and Local IV